债券指数化投资发展报告

1、10)A322.3119.16%0.21%WQ (J)514.4428.57%0.13%ig25.9910.80%0.06%4bJ11.98-4.09%0.02%22.019.99%0.02%W& (&Q&G&)26314.6210.33%2.90%NQ25313.8810.20%2.89%)”&)3)0.74I124.52a)0.01%I4.03%2.27%Broad MarketCorporateSovereignTIPSMunicipalsGovernment/Credit8 Government(ex US)N 2 Top 10 & BETFAGGishares Core U.S. A

2、ggregateBond ETFBlackrock2003/9/22846.9R24%BNDVanguard Total Bond MarketVanguard2007/4/3675J40%ETFILQDishares iBoxx USD InvestmentGrade Corporate Bond ETFBlackrock2002/7/22544.9Qfi* aj55%VCITVanguard Intermediate-TermCorporate Bond ETFVanguard2009/11/19421 2&*k 62%BNDXVanguard Total InternationalVan

3、guard2013/6/4568.2z50%Bond ETFBVCSHVanguard Short-Term CorporateBond ETFVanguard2009/ I l/l 9358.9IS*kfj g40%BSVVanguard Short-Term BondETFVanguard2007/4/3291.9fSI$32%TIPishares TIPS Bond ETFBlackrock2003/12/4262.1TIPS27%MBBishares MBS ETFBlackrock2007/3/13252.7MBS23%HYGis hares iBoxx USD High Yield

4、Blackrock2007/4/4245.725%Corporate Bond ETFIfA. Bloomberg , Q iLjG RT fR5K 3 2020 AN B I QETF 1 NjN ETF2413.620.570.12%SmartBeta ETF51.980.400.34%JRETF2010.560.530.49%ESGETF32.490.830.12%, 112.5LI ; 4b I)4 %. ETFW 2020Q , JESGu iJ 11.Y 2020 I $ESG ETF 16 % , IP?128.4IL thI 270%; fiiQiI 9.3ILJ I. lJ*

5、Q Q ESG ETFJ isharesESG Aware U.S. Aggregate Bond ETF, &lJ*&7.3 /L I JJJ368%.ESG ETF201920202019 Q2020QNuveen ESG U.S. Aggregate Bond ETF ishares ESG Aware I -58.10%7.46%ishares Core U.S. Aggregate Bond ETFishares Core 1-58.47%7.32%Year USD Corporate6.79%5.07%Bond ETFishares ESG USD 14.44Year USD Bond ETFishares Broad USD5.33%4.98%Corporate Bond ETF%9.38%Investment Grade13.89%9.19% Corporate Bond ETF17ETF Q 8432.5136.387588.0848.166136.9722.091935.470.371826.471.801756.081541.471346