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Sage ESG Intermediate Credit ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| The Sage ESG Intermediate Credit ETF seeks to provide investors access to a diversified portfolio of investment grade corporate bonds issued by companies with best-in-class ESG characteristics, strong fundamentals, and a high degree of liquidity. This ETF tracks the Sage ESG Credit Intermediate Index. |
| Category | Corporate |
| Fund Sponsor | Sage |
| Website | www.sageetfs.com |
| Inception date | Oct 30, 2017 |
| Assets (mns) | $0 |
| Currency | USD |
| Expense ratio | 35 bp |
| Distributions | Monthly |
| Regulation | Open-Ended Fund |
| Custodian | |
| Weighting | |
| Index replication |
| No. of constituents | 95 |
| No of distinct issuers | 73 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 2% /98% |
| Non-standard maturity (callable, etc.) | 73% |
| JPMORGAN CHASE & CO. 3.7% 5/06/30 | 1.3 % |
| CELGENE CORPORATION 3.5% 11/15/27 | 1.2 % |
| CVS HEALTH CORPORATIO 2.9% 6/01/26 | 1.2 % |
| VODAFONE GROUP PLC 4.4% 5/30/28 | 1.2 % |
| STATE STREET CORPORAT 2.7% 5/19/26 | 1.2 % |
| MCCORMICK & COMPANY, 3.2% 8/15/24 | 1.2 % |
| DTE ENERGY COMPANY 3.8% 3/15/27 | 1.2 % |
| GILEAD SCIENCES, INC. 3.7% 3/01/26 | 1.2 % |
| EXELON CORPORATION 3.5% 6/01/22 | 1.2 % |
| FLEX LTD. 4.8% 6/15/25 | 1.2 % |
| TOTAL | 12.0 % |
|---|
| VODAFONE GROUP PLC | 3.7% |
| STATE STREET CORPORATION | 2.5% |
| DH EUROPE FINANCE II SARL | 2.5% |
| INTEL CORPORATION | 2.5% |
| TORONTO-DOMINION BANK | 2.5% |
 |
UNITED STATES | 79.2 % |
 |
UNITED KINGDOM | 6.2 % |
 |
CANADA | 6.2 % |
 |
LUXEMBOURG | 2.5 % |
 |
AUSTRALIA | 1.4 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| -- | -- | -- | -- | -- |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.79 | 29% |
| S&P500 | 0.18 | 43% |
| MSCI EAFE | 0.18 | 40% |
| MSCI Emg. Mkts. | 0.17 | 48% |
| Recent close | $0.00 |
| 30d moving avg. | $0.00 |
| Annualized volatility | 5.0% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) |
| Avg. volume (thou.) | 0 |
| Avg. daily value traded (mns) | $0 |
| Turnover | 0.0% |
| Bid/Ask (% of price) | 0.00 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| GUDB | 4.4 yrs | Category Avg.* |
4.6 yrs |
| GUDB | 4.4% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 4.32% | -8.0% | $0.00 |
| +200 bp | 3.32% | -6.5% | $0.00 |
| +150 bp | 2.82% | -5.3% | $0.00 |
| +100 bp | 2.32% | -3.8% | $0.00 |
| +75 bp | 2.07% | -3.0% | $0.00 |
| +50 bp | 1.82% | -2.0% | $0.00 |
| +25 bp | 1.57% | -1.1% | $0.00 |
| 0 bp | 1.32% | 0% | $0.00 |
| -25 bp | 1.07% | 1.1% | $0.00 |
| -50 bp | 0.82% | 2.3% | $0.00 |
| -75 bp | 0.57% | 3.6% | $0.00 |
| -100 bp | 0.32% | 5.0% | $0.00 |
| -150 bp | -0.18% | 7.9% | $0.00 |
| -200 bp | -0.68% | 11.1% | $0.00 |
| -300 bp | -1.68% | 18.3% | $0.00 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
132 | bp |
| Less: Annual "default factor" |
20 | bp |
| Less: Expense ratio | 35 | bp |
| Equals: ALTAR Score | 0.77 | % |
| 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 Sage ESG Intermediate Credit ETF is classified as a Corporate fund. | |