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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) | $512 |
| Currency | USD |
| Expense ratio | 14 bp |
| Distributions | Monthly |
| Regulation | Open-Ended Fund |
| Custodian | |
| Weighting | Market Value |
| Index replication |
| No. of constituents | 1152 |
| No of distinct issuers | 297 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 7% /93% |
| Non-standard maturity (callable, etc.) | 60% |
| 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% |
| WELLS FARGO & COMPANY | 2.4% |
| MORGAN STANLEY | 2.3% |
| JPMORGAN CHASE & CO. | 2.2% |
| AT&T INC. | 2.0% |
 |
UNITED STATES | 81.3 % |
 |
BRITAIN | 4.0 % |
 |
NETHERLANDS | 2.3 % |
 |
JAPAN | 1.9 % |
 |
CANADA | 1.5 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 13.4% | 13.0% | -- | -- | 5.4% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.16 | 72% |
| S&P500 | 0.07 | 5% |
| MSCI EAFE | 0.10 | 7% |
| MSCI Emg. Mkts. | 0.08 | 7% |
| Recent close | $52.32 |
| 30d moving avg. | $52.22 |
| Annualized volatility | 4.5% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 48 |
| Avg. volume (thou.) | 75 |
| Avg. daily value traded (mns) | $4 |
| Turnover | 0.8% |
| Bid/Ask (% of price) | 0.09 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| GIGB | 8.0 yrs | Category Avg.* |
4.6 yrs |
| GIGB | 7.9% | Category Avg.* |
4.6% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 5.91% | -16.8% | $43.55 |
| +200 bp | 4.91% | -12.7% | $45.67 |
| +150 bp | 4.41% | -10.1% | $47.03 |
| +100 bp | 3.91% | -7.1% | $48.60 |
| +75 bp | 3.66% | -5.5% | $49.45 |
| +50 bp | 3.41% | -3.8% | $50.36 |
| +25 bp | 3.16% | -1.9% | $51.31 |
| 0 bp | 2.91% | 0% | $52.32 |
| -25 bp | 2.66% | 2.0% | $53.38 |
| -50 bp | 2.41% | 4.1% | $54.48 |
| -75 bp | 2.16% | 6.3% | $55.64 |
| -100 bp | 1.91% | 8.7% | $56.85 |
| -150 bp | 1.41% | 13.6% | $59.41 |
| -200 bp | 0.91% | 18.8% | $62.18 |
| -300 bp | -0.09% | 30.6% | $68.31 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
291 | bp |
| Less: Annual "default factor" |
22 | bp |
| Less: Expense ratio | 14 | bp |
| Equals: ALTAR Score | 2.55 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.3% |
| Emerging Market | 3.6% |
| Government | 1.7% |
| Inflation Protected | 1.8% |
| Mortgage | 2.8% |
| Municipals | 2.3% |
| *Note: The Goldman Sachs Access Investment Grade Corporate Bond ETF is classified as a Corporate fund. | |