SPDR SSgA Ultra Short Term Bond ETF
|
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
SPDR SSgA Ultra Short Term Bond ETF is an exchange-traded fund incorporated in the USA. The fund seeks to provide current income consistent with preservation of capital and daily liquidity through short duration high quality investments. |
Category | Aggregate |
Fund Sponsor | SSgA Funds Management Inc |
Website | www.spdrs.com |
Inception date | Oct 09, 2013 |
Assets (mns) | $587 |
Currency | USD |
Expense ratio | 20 bp |
Distributions | Monthly |
Regulation | Open-End Investment Company |
Custodian | State Street Corp |
Weighting | Not Applicable |
Index replication | Not Applicable |
No. of constituents | 68 |
No of distinct issuers | 52 |
Inflation protected | 0% |
Variable/Fixed coupon | 87% /13% |
Non-standard maturity (callable, etc.) | 33% |
UNITED STATES TREASUR 1.6% 11/30/20 | 5.8 % |
NISSAN MASTER OWNER T 2.7% 1/15/22 | 2.2 % |
0.0% 6/01/21 | 2.1 % |
0.0% 6/30/22 | 2.1 % |
0.0% 1/09/20 | 1.7 % |
ENTERPRISE FLEET FINA 2.6% 7/20/22 | 1.6 % |
0.0% 4/13/20 | 1.5 % |
0.0% 3/08/21 | 1.5 % |
ENTERPRISE FLEET FINA 3.0% 1/20/24 | 1.5 % |
GM FINANCIAL AUTOMOBI 2.3% 8/20/20 | 1.4 % |
TOTAL | 21.4 % |
---|
U.S. TREASURY | 12.8% |
SHELL INTERNATIONAL FINANCE BV | 2.5% |
ROYAL BANK OF CANADA | 2.3% |
BP CAPITAL MARKETS PLC | 2.3% |
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV | 2.3% |
United States | 50.5 % | |
CANADA | 5.9 % | |
NETHERLANDS | 4.8 % | |
4.1 % | ||
AUSTRALIA | 2.6 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
1.1% | 6.2% | 2.5% | 1.8% | 1.8% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.08 | 25% |
S&P500 | 0.02 | 8% |
MSCI EAFE | 0.03 | 16% |
MSCI Emg. Mkts. | 0.02 | 15% |
Recent close | $40.36 |
30d moving avg. | $40.30 |
Annualized volatility | 1.1% |
Short interest (ETF) | 0.2% |
Relative strength (RSI) | 68 |
Avg. volume (thou.) | 98 |
Avg. daily value traded (mns) | $4 |
Turnover | 0.7% |
Bid/Ask (% of price) | 0.03 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
ULST | 1.5 yrs | Category Avg.* |
4.8 yrs |
ULST | 1.5% | Category Avg.* |
4.7% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 4.31% | -4.4% | $38.59 |
+200 bp | 3.31% | -3.0% | $39.17 |
+150 bp | 2.81% | -2.2% | $39.46 |
+100 bp | 2.31% | -1.5% | $39.76 |
+75 bp | 2.06% | -1.1% | $39.91 |
+50 bp | 1.81% | -0.7% | $40.06 |
+25 bp | 1.56% | -0.4% | $40.21 |
0 bp | 1.31% | 0% | $40.36 |
-25 bp | 1.06% | 0.4% | $40.51 |
-50 bp | 0.81% | 0.8% | $40.66 |
-75 bp | 0.56% | 1.1% | $40.81 |
-100 bp | 0.31% | 1.5% | $40.97 |
-150 bp | -0.19% | 2.3% | $41.27 |
-200 bp | -0.69% | 3.0% | $41.58 |
-300 bp | -1.69% | 4.6% | $42.21 |
*Fund Category: AGGREGATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 131 | bp |
Less: Annual "default factor" | 4 | bp |
Less: Expense ratio | 20 | bp |
Equals: ALTAR Score | 1.07 | % |
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 SPDR SSgA Ultra Short Term Bond ETF is classified as a Aggregate fund. |