SPDR Bloomberg Short Term High Yield Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
SPDR Barclays Short Term High Yield Bond ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Barclays US High Yield 350mn Cash Pay 0-5 Yr 2% Capped Index. |
Category | Corporate |
Fund Sponsor | SSgA Funds Management Inc |
Website | www.spdrs.com |
Inception date | Mar 14, 2012 |
Assets (mns) | $4,621 |
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 | 867 |
No of distinct issuers | 595 |
Inflation protected | 0% |
Variable/Fixed coupon | 4% /96% |
Non-standard maturity (callable, etc.) | 95% |
0.0% // | 0.9 % |
0.0% // | 0.7 % |
0.0% // | 0.6 % |
0.0% // | 0.5 % |
0.0% // | 0.5 % |
0.0% // | 0.5 % |
0.0% // | 0.4 % |
0.0% // | 0.4 % |
0.0% // | 0.4 % |
0.0% // | 0.4 % |
TOTAL | 5.3 % |
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FORD MOTOR CREDIT COMPANY LLC | 2.4% |
AMERICAN AIRLINES, INC. | 1.2% |
CARNIVAL CORPORATION | 1.1% |
CCO HOLDINGS LLC | 1.0% |
ROYAL CARIBBEAN GROUP | 1.0% |
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UNITED STATES | 78.5 % |
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CANADA | 4.6 % |
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UNITED KINGDOM | 2.1 % |
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IRELAND | 1.8 % |
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CAYMAN ISLANDS | 1.5 % |
HISTORICAL RETURNS 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
1.5% | 5.9% | 5.8% | 4.4% | 4.3% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.64 | 65% |
S&P500 | 0.32 | 76% |
MSCI EAFE | 0.28 | 61% |
MSCI Emg. Mkts. | 0.19 | 31% |
Recent close | $25.37 |
30d moving avg. | $25.14 |
Annualized volatility | 5.9% |
Short interest (ETF) | 5.0% |
Relative strength (RSI) | 61 |
Avg. volume (thou.) | 2,686 |
Avg. daily value traded (mns) | $68 |
Turnover | 1.5% |
Bid/Ask (% of price) | 0.04 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
SJNK | 3.2 yrs | Category Avg.* |
4.7 yrs |
SJNK | 3.1% | Category Avg.* |
4.5% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 10.85% | -8.6% | $23.18 |
+200 bp | 9.85% | -5.9% | $23.88 |
+150 bp | 9.35% | -4.5% | $24.24 |
+100 bp | 8.85% | -3.0% | $24.61 |
+75 bp | 8.60% | -2.3% | $24.80 |
+50 bp | 8.35% | -1.5% | $24.99 |
+25 bp | 8.10% | -0.8% | $25.18 |
0 bp | 7.85% | 0% | $25.37 |
-25 bp | 7.60% | 0.8% | $25.57 |
-50 bp | 7.35% | 1.5% | $25.76 |
-75 bp | 7.10% | 2.3% | $25.96 |
-100 bp | 6.85% | 3.1% | $26.16 |
-150 bp | 6.35% | 4.7% | $26.57 |
-200 bp | 5.85% | 6.4% | $26.99 |
-300 bp | 4.85% | 9.8% | $27.85 |
*Fund Category: CORPORATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity ![]() |
785 | bp |
Less: Annual "default factor" ![]() |
362 | bp |
Less: Expense ratio | 40 | bp |
Equals: ALTAR Score | 3.83 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.2% |
Corporate | 4.0% |
Emerging Market | 5.7% |
Government | 7.4% |
Inflation Protected | 2.4% |
Mortgage | 5.0% |
Municipals | 3.5% |
*Note: The SPDR Bloomberg Short Term High Yield Bond ETF is classified as a Corporate fund. |