WisdomTree U.S. Corporate Bond Fund
|
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
The WisdomTree Fundamental U.S. Corporate Bond Fund tracks an index composed of investment grade, U.S. corporate bonds. Constituents are selected and weighted by fundamental company and bond risk characteristics. |
Category | Corporate |
Fund Sponsor | WisdomTree |
Website | www.wisdomtree.com |
Inception date | Apr 27, 2016 |
Assets (mns) | $0 |
Currency | USD |
Expense ratio | 18 bp |
Distributions | Monthly |
Regulation | Open-Ended Fund |
Custodian | |
Weighting | Fundamental |
Index replication |
No. of constituents | 427 |
No of distinct issuers | 262 |
Inflation protected | 0% |
Variable/Fixed coupon | 18% /82% |
Non-standard maturity (callable, etc.) | 80% |
0.0% // | 0.0 % |
TOTAL | 0.0 % |
---|
BANK OF AMERICA CORPORATION | 4.9% |
JPMORGAN CHASE & CO. | 3.9% |
MORGAN STANLEY | 3.5% |
CITIGROUP INC. | 2.8% |
ORACLE CORPORATION | 2.3% |
UNITED STATES | 97.6 % | |
IRELAND | 0.2 % | |
SINGAPORE | 0.1 % | |
CANADA | 0.1 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
-0.2% | 5.1% | 1.4% | -- | 1.8% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 1.32 | 94% |
S&P500 | 0.42 | 59% |
MSCI EAFE | 0.46 | 65% |
MSCI Emg. Mkts. | 0.40 | 54% |
Recent close | $43.83 |
30d moving avg. | $43.17 |
Annualized volatility | 9.7% |
Short interest (ETF) | 0.2% |
Relative strength (RSI) | 75 |
Avg. volume (thou.) | 1 |
Avg. daily value traded (mns) | $0 |
Turnover | 0.3% |
Bid/Ask (% of price) | 0.11 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
WFIG | 7.4 yrs | Category Avg.* |
4.6 yrs |
WFIG | 7.2% | Category Avg.* |
4.5% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 8.47% | -19.6% | $35.25 |
+200 bp | 7.47% | -13.5% | $37.92 |
+150 bp | 6.97% | -10.3% | $39.33 |
+100 bp | 6.47% | -7.0% | $40.78 |
+75 bp | 6.22% | -5.3% | $41.52 |
+50 bp | 5.97% | -3.5% | $42.28 |
+25 bp | 5.72% | -1.8% | $43.05 |
0 bp | 5.47% | 0% | $43.83 |
-25 bp | 5.22% | 1.8% | $44.62 |
-50 bp | 4.97% | 3.6% | $45.42 |
-75 bp | 4.72% | 5.5% | $46.23 |
-100 bp | 4.47% | 7.4% | $47.06 |
-150 bp | 3.97% | 11.2% | $48.75 |
-200 bp | 3.47% | 15.2% | $50.48 |
-300 bp | 2.47% | 23.4% | $54.10 |
*Fund Category: CORPORATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 547 | bp |
Less: Annual "default factor" | 20 | bp |
Less: Expense ratio | 18 | bp |
Equals: ALTAR Score | 5.09 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.5% |
Corporate | 4.4% |
Emerging Market | 6.2% |
Government | 4.9% |
Inflation Protected | 3.0% |
Mortgage | 5.2% |
Municipals | 3.4% |
*Note: The WisdomTree U.S. Corporate Bond Fund is classified as a Corporate fund. |