{"schemaVersion":1,"ticker":"YLDE","asOf":"2026-10-30","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ylde/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, YLDE against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/ylde/"},"benchmark":{"ticker":"IWV","name":"iShares Russell 3000 ETF (IWV)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":66.65,"date":"2026-04-06","url":"https://www.franklintempleton.com/forms-literature/download/Section19_YLDE-04062026"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":66.7,"from":"2026-04-06","to":"2026-04-06","notices":1,"distributions":12,"full":false}},"kind":"benchmark","a":"YLDE","b":"IWV","window":{"from":"2017-06-02","to":"2026-10-30","firstReturn":"2017-06-09","weeklyReturns":491,"years":9.41,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.02637825,"perWeek":0.000507274,"days":2354,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":1.86072083,"b":2.39326264,"edge":"IWV","lead":"IWV"},"annualised":{"a":0.11774731,"b":0.13814014,"edge":"IWV","lead":"IWV"},"price":{"a":1.23458933,"b":1.96652835,"edge":"IWV","lead":"IWV"},"volatility":{"a":0.15209164,"b":0.17857856,"edge":"YLDE","lead":"YLDE"},"downsideDeviation":{"a":0.10706807,"b":0.12474615,"edge":"YLDE","lead":"YLDE"},"maxDrawdown":{"a":-0.30567208,"b":-0.32721016,"edge":"YLDE (slight)","lead":"YLDE","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.09671008,"b":0.11923647,"edge":"IWV","lead":"IWV"},"sharpe":{"a":0.63586717,"b":0.66769756,"edge":"IWV (slight)","lead":"IWV"},"sortino":{"a":0.90325795,"b":0.95583281,"edge":"IWV (slight)","lead":"IWV"},"calmar":{"a":0.38520794,"b":0.42217558,"edge":"IWV (slight)","lead":"IWV"}},"relative":{"YLDE":{"on":"IWV","beta":0.75502052,"r2":0.78589661,"alpha":0.0066841,"alphaT":0.29031134,"alphaLow":-0.03855391,"alphaHigh":0.05192212,"upsideCapture":0.61097837,"downsideCapture":0.75584531,"treynor":0.12808934,"trackingError":0.08286438,"informationRatio":-0.27184639,"upWeeks":286,"downWeeks":205,"treynorReference":0.11923647,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWV","lead":"IWV"},"downsideCapture":{"edge":"YLDE","lead":"YLDE"},"treynor":{"edge":"YLDE (slight)","lead":"YLDE"},"informationRatio":{"edge":null,"lead":"IWV","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"YLDE":{"kept":"2026-10-31","distributions":51,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":491,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.86072083}},"IWV":{"kept":"2026-10-31","distributions":38,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":491,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.39326264}}}}