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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) | $472 |
| 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% |
| 0.0% // | 5.2 % |
| 0.0% // | 4.1 % |
| 0.0% // | 3.9 % |
| 0.0% // | 3.7 % |
| 0.0% // | 2.6 % |
| 0.0% // | 2.2 % |
| 0.0% // | 1.9 % |
| 0.0% // | 1.3 % |
| 0.0% // | 1.0 % |
| 0.0% // | 1.0 % |
| TOTAL | 26.9 % |
|---|
| U.S. TREASURY | 17.4% |
| FANNIE MAE | 7.0% |
| FREDDIE MAC | 2.4% |
| PETROLEOS MEXICANOS SA | 1.3% |
| PETROBRAS GLOBAL FINANCE BV | 1.2% |
 |
UNITED STATES | 68.5 % |
 |
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. |
| 9.8% | 7.5% | 0.3% | -- | 2.5% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.83 | 72% |
| S&P500 | 0.11 | 24% |
| MSCI EAFE | 0.15 | 31% |
| MSCI Emg. Mkts. | 0.11 | 18% |
| Recent close | $18.40 |
| 30d moving avg. | $18.40 |
| Annualized volatility | 7.7% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 61 |
| Avg. volume (thou.) | 82 |
| Avg. daily value traded (mns) | $2 |
| Turnover | 0.3% |
| Bid/Ask (% of price) | 0.08 |
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 | 7.97% | -15.5% | $15.54 |
| +200 bp | 6.97% | -11.1% | $16.35 |
| +150 bp | 6.47% | -8.7% | $16.81 |
| +100 bp | 5.97% | -6.0% | $17.30 |
| +75 bp | 5.72% | -4.5% | $17.56 |
| +50 bp | 5.47% | -3.1% | $17.83 |
| +25 bp | 5.22% | -1.6% | $18.11 |
| 0 bp | 4.97% | 0% | $18.40 |
| -25 bp | 4.72% | 1.6% | $18.70 |
| -50 bp | 4.47% | 3.3% | $19.00 |
| -75 bp | 4.22% | 5.0% | $19.32 |
| -100 bp | 3.97% | 6.7% | $19.64 |
| -150 bp | 3.47% | 10.4% | $20.32 |
| -200 bp | 2.97% | 14.3% | $21.03 |
| -300 bp | 1.97% | 22.6% | $22.56 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
497 | bp |
| Less: Annual "default factor" |
58 | bp |
| Less: Expense ratio | 28 | bp |
| Equals: ALTAR Score | 4.11 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.7% |
| Corporate | 3.7% |
| Emerging Market | 5.2% |
| Government | 7.0% |
| Inflation Protected | 2.0% |
| Mortgage | 4.5% |
| Municipals | 3.2% |
| *Note: The Columbia Diversified Fixed Income Allocation ETF is classified as a Aggregate fund. | |