Editorial Research Index
Institutional briefings & primary regulatory analysis
Peer-reviewed research dossiers, quantitative market structure briefings, and statutory compliance analysis published by ETFYield Lab.
- Published briefings
- 124
- Thematic pillar hubs
- 6
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- 100%
31 matching briefings
iShares 0-3 Month Treasury Bond ETF (SGOV) Yield & Fee Benchmark: 10-Year Expense Ratio Fee Drag & Compounding Simulation ($100k) (4.31% 30-Day SEC Yield (3 bps ER) Benchmark)
iShares 0-3 Month Treasury Bond ETF (SGOV) Yield & Fee Benchmark (SGOV-0-3M-UST) stands at 4.31% (30-Day SEC Yield (3 bps ER)) (Source: SEC Form N-1A / U.S. Treasury, 2026-10-20), governing basis-point fee differentials,
iShares 0-3 Month Treasury Bond ETF (SGOV) Yield & Fee Benchmark: Authorized Participant (AP) Creation/Redemption & NAV Premium/Discount (4.31% 30-Day SEC Yield (3 bps ER) Benchmark)
iShares 0-3 Month Treasury Bond ETF (SGOV) Yield & Fee Benchmark (SGOV-0-3M-UST) stands at 4.31% (30-Day SEC Yield (3 bps ER)) (Source: SEC Form N-1A / U.S. Treasury, 2026-10-20), governing custom baskets, Rule 6c-11 arb
TIPS Breakeven Inflation Spreads vs Nominal Treasury Ladders: Real Yield & CPI Accretion Math (2026)
TIPS Breakeven Inflation Rate refers to the yield spread between a nominal U.S. Treasury bond and a maturity-matched TIPS issue, currently 2.30% on the 10-year tenor.
SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) Liquidity & Fee Audit: 30-Day SEC Yield vs. Trailing 12-Month Distribution Yield Audit (4.20% 30-Day SEC Yield (13.56 bps ER) Benchmark)
SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) Liquidity & Fee Audit (BIL-1-3M-TBILL) stands at 4.20% (30-Day SEC Yield (13.56 bps ER)) (Source: SEC EDGAR / State Street, 2026-10-20), governing Form N-1A Item 26 accrual accou
SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) Liquidity & Fee Audit: Rolling Rung Ladder vs. T-Bill + Long-Bond Barbell Strategy (4.20% 30-Day SEC Yield (13.56 bps ER) Benchmark)
SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) Liquidity & Fee Audit (BIL-1-3M-TBILL) stands at 4.20% (30-Day SEC Yield (13.56 bps ER)) (Source: SEC EDGAR / State Street, 2026-10-20), governing reinvestment risk immunization
WisdomTree (USFR) & iShares (TFLO) Treasury Floating Rate Note ETFs: State Income Tax Exemption & After-Tax Yield Equivalence Matrix (4.26% 30-Day SEC Yield (0.02Y Dur) Benchmark)
WisdomTree (USFR) & iShares (TFLO) Treasury Floating Rate Note ETFs (USFR-TFLO-FRN) stands at 4.26% (30-Day SEC Yield (0.02Y Dur)) (Source: U.S. Treasury FRN Auction, 2026-10-20), governing U.S. government obligation per
WisdomTree (USFR) & iShares (TFLO) Treasury Floating Rate Note ETFs: 2026 FOMC Rate Cycle Rebalancing & Duration Extension Triggers (4.26% 30-Day SEC Yield (0.02Y Dur) Benchmark)
WisdomTree (USFR) & iShares (TFLO) Treasury Floating Rate Note ETFs (USFR-TFLO-FRN) stands at 4.26% (30-Day SEC Yield (0.02Y Dur)) (Source: U.S. Treasury FRN Auction, 2026-10-20), governing term-premium hurdle rates for
iShares Short Treasury (SHV / SHY) 1–3 Year Rung Duration Analysis: Modified Duration, DV01 & +/-100 bps Parallel Yield Shock Table (4.08% 2Y Par Yield Benchmark Benchmark)
iShares Short Treasury (SHV / SHY) 1–3 Year Rung Duration Analysis (SHV-SHY-SHORT) stands at 4.08% (2Y Par Yield Benchmark) (Source: U.S. Department of the Treasury, 2026-10-20), governing second-order Taylor series conv
iShares Short Treasury (SHV / SHY) 1–3 Year Rung Duration Analysis: CPI-U Index Ratio Accretion & Real Purchasing-Power Attribution (4.08% 2Y Par Yield Benchmark Benchmark)
iShares Short Treasury (SHV / SHY) 1–3 Year Rung Duration Analysis (SHV-SHY-SHORT) stands at 4.08% (2Y Par Yield Benchmark) (Source: U.S. Department of the Treasury, 2026-10-20), governing 3-month Reference CPI lag, defl
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile: 10-Year Expense Ratio Fee Drag & Compounding Simulation ($100k) (7.14 yrs Effective Duration ($71.40 DV01) Benchmark)
