FlexShares iBoxx 3Yr Target Dur TIPS ETF (TDTT)

24.96 +0.04  +0.14% NYSE Arca Feb 21, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 24.94
Discount or Premium to NAV 0.07%
Turnover Ratio 52.00%
1 Year Fund Level Flows -242.26M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.70% 0.68% 1.23% 77
3M 1.77% 1.74% 2.44% 77
6M 1.90% 1.75% 2.48% 76
YTD 1.01% 1.05% 1.97% 77
1Y 5.79% 5.73% 8.53% 78
3Y 2.29% 2.24% 3.29% 78
5Y 1.97% 1.93% 2.50% 72
10Y -- -- 3.04% --
15Y -- -- 3.46% --
20Y -- -- 4.34% --
As of Feb. 21, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.05% 0.05% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 99.95% 99.95% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Feb. 20, 2020

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of Feb. 20, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

TDTT Bond Exposure

Government 99.95%
Corporate 0.00%
Securitized 0.00%
Municipal 0.00%
Cash 0.05%
Derivative 0.00%
As of Feb. 20, 2020

TDTT Bond Credit Quality Exposure

AAA 100.0%
AA 0.00%
A 0.00%
BBB 0.00%
BB 0.00%
B 0.00%
Below B 0.00%
As of Dec. 31, 2019

TDTT 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 0.00%
1 to 3 Years 22.72%
3 to 5 Years 58.33%
5 to 7 Years 18.96%
7 to 10 Years 0.00%
10 to 15 Years 0.00%
15 to 20 Years 0.00%
20 to 30 Years 0.00%
Over 30 Years 0.00%
As of Feb. 20, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Notes 0.62% 12.18% -- --
-- United States Treasury Notes 0.62% 11.38% -- --
-- United States Treasury Notes 0.38% 11.31% -- --
-- United States Treasury Notes 0.5% 8.24% -- --
-- United States Treasury Notes 0.12% 4.90% -- --
-- United States Treasury Notes 0.12% 4.00% -- --
-- United States Treasury Notes 0.62% 3.95% -- --
-- United States Treasury Notes 0.12% 3.86% -- --
-- United States Treasury Notes 0.12% 3.86% -- --
-- United States Treasury Notes 0.12% 3.80% -- --
As of Feb. 20, 2020
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Basic Info

Investment Strategy
The investment seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the iBoxx 3-Year Target Duration TIPS Index. Under normal circumstances, the fund will invest at least 80% of its total assets (exclusive of collateral held from securities lending) in the securities of the underlying index. The underlying index reflects the performance of a selection of inflation protected public obligations of the U.S. Treasury, commonly known as "TIPS," with a targeted average modified adjusted duration, as defined by the underlying index, of approximately three years. The fund is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style --
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Inflation-Protected Bond
Prospectus Objective Government Bond - Treasury
Fund Owner Firm Name Flexshares Trust
Benchmark Index
Markit iBoxx 3 Yr Trgt Durtn TIPS TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Brandon Ferguson 7.95 yrs
Daniel Personette 7.95 yrs
Michael Chico 7.95 yrs

Net Fund Flows

1M -9.916M
3M -29.61M
6M -86.25M
YTD -9.916M
1Y -242.26M
3Y -723.27M
5Y -945.30M
10Y --
As of Jan. 31, 2020

Risk Info

Beta (5Y) 0.3622
Max Drawdown (All) 4.75%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.8101
30-Day Rolling Volatility 1.88%
Daily Value at Risk (VaR) 1% (All) 0.37%
Monthly Value at Risk (VaR) 1% (All) 1.37%

Fundamentals

Dividend Yield TTM (2-21-20) 1.89%
30-Day SEC Yield --
7-Day SEC Yield --
Current Yield --
Yield to Maturity --
Effective Duration --
Average Coupon 0.53%
Average Credit Score 1.00 (AAA)
Average Price 113.39
Number of Holdings 21
As of Feb. 20, 2020

Comparables

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Attributes

Key Dates
Inception Date 9/19/2011
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 3/1/2019
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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