WisdomTree Yield Enh US S-T Aggt Bd ETF (SHAG)

50.35 +0.06  +0.12% BATS Dec 11, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 50.40
Discount or Premium to NAV -0.11%
Turnover Ratio 49.00%
1 Year Fund Level Flows 34.29M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.39% 0.46% 0.33% 11
3M 0.72% 0.77% 0.65% 26
6M 2.04% 2.20% 1.69% 16
YTD 5.61% 5.85% 4.53% 14
1Y 6.34% 6.67% 4.92% 7
3Y -- -- 2.44% --
5Y -- -- 1.97% --
10Y -- -- 2.14% --
15Y -- -- 2.63% --
20Y -- -- 3.29% --
As of Dec. 11, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 2.99% 2.99% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 95.26% 95.26% 0.00%
Convertible 1.75% 1.75% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Dec. 11, 2019

Region Exposure

Americas 92.15%
North America 90.65%
Latin America 1.50%
Greater Europe 4.97%
United Kingdom 2.18%
Europe Developed 2.20%
Europe Emerging 0.41%
Africa/Middle East 0.18%
Greater Asia 2.88%
Japan 2.53%
Australasia 0.35%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 97.91%
% Emerging Markets 2.09%
As of Dec. 11, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

SHAG Bond Exposure

Government 26.39%
Corporate 55.90%
Securitized 14.72%
Municipal 0.00%
Cash 2.99%
Derivative 0.00%
As of Dec. 11, 2019

SHAG Bond Credit Quality Exposure

AAA 40.22%
AA 3.34%
A 20.67%
BBB 35.56%
BB 0.00%
B 0.00%
Below B 0.00%
As of Nov. 30, 2019

SHAG Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.00%
183 to 364 Days 0.84%
1 to 3 Years 39.46%
3 to 5 Years 45.37%
5 to 7 Years 0.99%
7 to 10 Years 0.00%
10 to 15 Years 2.04%
15 to 20 Years 0.00%
20 to 30 Years 8.86%
Over 30 Years 2.44%
As of Dec. 11, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Bills 0.01% 2.99% -- --
-- United States Treasury Notes 2% 2.66% -- --
-- United States Treasury Notes 1.5% 2.60% -- --
-- United States Treasury Notes 2.13% 2.58% -- --
-- United States Treasury Notes 2.5% 2.43% -- --
-- United States Treasury Notes 2.88% 2.21% -- --
-- J.P. Morgan Chase Commercial Mortgage Securities Trust 4.17% 2.01% -- --
-- Federal National Mortgage Association 2.5% 1.98% -- --
-- United States Treasury Notes 1.5% 1.92% -- --
-- United States Treasury Bonds 7.63% 1.87% -- --
As of Dec. 11, 2019
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Basic Info

Investment Strategy
The investment seeks to track the price and yield performance, before fees and expenses, of the Bloomberg Barclays U.S. Short Aggregate Enhanced Yield Index (the "index"). Under normal circumstances, at least 80% of the fund's total assets will be invested in component securities of the index and investments that have economic characteristics that are substantially identical to the economic characteristics of such component securities. The index is designed to broadly capture the short-term U.S. investment grade, fixed income securities market while seeking to enhance yield within desired risk parameters and constraints. The fund is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style Medium Quality/Limited Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Short-Term Bond
Prospectus Objective Growth and Income
Fund Owner Firm Name WisdomTree
Benchmark Index
BBgBarc US Short Agg Enhanced Yd TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Bob Kase 2.37 yrs
Brian Timberlake 2.37 yrs
Dave Goodson 2.37 yrs
Randall Parrish 2.37 yrs
Sean Banai 2.37 yrs

Net Fund Flows

1M -15.13M
3M -15.13M
6M -5.085M
YTD 34.29M
1Y 34.29M
3Y --
5Y --
10Y --
As of Nov. 30, 2019

Risk Info

Beta (5Y) --
Max Drawdown (All) 1.79%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.9065
30-Day Rolling Volatility 1.69%
Daily Value at Risk (VaR) 1% (All) 0.23%
Monthly Value at Risk (VaR) 1% (All) 0.60%

Fundamentals

Dividend Yield TTM (12-11-19) 2.74%
30-Day SEC Yield --
7-Day SEC Yield --
Current Yield 3.11%
Yield to Maturity 2.11%
Effective Duration 2.680
Average Coupon 3.23%
Average Credit Score 7.00 (A)
Average Price 103.11
Number of Holdings 363
As of Dec. 11, 2019

Comparables

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Attributes

Key Dates
Inception Date 5/18/2017
Termination Date
Last Annual Report Date 8/31/2019
Last Prospectus Date 3/29/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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