Tabula IG Bond ETF Index Roll

March 2020

The iBoxx iTraxx Europe Bond Index rolled on Friday 20 March

  • The index rolls twice a year in March and September, mirroring the roll of the iTraxx Europe CDS index
  • The roll increased the maturity, duration, yield and spread of both the index and the Tabula IG Bond UCITS ETF (TTRX), which tracks the index
  • It was a challenging trading environment, but it did not impede the roll
  • TTRX has performed well over the last 30 days relative to broad IG ETFs, outperforming during the recent volatility and delivering a smaller discount to NAV versus its peers
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