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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) | $3,414 |
| 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. |
| 6.7% | 6.6% | 4.9% | -- | 4.7% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.66 | 57% |
| S&P500 | 0.35 | 70% |
| MSCI EAFE | 0.28 | 55% |
| MSCI Emg. Mkts. | 0.20 | 33% |
| Recent close | $37.06 |
| 30d moving avg. | $36.86 |
| Annualized volatility | 5.7% |
| Short interest (ETF) | 1.3% |
| Relative strength (RSI) | 57 |
| Avg. volume (thou.) | 1,784 |
| 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.* |
4.7 yrs |
| HYLB | 4.0% | Category Avg.* |
4.6% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 9.75% | -15.6% | $31.29 |
| +200 bp | 8.75% | -9.6% | $33.52 |
| +150 bp | 8.25% | -6.9% | $34.51 |
| +100 bp | 7.75% | -4.4% | $35.44 |
| +75 bp | 7.50% | -3.2% | $35.87 |
| +50 bp | 7.25% | -2.1% | $36.29 |
| +25 bp | 7.00% | -1.0% | $36.68 |
| 0 bp | 6.75% | 0% | $37.06 |
| -25 bp | 6.50% | 1.0% | $37.42 |
| -50 bp | 6.25% | 1.9% | $37.76 |
| -75 bp | 6.00% | 2.7% | $38.08 |
| -100 bp | 5.75% | 3.6% | $38.38 |
| -150 bp | 5.25% | 5.0% | $38.93 |
| -200 bp | 4.75% | 6.3% | $39.40 |
| -300 bp | 3.75% | 8.3% | $40.12 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
675 | bp |
| Less: Annual "default factor" |
322 | bp |
| Less: Expense ratio | 5 | bp |
| Equals: ALTAR Score | 3.48 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.7% |
| Corporate | 3.7% |
| Emerging Market | 5.3% |
| Government | 6.7% |
| Inflation Protected | 2.0% |
| Mortgage | 4.5% |
| Municipals | 3.1% |
| *Note: The Xtrackers USD High Yield Corporate Bond ETF is classified as a Corporate fund. | |