ITDB DIÍndice Teva Debêntures DI
Um índice criterioso, cuidadosamente desenhado para o mercado local que busca retornos acima do DI.
A Teva Indices, através do ITDB DI - Índice Teva Debêntures DI, traz à bolsa o primeiro ETF de crédito do Brasil.
Um fundo de crédito privado, sem come-cotas e taxa sobre performance, diversificado com títulos de qualidade, quase inteiramente alocado e com liquidez de bolsa.
Index quotation
Index history
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | |||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1,6% | 0,7% | 0,5% | 1,2% | 1,9% | 1,2% | 1,2% | 0,4% | 9,1% | ||||||
| DI | 1,2% | 1,0% | 1,2% | 1,1% | 1,1% | 1,1% | 1,2% | 0,4% | 8,6% | ||||||
| % DI | 132,7% | 69,3% | 43,0% | 107,2% | 176,8% | 107,8% | 100,6% | 113,3% | 105,5% | ||||||
| 2025 | 1,6% | 1,4% | 1,2% | 1,0% | 1,3% | 0,9% | 1,5% | 1,0% | 1,2% | 0,9% | 1,0% | 1,1% | 15,2% | ||
| DI | 1,1% | 1,0% | 1,0% | 1,1% | 1,1% | 1,1% | 1,3% | 1,2% | 1,2% | 1,3% | 1,1% | 1,2% | 14,3% | ||
| % DI | 148,2% | 140,2% | 129,2% | 98,7% | 110,2% | 84,3% | 120,7% | 83,8% | 97,9% | 74,2% | 98,0% | 94,8% | 106,0% | ||
| 2024 | 1,4% | 1,1% | 1,3% | 1,0% | 0,9% | 1,0% | 1,2% | 1,3% | 1,0% | 1,0% | 0,7% | -0,1% | 12,2% | ||
| DI | 1,0% | 0,8% | 0,8% | 0,9% | 0,8% | 0,8% | 0,9% | 0,9% | 0,8% | 0,9% | 0,8% | 0,9% | 10,9% | ||
| % DI | 142,2% | 133,6% | 158,1% | 108,1% | 108,8% | 122,1% | 127,8% | 145,3% | 115,4% | 102,5% | 88,9% | 112,5% | |||
Carry spread
Historical average duration of the index portfolio (years)
Exposure by Maturity
Top 15
| Assets | % of portfolio at rebalance | Chart |
|---|---|---|
| BSA318 | 1,31% | |
| CIEL17 | 1,30% | |
| SUZBB1 | 1,19% | |
| ENGIC4 | 1,09% | |
| SBSPD7 | 1,02% | |
| BCPSA4 | 0,91% | |
| LFT 01/06/2031 | 0,91% | |
| LFT 01/12/2031 | 0,91% | |
| LFT 01/03/2031 | 0,91% | |
| LFT 01/09/2030 | 0,91% |
| Assets | % of portfolio at rebalance | Chart |
|---|---|---|
| LFT 01/09/2031 | 0,91% | |
| LFT 01/06/2032 | 0,91% | |
| LFT 01/06/2030 | 0,91% | |
| LFT 01/12/2030 | 0,91% | |
| LFT 01/03/2032 | 0,91% |
Risk/Return Metrics
| Year to date | Last 12 months | Last 24 months | Last 36 months | Since inception | |
|---|---|---|---|---|---|
| Return | 9,07% | 14,64% | 29,97% | 48,83% | 188,27% |
| Sharpe Ratio | 0,90 | -0,06 | 0,40 | 1,58 | 0,94 |
| Standard Deviation | 0,93% | 0,87% | 0,84% | 0,83% | 1,48% |
Other Metrics
| Turnover (LTM) | 66,1% |
|---|---|
| Number of assets | 319 |
| Number of issuers | 146 |
Exposure by Indexer
| Caixa | 0,10% |
|---|---|
| DI+ | 89,90% |
| Selic | 10,00% |
Documents
* Under RFB Normative Instruction No. 1585 of August 31, 2015, fixed income ETFs are taxed according to the portfolio's average repricing term. To check the tax treatment of any ETF, please review the documents available on the fund's page.
No information on this page constitutes an offer or a recommendation to buy, sell or hold any financial instrument or to use any trading platform. Furthermore, no information relating to indices or any other information made available constitutes any kind of financial advice or analysis. Neither Teva Indices nor its related companies, nor any employee or partner of those companies, bears any liability for losses or damages incurred by the user as a result of any information contained on this page.
Info
- TickerDEBB11
- Asset classPrivate Credit
- SegmentBenchmark
- Inception02/05/2016
- Bloomberg TickerTEVADEBB Index
- IsinBRDEBBCTF000
Metrics
- Index closing value (points)288,27
- Daily index change (points)0,20
- Daily index change (%)+0,07%
- Year-to-date return (%)9,07%
- 12-month return (%)14,64%
- Yield (%)1,48%
- Duration (years)2,60
- All-time high288,27
- All-time low100,00
- TickerDEBB11
- Share closing price (R$)R$ 16,92
- Daily price change (R$)R$ 0,02
- Daily price change (%)0,12%
- Premium / Discount (%)-0,11%
- Net AssetsR$ 1.376.375.737,24
- Average daily trading (30d)R$ 8.606.797,37
- Fund CNPJ45.064.129/0001-00
- Fund website
- Number of shareholders22.425
- Management fee0,60%