SPDR Bloomberg High Yield Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
SPDR Barclays High Yield Bond ETF is an exchange-traded fund incorporated in the USA. The Fund seeks investment results that correspond to the price and yield of the Barclays High Yield Very Liquid Bond Index. |
Category | Corporate |
Fund Sponsor | SSgA Funds Management Inc |
Website | www.spdrs.com |
Inception date | Nov 28, 2007 |
Assets (mns) | $7,993 |
Currency | USD |
Expense ratio | 40 bp |
Distributions | Monthly |
Regulation | Open-End Investment Company |
Custodian | State Street Bank & Trust Co |
Weighting | Market Cap |
Index replication | Optimized |
No. of constituents | 1143 |
No of distinct issuers | 665 |
Inflation protected | 0% |
Variable/Fixed coupon | 5% /95% |
Non-standard maturity (callable, etc.) | 99% |
0.0% // | 0.6 % |
0.0% // | 0.5 % |
0.0% // | 0.5 % |
0.0% // | 0.4 % |
0.0% // | 0.4 % |
0.0% // | 0.4 % |
0.0% // | 0.4 % |
0.0% // | 0.4 % |
0.0% // | 0.4 % |
0.0% // | 0.4 % |
TOTAL | 4.4 % |
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CCO HOLDINGS LLC | 2.0% |
FORD MOTOR CREDIT COMPANY LLC | 1.8% |
TENET HEALTHCARE CORPORATION | 1.3% |
CARNIVAL CORPORATION | 1.3% |
AMERICAN AIRLINES, INC. | 1.1% |
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UNITED STATES | 81.0 % |
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CANADA | 4.4 % |
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UNITED KINGDOM | 1.9 % |
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LUXEMBOURG | 1.4 % |
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MACAU | 1.3 % |
HISTORICAL RETURNS 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
4.2% | 9.6% | 5.0% | 4.1% | 4.9% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.93 | 70% |
S&P500 | 0.44 | 76% |
MSCI EAFE | 0.39 | 62% |
MSCI Emg. Mkts. | 0.27 | 31% |
Recent close | $96.44 |
30d moving avg. | $95.81 |
Annualized volatility | 8.1% |
Short interest (ETF) | 6.8% |
Relative strength (RSI) | 60 |
Avg. volume (thou.) | 4,176 |
Avg. daily value traded (mns) | $403 |
Turnover | 5.0% |
Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
JNK | 4.3 yrs | Category Avg.* |
4.7 yrs |
JNK | 4.2% | Category Avg.* |
4.5% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 10.37% | -11.2% | $85.65 |
+200 bp | 9.37% | -7.7% | $88.97 |
+150 bp | 8.87% | -5.9% | $90.73 |
+100 bp | 8.37% | -4.0% | $92.57 |
+75 bp | 8.12% | -3.0% | $93.51 |
+50 bp | 7.87% | -2.0% | $94.47 |
+25 bp | 7.62% | -1.0% | $95.45 |
0 bp | 7.37% | 0% | $96.44 |
-25 bp | 7.12% | 1.0% | $97.45 |
-50 bp | 6.87% | 2.1% | $98.48 |
-75 bp | 6.62% | 3.2% | $99.53 |
-100 bp | 6.37% | 4.3% | $100.59 |
-150 bp | 5.87% | 6.6% | $102.77 |
-200 bp | 5.37% | 8.9% | $105.02 |
-300 bp | 4.37% | 13.8% | $109.73 |
*Fund Category: CORPORATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity ![]() |
737 | bp |
Less: Annual "default factor" ![]() |
318 | bp |
Less: Expense ratio | 40 | bp |
Equals: ALTAR Score | 3.79 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.2% |
Corporate | 4.0% |
Emerging Market | 5.7% |
Government | 7.2% |
Inflation Protected | 2.4% |
Mortgage | 5.0% |
Municipals | 3.5% |
*Note: The SPDR Bloomberg High Yield Bond ETF is classified as a Corporate fund. |