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Columbia Diversified Fixed Income Allocation ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| DIAL tracks an index comprised of six sub-indexes, each representing a different sector within the fixed income space. The index allocates fixed weights to each of the six sectors. |
| Category | Aggregate |
| Fund Sponsor | Columbia |
| Website | www.columbiathreadneedleetf.com/dial |
| Inception date | Oct 12, 2017 |
| Assets (mns) | $407 |
| Currency | USD |
| Expense ratio | 28 bp |
| Distributions | Monthly |
| Regulation | Open-Ended Fund |
| Custodian | |
| Weighting | Tiered |
| Index replication |
| No. of constituents | 227 |
| No of distinct issuers | 209 |
| Inflation protected | 0% |
| Variable/Fixed coupon | -5% /105% |
| Non-standard maturity (callable, etc.) | 57% |
| UNITED STATES TREASUR 0.0% 7/05/19 | 4.3 % |
| UNITED STATES TREASUR 0.0% 9/12/19 | 3.3 % |
| UMBS TBA 30YR 4.0% 8/01/48 | 2.5 % |
| UMBS TBA 30YR 4.5% 8/01/48 | 2.3 % |
| FHLMC 30YR POOL#Q5013 3.5% 8/01/47 | 2.0 % |
| UMBS TBA 30YR 3.5% 9/01/48 | 1.9 % |
| FNMA 30YR POOL#MA3306 4.0% 3/01/48 | 1.8 % |
| UNITED STATES TREASUR 3.8% 11/15/43 | 1.8 % |
| UMBS TBA 30YR 3.0% 12/01/48 | 1.6 % |
| UNITED STATES TREASUR 3.4% 5/15/44 | 1.6 % |
| TOTAL | 23.2 % |
|---|
| U.S. TREASURY | 17.4% |
| FANNIE MAE | 7.0% |
| FREDDIE MAC | 2.4% |
| PETROLEOS MEXICANOS SA | 1.3% |
| PETROBRAS GLOBAL FINANCE BV | 1.2% |
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UNITED STATES | 68.5 % |
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CANADA | 2.2 % |
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MEXICO | 2.1 % |
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ITALY | 1.9 % |
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INDONESIA | 1.7 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| -0.8% | 4.3% | 1.1% | -- | 1.5% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.34 | 91% |
| S&P500 | 0.47 | 67% |
| MSCI EAFE | 0.51 | 74% |
| MSCI Emg. Mkts. | 0.42 | 53% |
| Recent close | $17.26 |
| 30d moving avg. | $17.30 |
| Annualized volatility | 10.1% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) | 73 |
| Avg. volume (thou.) | 49 |
| Avg. daily value traded (mns) | $1 |
| Turnover | 0.2% |
| Bid/Ask (% of price) | 0.07 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| DIAL | 6.5 yrs | Category Avg.* |
4.8 yrs |
| DIAL | 6.4% | Category Avg.* |
4.7% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 8.83% | -15.5% | $14.58 |
| +200 bp | 7.83% | -11.1% | $15.34 |
| +150 bp | 7.33% | -8.7% | $15.77 |
| +100 bp | 6.83% | -6.0% | $16.23 |
| +75 bp | 6.58% | -4.5% | $16.48 |
| +50 bp | 6.33% | -3.1% | $16.73 |
| +25 bp | 6.08% | -1.6% | $16.99 |
| 0 bp | 5.83% | 0% | $17.26 |
| -25 bp | 5.58% | 1.6% | $17.54 |
| -50 bp | 5.33% | 3.3% | $17.83 |
| -75 bp | 5.08% | 5.0% | $18.12 |
| -100 bp | 4.83% | 6.7% | $18.43 |
| -150 bp | 4.33% | 10.4% | $19.06 |
| -200 bp | 3.83% | 14.3% | $19.73 |
| -300 bp | 2.83% | 22.6% | $21.16 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
583 | bp |
| Less: Annual "default factor" |
58 | bp |
| Less: Expense ratio | 28 | bp |
| Equals: ALTAR Score | 4.97 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.5% |
| Corporate | 4.5% |
| Emerging Market | 6.2% |
| Government | 4.8% |
| Inflation Protected | 3.0% |
| Mortgage | 5.2% |
| Municipals | 3.4% |
| *Note: The Columbia Diversified Fixed Income Allocation ETF is classified as a Aggregate fund. | |