Nasdaq BulletShares® USD High Yield Corporate Bond Indexes

Overview

Indexes designed to provide maturity-targeted exposure to the US dollar-denominated high yield 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 Nov 30, 2018

Yield to Worst

as of Nov 30, 2018

Performance1

as of Dec 11, 2018

Characteristics

as of Nov 30, 2018

Matured Indexes

Ticker BulletShares® Index Maturity Date Inception Date Annualized Return Standard Deviation Reward/Risk Ratio
BSJKC USD High Yield Corp Bond 2012 Index 12/31/2012 12/31/2009 4.2% 1.73% 2.4
BSJKD USD High Yield Corp Bond 2013 Index 12/31/2012 12/31/2009 4.75% 2.58% 1.8
BSJKE USD High Yield Corp Bond 2014 Index 12/31/2014 12/31/2009 5.53% 2.47% 2.2
BSJKF USD High Yield Corp Bond 2015 Index 12/31/2014 12/31/2009 5.38% 4.44% 1.21
BSJKG USD High Yield Corp Bond 2016 Index 12/31/2015 12/31/2009 5.57% 4.29% 1.30
BSJKH USD High Yield Corp Bond 2017 Index 12/31/2017 12/31/2009 5.68% 4.52% 1.26
1.
BulletShares® USD High Yield Corporate Bond Indices BSJKI through BSJKK shown since inception (SI) date December 31, 2010; BSJKL inception date December 31, 2010; BSJKM inception date December 31, 2012; BSJKN inception date December 31, 2013; BSJKO inception date December 31, 2014; BSJKP inception date August 28, 2015; BSJKQ inception date July 1, 2016; BSJKR inception date July 31, 2017; and BSJKS inception date June 1, 2018. Past performance is no guarantee of future results.