Wilshire Bond Index

The Wilshire Bond IndexSM measures the performance of the U.S. taxable fixed income market based on actual holdings of U.S. institutional investors. The Wilshire Trust Universe Comparison Service® (Wilshire TUCS® ) database representing over $3.7 trillion in institutional assets is used to dynamically define the institutional U.S. bond market. Fixed income holdings from approximately 2,000 leading edge U.S. institutions are aggregated to update the index membership quarterly. Introduced in 2016, with a time series of data beginning on June 30, 2004, the Wilshire Bond Index delivers a performance and risk profile consistent with the taxable fixed income opportunity set as chosen by institutional investors, making it a measure that more accurately reflects the true U.S. fixed income opportunity set and risks.

Summary

  • Uses institutional bond manager holdings as a more accurate measure of the investible U.S. fixed income market vs. outstanding value-based holdings
  • Dynamically adjusts to reflect a truer measure of market acceptance, as measured by actively held bonds by institutional bond managers, vs. index committee-driven decisions
  • Indicative of a diversified bond portfolio
  • Duration, convexity and sector allocations represent holdings of active institutional bond managers vs. outstanding value-based benchmarks
  • Over 13,000 constituents
  • Rebalanced quarterly

Fact Sheet

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Methodology

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Press Release

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