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile (IEF-7-10Y-UST) stands at 7.14 yrs (Effective Duration ($71.40 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing basis-point fee di
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile: Authorized Participant (AP) Creation/Redemption & NAV Premium/Discount (7.14 yrs Effective Duration ($71.40 DV01) Benchmark)
iShares 7-10 Year Treasury Bond ETF (IEF) DV01 & Convexity Profile (IEF-7-10Y-UST) stands at 7.14 yrs (Effective Duration ($71.40 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing custom baskets, Ru
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity: 30-Day SEC Yield vs. Trailing 12-Month Distribution Yield Audit (15.82 yrs Effective Duration ($158.20 DV01) Benchmark)
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity (TLT-20Y-LONG) stands at 15.82 yrs (Effective Duration ($158.20 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing Form N-1A Item 26 a
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity: Rolling Rung Ladder vs. T-Bill + Long-Bond Barbell Strategy (15.82 yrs Effective Duration ($158.20 DV01) Benchmark)
iShares 20+ Year Treasury Bond ETF (TLT) Long-Duration Convexity (TLT-20Y-LONG) stands at 15.82 yrs (Effective Duration ($158.20 DV01)) (Source: SEC Form N-PORT / U.S. Treasury, 2026-10-20), governing reinvestment risk i
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting: State Income Tax Exemption & After-Tax Yield Equivalence Matrix (5.92 yrs Aggregate Duration Benchmark)
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting (GOVT-AGG-BND) stands at 5.92 yrs (Aggregate Duration) (Source: SEC EDGAR / ICI ETF Stats, 2026-10-20), governing U.S. government obligation percentage thresholds
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting: 2026 FOMC Rate Cycle Rebalancing & Duration Extension Triggers (5.92 yrs Aggregate Duration Benchmark)
Core Aggregate Bond ETFs (GOVT, BND, AGG) Curve Weighting (GOVT-AGG-BND) stands at 5.92 yrs (Aggregate Duration) (Source: SEC EDGAR / ICI ETF Stats, 2026-10-20), governing term-premium hurdle rates for rotating out of 0–
Vanguard Short-Term Inflation-Protected Securities ETF (VTIP): Modified Duration, DV01 & +/-100 bps Parallel Yield Shock Table (1.78% Real Yield (2.42Y Duration) Benchmark)
Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) (VTIP-SHORT-TIPS) stands at 1.78% (Real Yield (2.42Y Duration)) (Source: U.S. Treasury Real Yield Curve, 2026-10-20), governing second-order Taylor series con
Vanguard Short-Term Inflation-Protected Securities ETF (VTIP): CPI-U Index Ratio Accretion & Real Purchasing-Power Attribution (1.78% Real Yield (2.42Y Duration) Benchmark)
Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) (VTIP-SHORT-TIPS) stands at 1.78% (Real Yield (2.42Y Duration)) (Source: U.S. Treasury Real Yield Curve, 2026-10-20), governing 3-month Reference CPI lag, def
Full-Curve TIPS ETFs (SCHP 3 bps vs. TIP 18 bps) Breakeven Math: 10-Year Expense Ratio Fee Drag & Compounding Simulation ($100k) (2.30% 10Y Breakeven Inflation Benchmark)
Full-Curve TIPS ETFs (SCHP 3 bps vs. TIP 18 bps) Breakeven Math (SCHP-TIP-CURVE) stands at 2.30% (10Y Breakeven Inflation) (Source: FRED T10YIE / BLS CPI-U, 2026-10-20), governing basis-point fee differentials, bid-ask s
Full-Curve TIPS ETFs (SCHP 3 bps vs. TIP 18 bps) Breakeven Math: Authorized Participant (AP) Creation/Redemption & NAV Premium/Discount (2.30% 10Y Breakeven Inflation Benchmark)
Full-Curve TIPS ETFs (SCHP 3 bps vs. TIP 18 bps) Breakeven Math (SCHP-TIP-CURVE) stands at 2.30% (10Y Breakeven Inflation) (Source: FRED T10YIE / BLS CPI-U, 2026-10-20), governing custom baskets, Rule 6c-11 arbitrage ban
Investment-Grade Corporate Bond ETFs (LQD & VCIT) OAS Spreads: 30-Day SEC Yield vs. Trailing 12-Month Distribution Yield Audit (+88 bps IG Option-Adjusted Spread Benchmark)
Investment-Grade Corporate Bond ETFs (LQD & VCIT) OAS Spreads (LQD-VCIT-IG) stands at +88 bps (IG Option-Adjusted Spread) (Source: FRED BAMLC0A0CM, 2026-10-20), governing Form N-1A Item 26 accrual accounting versus backw
