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Xtrackers USD High Yield Corporate Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| The Xtrackers USD High Yield Corporate Bond ETF& tracks an index of USD-denominated high-yield corporate bonds with 1 to 15 years remaining in maturities. |
| Category | Corporate |
| Fund Sponsor | Deutsche Bank |
| Website | etfus.deutscheam.com |
| Inception date | Dec 06, 2016 |
| Assets (mns) | $4,766 |
| Currency | USD |
| Expense ratio | 15 bp |
| Distributions | Monthly |
| Regulation | Open-Ended Fund |
| Custodian | |
| Weighting | Market Value |
| Index replication |
| No. of constituents | 1143 |
| No of distinct issuers | 507 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 4% /96% |
| Non-standard maturity (callable, etc.) | 90% |
| ALTICE FRANCE SA 7.4% 5/01/26 | 0.6 % |
| SPRINT CORP. 7.9% 9/15/23 | 0.5 % |
| TRANSDIGM, INC. 6.3% 3/15/26 | 0.4 % |
| TEVA PHARMACEUTICAL F 2.2% 7/21/21 | 0.4 % |
| VRX ESCROW CORP. 6.1% 4/15/25 | 0.4 % |
| CCO HOLDINGS LLC 5.1% 5/01/27 | 0.4 % |
| COMMUNITY HEALTH SYST 6.3% 3/31/23 | 0.3 % |
| TENET HEALTHCARE CORP 8.1% 4/01/22 | 0.3 % |
| INTELSAT JACKSON HOLD 8.5% 1/15/24 | 0.3 % |
| NEW RED FINANCE, INC. 5.0% 1/15/25 | 0.3 % |
| TOTAL | 4.0 % |
|---|
| FORD MOTOR CREDIT COMPANY LLC | 2.2% |
| CCO HOLDINGS LLC | 2.1% |
| TENET HEALTHCARE CORPORATION | 1.5% |
| CENTENE CORPORATION | 1.3% |
| CSC HOLDINGS, LLC | 1.2% |
 |
UNITED STATES | 81.7 % |
 |
CANADA | 4.2 % |
 |
NETHERLANDS | 2.7 % |
 |
LUXEMBOURG | 1.7 % |
 |
FRANCE | 0.9 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| -4.9% | -1.4% | -- | -- | 3.5% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.36 | 2% |
| S&P500 | 0.40 | 72% |
| MSCI EAFE | 0.43 | 74% |
| MSCI Emg. Mkts. | 0.32 | 62% |
| Recent close | $46.94 |
| 30d moving avg. | $47.24 |
| Annualized volatility | 8.0% |
| Short interest (ETF) | 7.4% |
| Relative strength (RSI) | 55 |
| Avg. volume (thou.) | 4,754 |
| Avg. daily value traded (mns) | $223 |
| Turnover | 4.6% |
| Bid/Ask (% of price) | 0.03 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| HYLB | 4.6 yrs | Category Avg.* |
5.1 yrs |
| HYLB | 4.4% | Category Avg.* |
5.0% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 9.45% | -12.5% | $41.07 |
| +200 bp | 8.45% | -8.5% | $42.94 |
| +150 bp | 7.95% | -6.5% | $43.91 |
| +100 bp | 7.45% | -4.4% | $44.90 |
| +75 bp | 7.20% | -3.3% | $45.40 |
| +50 bp | 6.95% | -2.2% | $45.91 |
| +25 bp | 6.70% | -1.1% | $46.42 |
| 0 bp | 6.45% | 0% | $46.94 |
| -25 bp | 6.20% | 1.1% | $47.46 |
| -50 bp | 5.95% | 2.2% | $47.99 |
| -75 bp | 5.70% | 3.4% | $48.53 |
| -100 bp | 5.45% | 4.5% | $49.07 |
| -150 bp | 4.95% | 6.9% | $50.17 |
| -200 bp | 4.45% | 9.3% | $51.28 |
| -300 bp | 3.45% | 14.2% | $53.59 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
645 | bp |
| Less: Annual "default factor" |
296 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 3.34 | % |
| 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 Xtrackers USD High Yield Corporate Bond ETF is classified as a Corporate fund. | |