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Goldman Sachs Access Investment Grade Corporate Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| The Goldman Sachs Access Investment Grade Corporate Bond ETF tracks a broad-maturity, USD-denominated, investment-grade corporate bond index selected by operating margin and leverage. |
| Category | Corporate |
| Fund Sponsor | Goldman Sachs |
| Website | www.gsam.com |
| Inception date | Jun 06, 2017 |
| Assets (mns) | $508 |
| Currency | USD |
| Expense ratio | 14 bp |
| Distributions | Monthly |
| Regulation | Open-Ended Fund |
| Custodian | |
| Weighting | Market Value |
| Index replication |
| No. of constituents | 1165 |
| No of distinct issuers | 309 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 8% /92% |
| Non-standard maturity (callable, etc.) | 66% |
| BP CAPITAL MARKETS PL 3.6% 11/01/21 | 0.5 % |
| APPLE INC. 2.1% 9/12/22 | 0.5 % |
| HSBC HOLDINGS PLC 3.9% 5/25/26 | 0.4 % |
| HSBC HOLDINGS PLC 2.7% 1/05/22 | 0.4 % |
| ABBVIE INC. 2.9% 11/06/22 | 0.4 % |
| 0.0% /00/00 | 0.4 % |
| CITIGROUP INC. 2.9% 12/08/21 | 0.4 % |
| CAPITAL ONE FINANCIAL 4.8% 7/15/21 | 0.4 % |
| COMCAST CORPORATION 5.0% 1/15/58 | 0.4 % |
| COMCAST CORPORATION 4.3% 1/15/30 | 0.4 % |
| TOTAL | 4.0 % |
|---|
| BANK OF AMERICA CORPORATION | 2.6% |
| JPMORGAN CHASE & CO. | 2.5% |
| MORGAN STANLEY | 2.1% |
| AT&T INC. | 2.1% |
| COMCAST CORPORATION | 2.0% |
 |
UNITED STATES | 81.8 % |
 |
BRITAIN | 3.4 % |
 |
UNITED KINGDOM | 2.5 % |
 |
JAPAN | 2.3 % |
 |
CANADA | 2.1 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 6.1% | 10.6% | -- | -- | 6.6% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.30 | 52% |
| S&P500 | 0.18 | 28% |
| MSCI EAFE | 0.20 | 30% |
| MSCI Emg. Mkts. | 0.16 | 31% |
| Recent close | $55.32 |
| 30d moving avg. | $54.49 |
| Annualized volatility | 5.8% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) | 66 |
| Avg. volume (thou.) | 45 |
| Avg. daily value traded (mns) | $2 |
| Turnover | 0.5% |
| Bid/Ask (% of price) | 0.13 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| GIGB | 8.6 yrs | Category Avg.* |
5.1 yrs |
| GIGB | 8.5% | Category Avg.* |
5.0% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 4.93% | -16.9% | $45.94 |
| +200 bp | 3.93% | -13.2% | $48.01 |
| +150 bp | 3.43% | -10.6% | $49.44 |
| +100 bp | 2.93% | -7.6% | $51.13 |
| +75 bp | 2.68% | -5.9% | $52.08 |
| +50 bp | 2.43% | -4.0% | $53.09 |
| +25 bp | 2.18% | -2.1% | $54.17 |
| 0 bp | 1.93% | 0% | $55.32 |
| -25 bp | 1.68% | 2.2% | $56.53 |
| -50 bp | 1.43% | 4.5% | $57.81 |
| -75 bp | 1.18% | 6.9% | $59.16 |
| -100 bp | 0.93% | 9.5% | $60.57 |
| -150 bp | 0.43% | 15.0% | $63.60 |
| -200 bp | -0.07% | 20.9% | $66.89 |
| -300 bp | -1.07% | 34.2% | $74.26 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
193 | bp |
| Less: Annual "default factor" |
20 | bp |
| Less: Expense ratio | 14 | bp |
| Equals: ALTAR Score | 1.59 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.2% |
| Corporate | 1.8% |
| Emerging Market | 3.9% |
| Government | 0.5% |
| Inflation Protected | 1.0% |
| Mortgage | 2.4% |
| Municipals | 2.2% |
| *Note: The Goldman Sachs Access Investment Grade Corporate Bond ETF is classified as a Corporate fund. | |