Columbia ETF Trust I (CRED)

Basic Info

Columbia ETF Trust I started on 01/12/2007
Columbia ETF Trust I is classified as asset class Corporate Bond
Columbia ETF Trust I expense ratio is 0.33%
Columbia ETF Trust I rating is
(45%)

Columbia ETF Trust I (CRED) Dividend Info

Columbia ETF Trust I (CRED) dividend growth in the last 12 months is 10.45%

The trailing 12-month yield of Columbia ETF Trust I is 3.06%. its dividend history:

DateDividend
07/02/2018 0.305
06/01/2018 0.299
05/01/2018 0.288
04/02/2018 0.29
03/01/2018 0.291
02/01/2018 0.273
12/21/2017 0.261
12/01/2017 0.2855
11/01/2017 0.2854
10/02/2017 0.2875
09/01/2017 0.2854
08/01/2017 0.2842
07/03/2017 0.285
06/01/2017 0.279
05/01/2017 0.284
04/03/2017 0.281
03/01/2017 0.289
02/01/2017 0.283
12/22/2016 0.268
12/01/2016 0.283
11/01/2016 0.278
10/03/2016 0.291
08/01/2016 0.289
07/01/2016 0.288
06/01/2016 0.289
05/02/2016 0.289
04/01/2016 0.295
03/01/2016 0.295
02/01/2016 0.271
12/24/2015 0.35
12/01/2015 0.288
11/02/2015 0.29
10/01/2015 0.297
09/01/2015 0.293
08/03/2015 0.287
07/01/2015 0.29
06/01/2015 0.288
05/01/2015 0.289
04/01/2015 0.269
03/02/2015 0.245
02/02/2015 0.27
12/24/2014 0.382
12/01/2014 0.309
11/03/2014 0.306
10/01/2014 0.303
09/02/2014 0.303
08/01/2014 0.304
07/01/2014 0.301
06/02/2014 0.307
05/01/2014 0.307
04/01/2014 0.305
03/03/2014 0.291
02/03/2014 0.297
12/26/2013 0.358
12/02/2013 0.32
11/01/2013 0.32
10/01/2013 0.3
09/03/2013 0.324
08/01/2013 0.306
07/01/2013 0.309
06/03/2013 0.305
05/01/2013 0.311
04/01/2013 0.305
03/01/2013 0.305
02/01/2013 0.31
12/26/2012 0.36
12/03/2012 0.322
10/01/2012 0.323
09/04/2012 0.325
08/01/2012 0.321
07/02/2012 0.329
06/01/2012 0.325
05/01/2012 0.328
04/02/2012 0.34
03/01/2012 0.349
02/01/2012 0.332
12/27/2011 0.332
12/01/2011 0.316
11/01/2011 0.368
10/03/2011 0.384
09/01/2011 0.378
08/01/2011 0.383
07/01/2011 0.384
06/01/2011 0.38
05/02/2011 0.387
04/01/2011 0.382
03/01/2011 0.395
02/01/2011 0.388
12/28/2010 0.371
12/01/2010 0.411
11/01/2010 0.373
10/01/2010 0.386
09/01/2010 0.385
08/02/2010 0.399
07/01/2010 0.4
06/01/2010 0.384
05/03/2010 0.41
04/01/2010 0.411
03/01/2010 0.406
02/01/2010 0.415
12/29/2009 0.397
12/01/2009 0.395
11/02/2009 0.421
10/01/2009 0.399
09/01/2009 0.42
08/03/2009 0.413
07/01/2009 0.414
06/01/2009 0.437
05/01/2009 0.421
04/01/2009 0.425
03/02/2009 0.41
02/02/2009 0.428
12/29/2008 0.367
12/01/2008 0.38
11/03/2008 0.395
10/01/2008 0.39
09/02/2008 0.41
08/01/2008 0.431
07/01/2008 0.418
06/02/2008 0.436
05/01/2008 0.41
04/01/2008 0.442
03/03/2008 0.397
02/01/2008 0.4
12/27/2007 0.442
12/03/2007 0.434
11/01/2007 0.443
10/01/2007 0.453
09/04/2007 0.465
08/01/2007 0.47
07/02/2007 0.439
06/01/2007 0.462
05/01/2007 0.445
04/02/2007 0.454
03/01/2007 0.417
02/01/2007 0.299

Dividend Growth History for Columbia ETF Trust I (CRED)

Year
Payout Amount
Year Start Yield
Annual Payout Growth (YoY)
CAGR to 2018
2018 $1.746 1.56% -48.50% -
2017 $3.39 3.10% 8.10% -48.50%
2016 $3.136 2.94% -9.26% -25.38%
2015 $3.456 3.08% -6.97% -20.36%
2014 $3.715 3.47% -1.54% -17.20%
2013 $3.773 3.32% 3.26% -14.28%
2012 $3.654 3.37% -18.38% -11.58%
2011 $4.477 4.30% -5.77% -12.59%
2010 $4.751 4.70% -4.60% -11.76%
2009 $4.98 5.23% 2.13% -10.99%
2008 $4.876 4.83% -6.64% -9.76%
2007 $5.223 5.21% - -9.48%

Dividend Growth Chart for Columbia ETF Trust I (CRED)


Columbia ETF Trust I (CRED) Historical Returns And Risk Info

From 01/12/2007 to 07/31/2018, the compound annualized total return (dividend reinvested) of Columbia ETF Trust I (CRED) is 4.418%. Its cumulative total return (dividend reinvested) is 64.668%.

