FlexShares Disciplined Duration MBS Index Fund (MBSD)
Description
The investment seeks to track the performance of the ICE BofAML Constrained Duration US Mortgage Backed Securities. The MBSD ETF contains 394 constituents. It is focused on holdings in the region.
Price $19.76 as of 2022-10-20Cost/Risk/Yield
Dividend yield | 2.9% |
Expense ratio | 0.2% |
Average spread | 0.253% |
1Y roundtrip cost | 0.453% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2022 | -1.2% | -1.1% | -2.3% | -2.6% | 0.7% | -0.9% | 1.8% | -2.2% | -3.8% | -1.9% | -13.6% | ||
2021 | -0.2% | 0.1% | -0.1% | -0.3% | -0.2% | -0.1% | 0.4% | -0.1% | -0.2% | 0.0% | -0.4% | -0.3% | -1.4% |
2020 | 0.9% | 1.3% | -0.4% | 1.7% | 0.7% | 0.0% | 0.5% | -0.0% | 0.1% | -0.1% | 0.3% | 0.3% | 5.3% |
2019 | 0.9% | 0.2% | 1.2% | 0.0% | 1.0% | 0.8% | 0.6% | 0.8% | -0.1% | 0.3% | 0.3% | -0.1% | 5.9% |
2018 | -0.6% | -0.1% | 0.7% | -0.7% | 0.1% | -0.3% | 0.4% | 0.5% | -0.8% | -0.0% | 0.5% | 0.7% | 0.3% |
2017 | 0.1% | 0.2% | -0.3% | 0.7% | 0.4% | -0.6% | 0.6% | 0.6% | -0.4% | -0.2% | 0.2% | -0.4% | 0.9% |
2016 | 0.8% | 0.0% | -0.5% | 0.2% | 0.3% | 0.6% | 0.3% | 0.1% | 0.3% | -0.2% | -1.6% | -0.2% | 0.1% |
2015 | 0.5% | 0.5% | -0.1% | 0.1% | 0.2% | -0.9% | 0.2% | 0.1% | 0.1% | -0.4% | -0.2% | 0.8% | 0.9% |
2014 | 0.6% | 0.6% | -0.2% | 1.0% | |||||||||
1.2% | 1.0% | -1.9% | -0.9% | 3.3% | -1.5% | 4.9% | -0.2% | -4.8% | -1.9% | -0.2% | 0.5% |
Historical Dividends
Monthly dividend heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2022 | 0.05 | 0.05 | 0.05 | 0.05 | 0.05 | 0.05 | 0.05 | 0.05 | 0.05 | 0.45 | |||
2021 | 0.07 | 0.06 | 0.06 | 0.05 | 0.04 | 0.04 | 0.04 | 0.04 | 0.04 | 0.04 | 0.04 | 0.52 | |
2020 | 0.06 | 0.06 | 0.06 | 0.06 | 0.05 | 0.05 | 0.05 | 0.05 | 0.05 | 0.05 | 0.06 | 0.61 | |
2019 | 0.07 | 0.07 | 0.07 | 0.07 | 0.09 | 0.09 | 0.05 | 0.06 | 0.06 | 0.06 | 0.06 | 0.76 | |
2018 | 0.07 | 0.07 | 0.06 | 0.06 | 0.06 | 0.06 | 0.05 | 0.05 | 0.06 | 0.07 | 0.07 | 0.67 | |
2017 | 0.06 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.06 | 0.06 | 0.06 | 0.07 | 0.06 | 0.71 | |
2016 | 0.04 | 0.06 | 0.07 | 0.06 | 0.06 | 0.06 | 0.06 | 0.06 | 0.06 | 0.54 | |||
2015 | 0.07 | 0.05 | 0.06 | 0.06 | 0.05 | 0.06 | 0.00 | 0.36 | |||||
2014 | 0.06 | 0.07 | 0.06 | 0.19 | |||||||||
0.00 | 0.48 | 0.42 | 0.37 | 0.48 | 0.42 | 0.48 | 0.41 | 0.38 | 0.46 | 0.47 | 0.42 |
Sectors and Top Holdings
Security | % Assets |
---|---|
Top 0 Weights | 0.00% |
Compare with similar ETFs
MBSD | FTSD | IIGD | MBG | SPMB | VIXM | |
---|---|---|---|---|---|---|
Product name | FlexShares Disciplined Duration MBS Index Fund | Franklin Short Duration U.S. Government ETF | Invesco Investment Grade Defensive ETF | SPDR Barclays Capital Mortgage Backed Bond ETF | SPDR Portfolio Mortgage Backed Bond ETF | VIX Mid-Term Futures ETF |
Issuer | FlexShares | Franklin | Invesco | N/A | SPDR | ProShares |
Price | $19.76 | $89.105 | $23.285 | $20.76 | $20.76 | $35.47 |
Expense Ratio | 0.2% | 0.25% | 0.13% | 0.06% | 0.04% | 0.85% |
Average Spread | 0.253% | 0.079% | 0.043% | 0.048% | 0.048% | 0.141% |
AUM | $93,702,000 | $428,003,000 | $92,841,400 | $0 | $3,469,780,000 | $159,781,000 |
Shares | 4,742,004 | 4,803,350 | 3,987,175 | 0 | 167,137,823 | 4,504,685 |
Average Daily Volume | 28,454 | 24,655 | 16,289 | 1,150,547 | 1,150,547 | 100,863 |
Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
Inception Date | 2014-09-04 | 2013-11-04 | 2018-07-25 | 2009-01-15 | 2009-01-15 | 2011-01-04 |
Index Tracked | ICE BofAML Constrained Duration US Mortgage Backed Securities | No Underlying Index | Invesco Investment Grade Defensive Index | Bloomberg U.S. MBS Index | Bloomberg U.S. MBS Index | S&P 500 VIX Mid-Term Futures Index |
Category | Mortgage Backed Securities | Mortgage Backed Securities | Corporate Bonds | Mortgage Backed Securities | Mortgage Backed Securities | Volatility |
Asset Class | Bond | Bond | Bond | Bond | Bond | Volatility |
Asset Class Size | ||||||
Value or Growth | ||||||
Region | ||||||
Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
Annual Dividend Rate | $0.574 | $1.086 | $0.445 | $0.639 | $0.639 | $0 |
Annual Dividend Yield | 0.029% | 0.012% | 0.019% | 0.031% | 0.031% | 0.000% |
Number of Holdings | 394 | 389 | 129 | 1721 | 1721 | 5 |
YTD Return | -12.91% | -4.23% | -10.19% | -16.50% | -16.50% | 16.03% |
Beta | -0.12 | -0.07 | 0.01 | -0.25 | -0.25 | -1.21 |
Upside Beta | -0.09 | -0.03 | -0.07 | -0.05 | -0.05 | 0.31 |
Downside Beta | 0.06 | 0.03 | -0.05 | 0.10 | 0.10 | 0.36 |
Volatility 1Y | 4.82% | 2.10% | 4.66% | 7.56% | 7.56% | 30.28% |
Sharpe Ratio 3Y | -2.09 | -2.24 | -1.38 | -0.94 | -0.94 | 0.73 |
Treynor Ratio 3Y | 0.04 | 0.03 | -0.41 | 0.03 | 0.03 | -0.02 |