TDTF
FlexShares iBoxx 5Yr Target Dur TIPS ETF
NAV as of
4 Week: 22.86 - 23.25
52 Week: 22.62 - 24.59
Latest Closing Price
23.20
Premium / Discount
-0.02
Expense Ratio
0.18%
Investment Objective
The investment seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the iBoxx 5-Year Target Duration TIPS 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 S&P Dow Jones Indices LLC as the index provider, of approximately five years. 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.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | -1.80 | 0.43 | -4.20 |
| 1 Day | -0.15 | 0.00 | 0.00 |
| 1 Week | -0.24 | 0.77 | -0.31 |
| 1 Month | 0.72 | 1.72 | 0.42 |
| 3 Months | -0.19 | 2.88 | -0.07 |
| 6 Months | -2.54 | 4.16 | -0.61 |
| 1 Year | -3.99 | 6.76 | -0.59 |
| 2 Years | -17.09 | 11.20 | -1.52 |
| 3 Years | -16.01 | 11.92 | -1.34 |
| 5 Years | -3.91 | 14.37 | -0.27 |
| 10 Years | -7.22 | 16.39 | -0.44 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | -5.0216 | -0.4854 | -0.1728 | 4.2209 | 1.9630 | -0.8728 | 7.9801 | 10.1526 | 5.3044 | -9.4660 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 18.0000 | 84.0000 | 3.0000 | 51.0000 | 69.0000 | 27.0000 | 53.0000 | 51.0000 | 65.0000 | 40.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 21/12/2016 | 28/12/2016 | 0.0342 |
| 31/07/2016 | 04/08/2016 | 0.0967 |
| 30/06/2016 | 07/07/2016 | 0.1131 |
| 30/11/2014 | 04/12/2014 | 0.0103 |
| 01/09/2014 | 07/09/2014 | 0.0330 |
| 31/07/2014 | 06/08/2014 | 0.0699 |
| 30/06/2014 | 07/07/2014 | 0.0646 |
| 01/06/2014 | 05/06/2014 | 0.1227 |
| 26/12/2013 | 02/01/2014 | 0.0106 |
| 02/06/2013 | 06/06/2013 | 0.0320 |
Portfolio Data
Total Number of Holdings: 26
Number of Bond Holdings: 25
Number of Equity Holdings: 0
Total Market Value: 819,969,095
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | United States Treasury Notes 0.62% | 7.7880 | 39,050,000 | 0 | 43,334,529 |
| 2 | United States Treasury Notes 0.38% | 6.8542 | 35,425,000 | 0 | 38,138,843 |
| 3 | United States Treasury Notes 0.12% | 6.5271 | 33,905,000 | 0 | 36,318,737 |
| 4 | United States Treasury Bonds 3.62% | 5.6614 | 15,465,000 | 0 | 31,501,446 |
| 5 | United States Treasury Notes 0.62% | 5.0365 | 25,021,000 | 0 | 28,024,528 |
| 6 | United States Treasury Notes 0.38% | 5.0170 | 25,061,000 | 0 | 27,916,156 |
| 7 | United States Treasury Notes 0.38% | 4.9483 | 25,019,000 | 0 | 27,533,502 |
| 8 | United States Treasury Notes 0.25% | 4.8958 | 25,012,000 | 0 | 27,241,397 |
| 9 | United States Treasury Notes 0.12% | 4.8765 | 25,035,000 | 0 | 27,134,036 |
| 10 | United States Treasury Bonds 2.38% | 4.6585 | 17,095,000 | 0 | 25,920,998 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 0.00 |
| Large | 0.00 |
| Medium | 0.00 |
| Small | 1.54 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
0.0000
Price/Book*
0.0000
Price/Sales*
0.0000
Price/Cash Flow*
0.0000
Dividend Yield*
0.0000
Growth Measures
Long-Term Earnings
0.0000
Historical Earnings
0.0000
Sales Growth
0.0000
Cash-Flow Growth
0.0000
Book-Value Growth
0.0000
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
25
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 1.00 |
| Average Weighted Coupon* | 1.08 |
| Average Weighted Price* | 93.05 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| AAA | 100.00 |
| AA | 0.00 |
| A | 0.00 |
| BBB | 0.00 |
| BB | 0.00 |
| B | 0.00 |
| Below B | 0.00 |
| Not Rated | 0.00 |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 0.00 |
| 3 to 5 Years | 39.14 |
| 5 to 7 Years | 32.24 |
| 7 to 10 Years | 26.51 |
| 10 to 15 Years | 0.00 |
| 15 to 20 Years | 2.07 |
| 20 to 30 Years | 0.00 |
| Over 30 Years | 0.00 |
| 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 |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
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