ETF Analytics

Understand your ETF exposure in just a few clicks

Since the release of the first product in 2002, the fixed income ETF market has experienced dramatic growth. An increasing number of institutional money managers use ETFs to gain strategic or tactical exposure to specific sectors and enhance investment strategies.

The Yield Book collaborates with ETF providers to provide access to ETF data inside the Yield Book Add-In. Users can access constituent-level profiles for select ETFs to perform portfolio risk and return analyses. As we look to expand coverage, we have first collaborated with iShares to provide its ETF data within the product.


 

Analyze Individual ETFs

Gain an in-depth understanding of ETFs with sector, issuer, and issue-level information as well as measures such as price, yield, option-adjusted spread, convexity, effective convexity, effective duration, and partial duration

Evaluate the Impact of ETF Trades on Your Existing Portfolio

Analyze how adding ETFs would affect your portfolio's risk and return characteristics and benefit from extensive look-through to the bonds underlying ETFs

Explore The Yield Book's ETF Capabilities

Access ETF providers' latest publicly available ETF constituent data, starting with select ETFs. Evaluate risks and projected returns of these ETFs within portfolios using The Yield Book's trusted and market-tested models


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