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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) | $3,442 |
| Currency | USD |
| Expense ratio | 5 bp |
| Distributions | Monthly |
| Regulation | Open-Ended Fund |
| Custodian | |
| Weighting | Market Value |
| Index replication |
| No. of constituents | 1053 |
| No of distinct issuers | 456 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 4% /96% |
| Non-standard maturity (callable, etc.) | 97% |
| 0.0% // | 0.8 % |
| 0.0% // | 0.6 % |
| 0.0% // | 0.4 % |
| 0.0% // | 0.4 % |
| 0.0% // | 0.4 % |
| 0.0% // | 0.4 % |
| 0.0% // | 0.4 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.3 % |
| TOTAL | 4.4 % |
|---|
| FORD MOTOR CREDIT COMPANY LLC | 3.0% |
| CCO HOLDINGS LLC | 2.8% |
| CARNIVAL CORPORATION | 1.4% |
| CSC HOLDINGS, LLC | 1.2% |
| TENET HEALTHCARE CORPORATION | 1.1% |
 |
UNITED STATES | 80.7 % |
 |
CANADA | 5.1 % |
 |
UNITED KINGDOM | 1.9 % |
 |
LUXEMBOURG | 1.6 % |
 |
NETHERLANDS | 1.3 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 1.9% | 5.5% | 3.9% | -- | 4.7% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.64 | 42% |
| S&P500 | 0.22 | 54% |
| MSCI EAFE | 0.18 | 57% |
| MSCI Emg. Mkts. | 0.11 | 42% |
| Recent close | $36.35 |
| 30d moving avg. | $36.30 |
| Annualized volatility | 5.5% |
| Short interest (ETF) | 1.6% |
| Relative strength (RSI) | 55 |
| Avg. volume (thou.) | 1,077 |
| Avg. daily value traded (mns) | $39 |
| Turnover | 1.2% |
| Bid/Ask (% of price) | 0.03 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| HYLB | 3.9 yrs | Category Avg.* |
4.6 yrs |
| HYLB | 3.7% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 10.34% | -10.3% | $32.62 |
| +200 bp | 9.34% | -7.0% | $33.79 |
| +150 bp | 8.84% | -5.4% | $34.40 |
| +100 bp | 8.34% | -3.6% | $35.03 |
| +75 bp | 8.09% | -2.7% | $35.36 |
| +50 bp | 7.84% | -1.8% | $35.68 |
| +25 bp | 7.59% | -0.9% | $36.01 |
| 0 bp | 7.34% | 0% | $36.35 |
| -25 bp | 7.09% | 0.9% | $36.69 |
| -50 bp | 6.84% | 1.9% | $37.03 |
| -75 bp | 6.59% | 2.8% | $37.38 |
| -100 bp | 6.34% | 3.8% | $37.74 |
| -150 bp | 5.84% | 5.8% | $38.46 |
| -200 bp | 5.34% | 7.8% | $39.20 |
| -300 bp | 4.34% | 12.0% | $40.73 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
734 | bp |
| Less: Annual "default factor" |
322 | bp |
| Less: Expense ratio | 5 | bp |
| Equals: ALTAR Score | 4.07 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.9% |
| Corporate | 3.9% |
| Emerging Market | 5.3% |
| Government | 6.9% |
| Inflation Protected | 2.2% |
| Mortgage | 4.6% |
| Municipals | 3.2% |
| *Note: The Xtrackers USD High Yield Corporate Bond ETF is classified as a Corporate fund. | |