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SPDR Portfolio Intermediate Term Corporate Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| SPDR Barclays Intermediate Term Corporate Bond ETF is an exchange-traded fund incorporated in the USA, The Fund's objective is to provide investment results that correspond generally to the total return performance of the Barclays Intermediate U.S. Corporate Index. |
| Category | Corporate |
| Fund Sponsor | SSgA Funds Management Inc |
| Website | www.spdrs.com |
| Inception date | Feb 10, 2009 |
| Assets (mns) | $9,386 |
| Currency | USD |
| Expense ratio | 4 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Optimized |
| No. of constituents | 4470 |
| No of distinct issuers | 1083 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 18% /82% |
| Non-standard maturity (callable, etc.) | 87% |
| 0.0% /00/00 | 0.4 % |
| CVS HEALTH CORPORATIO 4.3% 3/25/28 | 0.3 % |
| CHARTER COMMUNICATION 4.9% 7/23/25 | 0.2 % |
| GOLDMAN SACHS GROUP, 5.3% 7/27/21 | 0.2 % |
| GE CAPITAL INTERNATIO 2.3% 11/15/20 | 0.2 % |
| ANHEUSER-BUSCH INBEV 4.8% 1/23/29 | 0.2 % |
| BROADCOM CORPORATION 3.9% 1/15/27 | 0.2 % |
| CVS HEALTH CORPORATIO 4.8% 12/01/22 | 0.2 % |
| REYNOLDS AMERICAN INC 4.5% 6/12/25 | 0.2 % |
| BANK OF AMERICA CORPO 3.0% 12/20/23 | 0.2 % |
| TOTAL | 2.2 % |
|---|
| BANK OF AMERICA CORPORATION | 2.7% |
| JPMORGAN CHASE & CO. | 2.4% |
| MORGAN STANLEY | 2.2% |
| CITIGROUP INC. | 1.8% |
| WELLS FARGO & COMPANY | 1.5% |
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UNITED STATES | 83.6 % |
 |
CANADA | 3.8 % |
 |
UNITED KINGDOM | 3.3 % |
 |
JAPAN | 2.7 % |
 |
NETHERLANDS | 0.9 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 1.5% | 4.7% | 2.4% | 2.5% | 3.9% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.79 | 95% |
| S&P500 | 0.27 | 58% |
| MSCI EAFE | 0.30 | 71% |
| MSCI Emg. Mkts. | 0.27 | 57% |
| Recent close | $32.85 |
| 30d moving avg. | $33.08 |
| Annualized volatility | 6.1% |
| Short interest (ETF) | 2.7% |
| Relative strength (RSI) | 41 |
| Avg. volume (thou.) | 6,496 |
| Avg. daily value traded (mns) | $213 |
| Turnover | 2.3% |
| Bid/Ask (% of price) | 0.03 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| SPIB | 4.5 yrs | Category Avg.* |
4.6 yrs |
| SPIB | 4.4% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.93% | -15.3% | $27.83 |
| +200 bp | 6.93% | -9.7% | $29.66 |
| +150 bp | 6.43% | -7.1% | $30.51 |
| +100 bp | 5.93% | -4.6% | $31.33 |
| +75 bp | 5.68% | -3.4% | $31.73 |
| +50 bp | 5.43% | -2.3% | $32.11 |
| +25 bp | 5.18% | -1.1% | $32.49 |
| 0 bp | 4.93% | 0% | $32.85 |
| -25 bp | 4.68% | 1.1% | $33.21 |
| -50 bp | 4.43% | 2.1% | $33.55 |
| -75 bp | 4.18% | 3.2% | $33.89 |
| -100 bp | 3.93% | 4.1% | $34.21 |
| -150 bp | 3.43% | 6.0% | $34.83 |
| -200 bp | 2.93% | 7.8% | $35.42 |
| -300 bp | 1.93% | 11.0% | $36.47 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
493 | bp |
| Less: Annual "default factor" |
20 | bp |
| Less: Expense ratio | 4 | bp |
| Equals: ALTAR Score | 4.69 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.3% |
| Corporate | 4.4% |
| Emerging Market | 6.2% |
| Government | 7.2% |
| Inflation Protected | 2.5% |
| Mortgage | 5.1% |
| Municipals | 3.6% |
| *Note: The SPDR Portfolio Intermediate Term Corporate Bond ETF is classified as a Corporate fund. | |