Investment-Grade Corporate Bond ETFs (LQD & VCIT) OAS Spreads: Rolling Rung Ladder vs. T-Bill + Long-Bond Barbell Strategy (+88 bps IG Option-Adjusted Spread Benchmark)
Investment-Grade Corporate Bond ETFs (LQD & VCIT) OAS Spreads (LQD-VCIT-IG) stands at +88 bps (IG Option-Adjusted Spread) (Source: FRED BAMLC0A0CM, 2026-10-20), governing reinvestment risk immunization and curve steepeni
High-Yield Corporate Bond ETFs (HYG & JNK) Default-Adjusted Yield: State Income Tax Exemption & After-Tax Yield Equivalence Matrix (+295 bps HY Option-Adjusted Spread Benchmark)
High-Yield Corporate Bond ETFs (HYG & JNK) Default-Adjusted Yield (HYG-JNK-HIGHYIELD) stands at +295 bps (HY Option-Adjusted Spread) (Source: FRED BAMLH0A0HYM2, 2026-10-20), governing U.S. government obligation percentag
High-Yield Corporate Bond ETFs (HYG & JNK) Default-Adjusted Yield: 2026 FOMC Rate Cycle Rebalancing & Duration Extension Triggers (+295 bps HY Option-Adjusted Spread Benchmark)
High-Yield Corporate Bond ETFs (HYG & JNK) Default-Adjusted Yield (HYG-JNK-HIGHYIELD) stands at +295 bps (HY Option-Adjusted Spread) (Source: FRED BAMLH0A0HYM2, 2026-10-20), governing term-premium hurdle rates for rotati
Tax-Exempt Municipal Bond ETFs (MUB & VTEB) Tax-Equivalent Yield: Modified Duration, DV01 & +/-100 bps Parallel Yield Shock Table (5.68% 37% Bracket Tax-Eq Yield Benchmark)
Tax-Exempt Municipal Bond ETFs (MUB & VTEB) Tax-Equivalent Yield (MUB-VTEB-MUNI) stands at 5.68% (37% Bracket Tax-Eq Yield) (Source: IRS Pub 550 / MSRB EMMA, 2026-10-20), governing second-order Taylor series convexity ad
Tax-Exempt Municipal Bond ETFs (MUB & VTEB) Tax-Equivalent Yield: CPI-U Index Ratio Accretion & Real Purchasing-Power Attribution (5.68% 37% Bracket Tax-Eq Yield Benchmark)
Tax-Exempt Municipal Bond ETFs (MUB & VTEB) Tax-Equivalent Yield (MUB-VTEB-MUNI) stands at 5.68% (37% Bracket Tax-Eq Yield) (Source: IRS Pub 550 / MSRB EMMA, 2026-10-20), governing 3-month Reference CPI lag, deflation fl
Agency Mortgage-Backed Securities ETFs (MBB & VMBS) Prepayment Convexity: 10-Year Expense Ratio Fee Drag & Compounding Simulation ($100k) (-0.85 Negative Prepayment Convexity Benchmark)
Agency Mortgage-Backed Securities ETFs (MBB & VMBS) Prepayment Convexity (MBB-VMBS-AGENCY) stands at -0.85 (Negative Prepayment Convexity) (Source: Fannie Mae / Freddie Mac OAS, 2026-10-20), governing basis-point fee dif
Agency Mortgage-Backed Securities ETFs (MBB & VMBS) Prepayment Convexity: Authorized Participant (AP) Creation/Redemption & NAV Premium/Discount (-0.85 Negative Prepayment Convexity Benchmark)
Agency Mortgage-Backed Securities ETFs (MBB & VMBS) Prepayment Convexity (MBB-VMBS-AGENCY) stands at -0.85 (Negative Prepayment Convexity) (Source: Fannie Mae / Freddie Mac OAS, 2026-10-20), governing custom baskets, Rul
Alpha Architect 1-3 Month Box ETF (BOXX) vs. Direct T-Bill Tax Math: 30-Day SEC Yield vs. Trailing 12-Month Distribution Yield Audit (4.32% Implied Box Spread Rate Benchmark)
Alpha Architect 1-3 Month Box ETF (BOXX) vs. Direct T-Bill Tax Math (BOXX-SYNTHETIC-BOX) stands at 4.32% (Implied Box Spread Rate) (Source: Cboe SPX Box Options / IRS Sec 1256, 2026-10-20), governing Form N-1A Item 26 ac
Alpha Architect 1-3 Month Box ETF (BOXX) vs. Direct T-Bill Tax Math: Rolling Rung Ladder vs. T-Bill + Long-Bond Barbell Strategy (4.32% Implied Box Spread Rate Benchmark)
Alpha Architect 1-3 Month Box ETF (BOXX) vs. Direct T-Bill Tax Math (BOXX-SYNTHETIC-BOX) stands at 4.32% (Implied Box Spread Rate) (Source: Cboe SPX Box Options / IRS Sec 1256, 2026-10-20), governing reinvestment risk im
iShares iBonds & Invesco BulletShares Target-Maturity Bond Ladders: State Income Tax Exemption & After-Tax Yield Equivalence Matrix (4.22% Held-to-Maturity Net YTW Benchmark)
iShares iBonds & Invesco BulletShares Target-Maturity Bond Ladders (IBOND-TARGET-MAT) stands at 4.22% (Held-to-Maturity Net YTW) (Source: SEC Form N-1A Target-Date Filings, 2026-10-20), governing U.S. government obligati