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WisdomTree U.S. Short Term Corporate Bond Fund
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| The WisdomTree Fundamental U.S. Short-Term Corporate Bond Fund tracks an index composed of investment grade, short-term, U.S. bonds. Constituents are selected and weighted by fundamental company and bond risk characteristics. |
| Category | Corporate |
| Fund Sponsor | WisdomTree |
| Website | www.wisdomtree.com |
| Inception date | Apr 27, 2016 |
| Assets (mns) | $0 |
| Currency | USD |
| Expense ratio | 18 bp |
| Distributions | Monthly |
| Regulation | Open-Ended Fund |
| Custodian | |
| Weighting | Fundamental |
| Index replication |
| No. of constituents | 386 |
| No of distinct issuers | 254 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 16% /84% |
| Non-standard maturity (callable, etc.) | 84% |
| LOCKHEED MARTIN CORPO 2.5% 11/23/20 | 3.1 % |
| JPMORGAN CHASE & CO. 2.8% 6/23/20 | 2.6 % |
| CVS HEALTH CORPORATIO 2.8% 7/20/20 | 2.4 % |
| BANK OF NEW YORK MELL 2.1% 5/03/21 | 2.3 % |
| AT&T INC. 3.0% 2/15/22 | 2.1 % |
| INTERNATIONAL BUSINES 2.9% 5/13/22 | 2.0 % |
| DEUTSCHE BANK AG 4.3% 1/14/21 | 2.0 % |
| HSBC USA INC. 2.4% 3/05/20 | 2.0 % |
| CITIGROUP INC. 2.7% 1/26/20 | 1.9 % |
| SYNCHRONY FINANCIAL 2.7% 2/03/20 | 1.9 % |
| TOTAL | 22.3 % |
|---|
| JPMORGAN CHASE & CO. | 4.6% |
| BANK OF AMERICA CORPORATION | 4.4% |
| MORGAN STANLEY | 4.3% |
| CITIGROUP INC. | 3.3% |
| WELLS FARGO & COMPANY | 3.1% |
 |
UNITED STATES | 98.0 % |
 |
0.3 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 0.5% | 5.4% | 1.7% | -- | 1.7% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.52 | 87% |
| S&P500 | 0.14 | 40% |
| MSCI EAFE | 0.18 | 58% |
| MSCI Emg. Mkts. | 0.16 | 53% |
| Recent close | $47.34 |
| 30d moving avg. | $47.13 |
| Annualized volatility | 4.0% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 72 |
| Avg. volume (thou.) | 2 |
| Avg. daily value traded (mns) | $0 |
| Turnover | 0.2% |
| Bid/Ask (% of price) | 0.05 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| SFIG | 2.9 yrs | Category Avg.* |
4.6 yrs |
| SFIG | 2.8% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 8.04% | -12.6% | $41.39 |
| +200 bp | 7.04% | -7.5% | $43.81 |
| +150 bp | 6.54% | -5.2% | $44.86 |
| +100 bp | 6.04% | -3.3% | $45.80 |
| +75 bp | 5.79% | -2.4% | $46.22 |
| +50 bp | 5.54% | -1.5% | $46.62 |
| +25 bp | 5.29% | -0.7% | $46.99 |
| 0 bp | 5.04% | 0% | $47.34 |
| -25 bp | 4.79% | 0.7% | $47.66 |
| -50 bp | 4.54% | 1.3% | $47.95 |
| -75 bp | 4.29% | 1.8% | $48.21 |
| -100 bp | 4.04% | 2.3% | $48.45 |
| -150 bp | 3.54% | 3.2% | $48.84 |
| -200 bp | 3.04% | 3.7% | $49.12 |
| -300 bp | 2.04% | 4.2% | $49.35 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
504 | bp |
| Less: Annual "default factor" |
16 | bp |
| Less: Expense ratio | 18 | bp |
| Equals: ALTAR Score | 4.70 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.5% |
| Corporate | 4.5% |
| Emerging Market | 6.2% |
| Government | 4.8% |
| Inflation Protected | 3.0% |
| Mortgage | 5.2% |
| Municipals | 3.4% |
| *Note: The WisdomTree U.S. Short Term Corporate Bond Fund is classified as a Corporate fund. | |