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SPDR Bloomberg Barclays Short Term High Yield Bond...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78468R4083
CUSIP78468R408
IssuerState Street
Inception DateMar 15, 2012
RegionNorth America (U.S.)
CategoryHigh Yield Bonds
Index TrackedBloomberg US High Yield 350mn Cash Pay 2% Capped (0-5 Y)
Home Pagewww.ssga.com
Asset ClassBond

Expense Ratio

The SPDR Bloomberg Barclays Short Term High Yield Bond ETF has a high expense ratio of 0.40%, indicating higher-than-average management fees.


Expense ratio chart for SJNK: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Share Price Chart


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Compare to other instruments

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SPDR Bloomberg Barclays Short Term High Yield Bond ETF

Popular comparisons: SJNK vs. SHYG, SJNK vs. BSCN, SJNK vs. HYG, SJNK vs. HYLB, SJNK vs. FTSL, SJNK vs. SPSB, SJNK vs. SCHD, SJNK vs. USHY, SJNK vs. AGG, SJNK vs. PFFD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR Bloomberg Barclays Short Term High Yield Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
7.44%
18.82%
SJNK (SPDR Bloomberg Barclays Short Term High Yield Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR Bloomberg Barclays Short Term High Yield Bond ETF had a return of 0.81% year-to-date (YTD) and 8.71% in the last 12 months. Over the past 10 years, SPDR Bloomberg Barclays Short Term High Yield Bond ETF had an annualized return of 3.53%, while the S&P 500 had an annualized return of 10.42%, indicating that SPDR Bloomberg Barclays Short Term High Yield Bond ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.81%5.05%
1 month-0.72%-4.27%
6 months7.44%18.82%
1 year8.71%21.22%
5 years (annualized)3.98%11.38%
10 years (annualized)3.53%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.32%0.46%0.79%
2023-0.80%-0.90%3.71%2.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SJNK is 90, placing it in the top 10% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of SJNK is 9090
SPDR Bloomberg Barclays Short Term High Yield Bond ETF(SJNK)
The Sharpe Ratio Rank of SJNK is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of SJNK is 8989Sortino Ratio Rank
The Omega Ratio Rank of SJNK is 8787Omega Ratio Rank
The Calmar Ratio Rank of SJNK is 9696Calmar Ratio Rank
The Martin Ratio Rank of SJNK is 9191Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR Bloomberg Barclays Short Term High Yield Bond ETF (SJNK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SJNK
Sharpe ratio
The chart of Sharpe ratio for SJNK, currently valued at 1.94, compared to the broader market-1.000.001.002.003.004.001.94
Sortino ratio
The chart of Sortino ratio for SJNK, currently valued at 3.03, compared to the broader market-2.000.002.004.006.008.003.03
Omega ratio
The chart of Omega ratio for SJNK, currently valued at 1.36, compared to the broader market1.001.502.001.36
Calmar ratio
The chart of Calmar ratio for SJNK, currently valued at 2.84, compared to the broader market0.002.004.006.008.0010.002.84
Martin ratio
The chart of Martin ratio for SJNK, currently valued at 12.38, compared to the broader market0.0010.0020.0030.0040.0050.0060.0012.38
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.21

Sharpe Ratio

The current SPDR Bloomberg Barclays Short Term High Yield Bond ETF Sharpe ratio is 1.94. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.94
1.81
SJNK (SPDR Bloomberg Barclays Short Term High Yield Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Bloomberg Barclays Short Term High Yield Bond ETF granted a 7.41% dividend yield in the last twelve months. The annual payout for that period amounted to $1.84 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.84$1.81$1.42$1.14$1.44$1.52$1.48$1.55$1.56$1.49$1.58$1.65

Dividend yield

7.41%7.20%5.85%4.21%5.34%5.64%5.69%5.64%5.65%5.81%5.46%5.34%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Bloomberg Barclays Short Term High Yield Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.15$0.16
2023$0.00$0.13$0.15$0.15$0.14$0.15$0.14$0.15$0.15$0.16$0.18$0.29
2022$0.00$0.10$0.10$0.10$0.11$0.11$0.12$0.11$0.14$0.13$0.12$0.29
2021$0.00$0.10$0.11$0.09$0.09$0.09$0.10$0.09$0.09$0.09$0.09$0.21
2020$0.00$0.13$0.12$0.12$0.13$0.12$0.13$0.12$0.10$0.12$0.12$0.23
2019$0.00$0.13$0.14$0.13$0.13$0.13$0.13$0.13$0.12$0.13$0.12$0.24
2018$0.00$0.12$0.13$0.10$0.12$0.12$0.13$0.13$0.13$0.13$0.13$0.25
2017$0.00$0.13$0.14$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.25
2016$0.00$0.11$0.13$0.12$0.12$0.13$0.13$0.14$0.14$0.14$0.14$0.27
2015$0.00$0.10$0.13$0.12$0.13$0.12$0.13$0.13$0.13$0.13$0.12$0.26
2014$0.00$0.14$0.14$0.13$0.14$0.13$0.13$0.13$0.12$0.14$0.13$0.25
2013$0.15$0.16$0.14$0.14$0.13$0.13$0.13$0.14$0.14$0.13$0.26

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-0.96%
-4.64%
SJNK (SPDR Bloomberg Barclays Short Term High Yield Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Bloomberg Barclays Short Term High Yield Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR Bloomberg Barclays Short Term High Yield Bond ETF was 19.74%, occurring on Mar 23, 2020. Recovery took 140 trading sessions.

The current SPDR Bloomberg Barclays Short Term High Yield Bond ETF drawdown is 0.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.74%Feb 21, 202022Mar 23, 2020140Oct 9, 2020162
-15.03%Jul 8, 2014404Feb 11, 2016138Aug 29, 2016542
-10.18%Dec 28, 2021116Jun 13, 2022271Jul 13, 2023387
-5.36%Oct 2, 201858Dec 24, 201828Feb 5, 201986
-4.92%May 22, 201323Jun 24, 201361Sep 19, 201384

Volatility

Volatility Chart

The current SPDR Bloomberg Barclays Short Term High Yield Bond ETF volatility is 1.19%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.19%
3.30%
SJNK (SPDR Bloomberg Barclays Short Term High Yield Bond ETF)
Benchmark (^GSPC)