Xtrackers USD High Yield Corporate Bond ETF
|
- 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) | $3,574 |
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% |
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 | 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. |
0.0% | 11.1% | 3.4% | -- | 3.8% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 1.04 | 63% |
S&P500 | 0.46 | 74% |
MSCI EAFE | 0.48 | 74% |
MSCI Emg. Mkts. | 0.33 | 37% |
Recent close | $35.77 |
30d moving avg. | $34.57 |
Annualized volatility | 9.6% |
Short interest (ETF) | 1.5% |
Relative strength (RSI) | 74 |
Avg. volume (thou.) | 1,856 |
Avg. daily value traded (mns) | $66 |
Turnover | 1.9% |
Bid/Ask (% of price) | 0.03 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
HYLB | 4.1 yrs | Category Avg.* |
4.6 yrs |
HYLB | 4.0% | Category Avg.* |
4.5% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 10.58% | -15.6% | $30.20 |
+200 bp | 9.58% | -9.6% | $32.35 |
+150 bp | 9.08% | -6.9% | $33.31 |
+100 bp | 8.58% | -4.4% | $34.20 |
+75 bp | 8.33% | -3.2% | $34.62 |
+50 bp | 8.08% | -2.1% | $35.02 |
+25 bp | 7.83% | -1.0% | $35.41 |
0 bp | 7.58% | 0% | $35.77 |
-25 bp | 7.33% | 1.0% | $36.12 |
-50 bp | 7.08% | 1.9% | $36.44 |
-75 bp | 6.83% | 2.7% | $36.75 |
-100 bp | 6.58% | 3.6% | $37.05 |
-150 bp | 6.08% | 5.0% | $37.57 |
-200 bp | 5.58% | 6.3% | $38.03 |
-300 bp | 4.58% | 8.3% | $38.72 |
*Fund Category: CORPORATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 758 | bp |
Less: Annual "default factor" | 322 | bp |
Less: Expense ratio | 5 | bp |
Equals: ALTAR Score | 4.31 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.3% |
Corporate | 4.2% |
Emerging Market | 6.0% |
Government | 4.4% |
Inflation Protected | 2.8% |
Mortgage | 5.0% |
Municipals | 3.3% |
*Note: The Xtrackers USD High Yield Corporate Bond ETF is classified as a Corporate fund. |