FlexShares Disciplined Duration MBS Index Fund

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 2022-10-20

Cost/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)

Returns by Year

Returns by Period

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

Dividends by Year

Dividend Yields by Year

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

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