Nasdaq BulletShares® USD Corporate Bond Indexes

Overview

Indexes designed to provide maturity-targeted exposure to the US dollar-denominated investment grade corporate bond market.  Each Index tracks a diversified basket of bonds with the same annual maturity and is designed to have a return profile similar to that of an individual held-to-maturity bond.  The result is a series of diversified fixed income Indexes with successive annual maturities.

Why BulletShares Indexes?

Nasdaq® BulletShares Indexes are built with the objective of combining the benefits of individual bonds and a diversified bond portfolio, Traditional bond portfolios typically hold bonds that mature over a number of years. This introduces increased reinvestment risk as the new bonds entering the portfolio are subject to the prevailing interest rates at rebalance. In contrast, BulletShares Indexes represent a specific year of maturity and terminate after the bonds in each Index mature. Investors can use products based on BulletShares Indexes like they use individual bonds, whether building traditional bond ladders or constructing more sophisticated portfolios designed to meet future cash flow needs.

Effective Duration

as of Sep 30, 2018

Yield to Maturity

as of Sep 30, 2018

Performance1

as of Oct 17, 2018

Characteristics

as of Sep 30, 2018

Matured Indexes

Ticker BulletShares® Index Maturity Date Inception Date Annualized Return Standard Deviation Reward/Risk Ratio
BSCBB USD Corp Bond 2011 Index 12/31/2011 04/30/2010 1.08% 0.36% 3.0
BSCBC USD Corp Bond 2012 Index 12/31/2012 04/30/2010 1.80% 0.75% 2.4
BSCBD USD Corp Bond 2013 Index 12/31/2013 04/30/2010 2.15% 1.24% 1.7
BSCBE USD Corp Bond 2014 Index 12/31/2014 04/30/2010 2.75% 1.85% 1.5
BSCBF USD Corp Bond 2015 Index 12/31/2015 04/30/2010 3.28% 2.44% 1.34
BSCBG USD Corp Bond 2016 Index 12/31/2016 04/30/2010 3.90% 2.64% 1.48
BSCBH USD Corp Bond 2017 Index 12/31/2017 04/30/2010 4.27% 3.17% 1.35
1.
BulletShares® USD Corporate Bond Indices BSCBI through BSCBK shown since inception (SI) date April 30, 2010; BSCBL inception date December 31, 2011; BSCBM inception date December 31, 2012; BSCBN inception date December 31, 2013; BSCBO inception date August 31, 2014; BSCBP inception date August 28, 2015; BSCBQ inception date July 1, 2016; BSCBR inception date July 31, 2017; and BSCBS inception date June 1, 2018. Past performance is no guarantee of future results.