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WisdomTree U.S. Corporate Bond Fund
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| The WisdomTree Fundamental U.S. Corporate Bond Fund tracks an index composed of investment grade, U.S. corporate 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 | 427 |
| No of distinct issuers | 262 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 18% /82% |
| Non-standard maturity (callable, etc.) | 80% |
| 0.0% // | 0.0 % |
| TOTAL | 0.0 % |
|---|
| BANK OF AMERICA CORPORATION | 4.9% |
| JPMORGAN CHASE & CO. | 3.9% |
| MORGAN STANLEY | 3.5% |
| CITIGROUP INC. | 2.8% |
| ORACLE CORPORATION | 2.3% |
 |
UNITED STATES | 97.6 % |
 |
IRELAND | 0.2 % |
 |
SINGAPORE | 0.1 % |
 |
CANADA | 0.1 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| -0.2% | 5.1% | 1.4% | -- | 1.8% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.32 | 94% |
| S&P500 | 0.42 | 59% |
| MSCI EAFE | 0.46 | 65% |
| MSCI Emg. Mkts. | 0.40 | 54% |
| Recent close | $43.19 |
| 30d moving avg. | $43.17 |
| Annualized volatility | 9.7% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 75 |
| Avg. volume (thou.) | 6 |
| Avg. daily value traded (mns) | $0 |
| Turnover | 2.0% |
| Bid/Ask (% of price) | 0.11 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| WFIG | 7.4 yrs | Category Avg.* |
4.6 yrs |
| WFIG | 7.2% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 8.67% | -19.6% | $34.74 |
| +200 bp | 7.67% | -13.5% | $37.37 |
| +150 bp | 7.17% | -10.3% | $38.75 |
| +100 bp | 6.67% | -7.0% | $40.19 |
| +75 bp | 6.42% | -5.3% | $40.92 |
| +50 bp | 6.17% | -3.5% | $41.67 |
| +25 bp | 5.92% | -1.8% | $42.42 |
| 0 bp | 5.67% | 0% | $43.19 |
| -25 bp | 5.42% | 1.8% | $43.97 |
| -50 bp | 5.17% | 3.6% | $44.76 |
| -75 bp | 4.92% | 5.5% | $45.56 |
| -100 bp | 4.67% | 7.4% | $46.38 |
| -150 bp | 4.17% | 11.2% | $48.04 |
| -200 bp | 3.67% | 15.2% | $49.75 |
| -300 bp | 2.67% | 23.4% | $53.31 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
567 | bp |
| Less: Annual "default factor" |
20 | bp |
| Less: Expense ratio | 18 | bp |
| Equals: ALTAR Score | 5.29 | % |
| 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. Corporate Bond Fund is classified as a Corporate fund. | |