From 01/12/2007 to 07/31/2018, the Maximum Drawdown of Columbia ETF Trust I (CRED) is 22.2%.

From 01/12/2007 to 07/31/2018, the Sharpe Ratio of Columbia ETF Trust I (CRED) is 0.54.

From 01/12/2007 to 07/31/2018, the Annualized Standard Deviation of Columbia ETF Trust I (CRED) is 7.3%.

From 01/12/2007 to 07/31/2018, the Beta of Columbia ETF Trust I (CRED) is -0.02.

Last 1 Week* 1 Yr 3 Yr 5 Yr 10 Yr Since
01/12/2007
2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007
Annualized Return(%) 0.3 -1.0 1.9 2.7 4.6 4.4 -2.4 3.6 5.3 -1.5 8.2 -2.2 7.3 9.1 8.4 11.1 0.2 5.0
Sharpe Ratio NA -0.67 0.37 0.62 0.59 0.54 -1.66 0.86 1.27 -0.31 2.51 -0.52 1.97 1.63 1.47 1.17 -0.04 0.44
Draw Down(%) NA 4.1 5.0 5.0 21.0 22.2 3.9 2.0 5.0 5.0 1.9 7.1 1.8 2.4 4.7 7.0 22.2 3.2
Standard Deviation(%) NA 3.0 3.8 3.9 7.4 7.3 3.2 3.5 4.0 5.0 3.2 4.3 3.7 5.6 5.6 9.4 18.4 5.1
Treynor Ratio NA 1.26 -0.45 -0.65 -4.14 -1.7 6.54 -0.28 -2.07 0.28 -1.21 -0.46 -0.84 -1.34 -0.87 -5.57 -0.31 -0.24
Alpha NA -0.01 0.01 0.01 0.02 0.02 -0.02 0.02 0.02 -0.01 0.03 -0.01 0.03 0.04 0.04 0.05 0.01 0.01
Beta NA -0.02 -0.03 -0.04 -0.01 -0.02 -0.01 -0.11 -0.02 -0.06 -0.07 0.05 -0.09 -0.07 -0.1 -0.02 0.02 -0.09
RSquare NA 0.0 0.01 0.01 0.0 0.0 0.0 0.04 0.01 0.03 0.06 0.02 0.09 0.08 0.09 0.0 0.0 0.09
Yield(%) N/A 3.1 3.1 3.2 4.0 N/A 1.6 3.1 3.0 3.1 3.5 3.3 3.4 4.3 4.7 5.2 4.8 5.2
Dividend Growth(%) N/A 10.5 -6.6 -21.3 N/A N/A -48.7 7.6 -9.0 -6.7 -1.3 3.3 -18.8 -5.7 -4.6 1.8 -6.0 N/A

Return Calculator for Columbia ETF Trust I (CRED)

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Columbia ETF Trust I (CRED) Historical Return Chart

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Columbia ETF Trust I (CRED) Rolling Returns Charts

A rolling return for a period such as 5-year, as of a specific date, represents the investment’s performance over the preceding five years leading up to that date. In the 5-year rolling chart, the value on any given date corresponds to the annualized return for the preceding 5 years up to that very date. Thus, for instance, the chart value on 8/28/2015 reflects the annualized return from 8/28/2010 to 8/28/2015. A 5-year rolling return chart for an investment (stock, fund or portfolio) depicts the return sequence of 5-year trailing returns for the dates in the chart.

These rolling returns contrast with the most recent 3, 5, 10, and 15-year returns, as they solely depict the returns for those respective periods leading up to the most recent date, without encompassing every date in the historical record.

Rolling return charts offer a more precise insight into a portfolio’s risk and return stability (including funds or individual stocks). This is particularly true when focusing on the minimal return points within a rolling return chart as a measure of a fund or a portfolio's risk. A well-known observation, often attributed to ‘Murphy’s law’, is that it tends to perform poorly when investors decide to follow an investment due to its recent strong returns. Sound familiar? Information regarding minimum rolling returns could help mitigate this predicament. Investors can opt for an investment showcasing high minimum rolling returns within their preferred holding durations. In fact, merely possessing knowledge of such minimum rolling period returns can anchor investors’ expectations.

For instance, let’s consider an investor who follows a model portfolio (or even simply purchases and holds a fund like VFINX or SPY) for 10 years. Armed with knowledge of this portfolio’s minimum 10-year rolling return since its inception date or the fund’s inception (in the case of VFINX, recognizing that the minimum 10-year rolling return since 1987 could be as low as -2.24%), the investor should reasonably anticipate the potential for the portfolio to incur losses over the forthcoming 10 years.

Minimum rolling return for a period such as 10-year offers a different and often better historical risk and return metric than other popular risk and return metrics such as Sharpe ratio, standard deviation (volatility) or maximum drawdown.

See Portfolio Calculator and Rolling Returns for more detailed description.

From 01/12/2007 to 07/31/2018, the worst annualized return of 3-year rolling returns for Columbia ETF Trust I (CRED) is 0.75%.
From 01/12/2007 to 07/31/2018, the worst annualized return of 5-year rolling returns for Columbia ETF Trust I (CRED) is 1.77%.
From 01/12/2007 to 07/31/2018, the worst annualized return of 10-year rolling returns for Columbia ETF Trust I (CRED) is 4.91%.
From 01/12/2007 to 07/31/2018, the worst annualized return of 20-year rolling returns for Columbia ETF Trust I (CRED) is NA.

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