How Are Bond ETFs Taxed?

The Sit Rising Rate ETF is an exception (RISE). This ETF is officially a commodities pool because it uses futures contracts and options on Treasurys. That is to say:

  • The profits of RISE are taxed differently. The long-term capital gains rate of 20% will be applied to 60% of any gains. No of how long you held your shares, the remaining 40% is taxed at your usual income rate. This equals a 27.84 percent blended maximum capital gains rate.
  • RISE is a “pass-through” investment, which means that profits must be “marked to market” at the end of the year and distributed to shareholders. (“Marked to market” means that the ETF’s futures contracts will be treated as if it had sold them for tax reasons.) Whether or not you sold your shares, you may be liable for taxes on those profits.
  • A Schedule K-1 form is generated by RISE. For taxpayers who are unfamiliar with K-1s, they can be perplexing and time-consuming.
  • RISE may also generate Unrelated Business Taxable Income (UBTI), which could be taxable in nontaxable accounts like an IRA, though this is rare.

The Internal Revenue Service (IRS) doesn’t only tax the earnings you received from selling your bond ETF shares. It also taxes any bond ETF payouts you may have received.

Interest payments from bond ETFs are taxed as ordinary income. Bond ETFs provide owners regular (typically monthly) coupon payments, which is one of their main selling features. This money, however, is taxable. Despite being referred to as “dividends,” the IRS does not consider these payments to be qualified dividends, and hence do not qualify for the reduced qualified dividends tax rate. Instead, they’re taxed as ordinary income, with a top rate of 39.6% if they’re taxable at all… assuming they’re taxable at all (more on that below).

Bond ETFs are more likely to deliver capital gains than stock ETFs. Bond ETF managers are frequently required to buy and sell securities throughout the year in order to maintain a specific duration or maturity range. Bonds mature on a regular basis, and bond ETF managers can’t use the same tax-loss harvesting tactics that they do with equities. (For further information, see “Why Are ETFs So Tax Efficient?”) This could eventually lead to a yearly capital gains distribution. While the great majority of ETFs do not pay out capital gains to investors each year, the ones that do are typically bond ETFs.

The capital gains dividends from bond ETFs are often quite minimal. These dividends are often less than 1% of the ETF’s net asset value. The capital gains distribution for the iShares Core U.S. Aggregate Bond ETF (AGG | A-98) was only 0.08 percent of NAV in 2014. Gains of 0.26 percent were given by the Vanguard Total Bond Market ETF (BND | A-94). Bond ETFs with constrained maturities, on the other hand, will have larger statistics.

Do bond ETFs pay out dividends?

The closer a bond’s maturity date approaches, the more vulnerable it is to rate increases. When all other factors are equal, a 10-year bond has a higher interest rate risk than a five-year bond since your money is exposed to rising interest rates for a longer length of time.

A time-weighted measure of interest-rate risk is called duration. Duration predicts how a bond’s price will fluctuate in reaction to interest rate fluctuations. More interest-rate risk is associated with longer periods. A duration of 3.5, for example, suggests that if interest rates rise by 1%, the value of a bond will fall by 3.5 percent.

  • The duration is a guess, not a guarantee. Bond prices rise when interest rates fall, but this isn’t a one-to-one relationship. Price increases from dropping rates are undervalued by duration, whereas price declines from rising yields are overestimated.
  • Duration is based on a simplified interest-rate scenario. When interest rates move by 1% across all maturities, duration is calculated; in other words, when rates change, the entire yield curve shifts by 1% up or down. It’s rare that reality is so exact.

Bond ETFs typically pay out income on a monthly basis. One of the most appealing features of bonds is that they pay interest to investors on a regular basis, usually every six months. Bond ETFs, on the other hand, hold a variety of issues at once, and some of the bonds in the portfolio may be paying their coupons at any one time. As a result, bond ETFs often make monthly rather than semiannual coupon payments. This payment’s amount varies from month to month.

Traditional bond indexes are excellent benchmarks but poor portfolio builders. The majority of equities ETFs hold all of the securities in their index. However, with bonds, this is usually not achievable. Hundreds, if not thousands, of individual securities are frequently included in bond indexes. It’s not only tough, but also expensive to buy all those bonds for an ETF’s portfolio. Even if the purchase of thousands of bonds in illiquid markets has a minor impact on the index, the cost of doing so can significantly erode returns.

Managers of bond ETFs frequently tweak their indexes. To keep expenses down, fund managers must often pick and select which bonds from the bond index to include in the ETF. They’ll choose bonds that, based on credit quality, exposure, correlations, duration, and risk, provide the best representative sample of the index. The term “optimization” or “sampling” refers to this process.

Optimizing saves money, but it comes with its own set of hazards. Over time, an ETF’s returns may diverge from those of its index, depending on how aggressively its portfolio was optimized. The majority of ETFs closely track their underlying indexes; nevertheless, a few have fallen short of their benchmark by a few percentage points or more per year. (For further information, see “How To Run An Index Fund: Full Replication vs. Optimization.”)

Individual bond values are difficult to estimate. There is no one agreed-upon price for the value of every bond without an official exchange. Many bonds, in reality, do not trade on a daily basis; particular forms of municipal bonds, for example, can go weeks or months without trading.

To calculate NAV, fund managers need precise bond prices. Bond pricing services, which estimate the value of individual bonds based on recorded trades, trading desk surveys, matrix models, and other factors, are used by both mutual fund and ETF managers. Of course, nothing is certain. But it’s a reasonable guess.

The share price of an ETF isn’t the same as its NAV. The share price of a bond mutual fund is always the same as its net asset value, or the value of the underlying assets in the portfolio. The share price of a bond ETF, on the other hand, can fluctuate depending on market supply and demand. When share prices rise above NAV, premiums form, and when prices fall below NAV, discounts form. However, there is a natural mechanism in place to maintain the share price and NAV of a bond ETF in sync: arbitrage.

Arbitrage is used by APs to keep ETF share prices and NAV in sync. Authorized participants (APs), an unique class of institutional investors, have the right to create or destroy shares of the ETF at any moment. If an ETF’s share price falls below its NAV, APs can profit from the difference by purchasing ETF shares on the open market and trading them into the issuer in exchange for a “in kind” exchange of the underlying bonds. The AP only needs to liquidate the bonds in order to profit. Similarly, if the share price of an ETF increases above NAV, APs can buy individual bonds and exchange them for ETF shares. Arbitrage produces natural purchasing or selling pressure, which helps keep the share price and NAV of an ETF from drifting too far apart.

An ETF’s price may be significantly below its declared NAV in stressed or illiquid markets, or for an extended length of time. When this happens, it simply signifies that the ETF industry believes the bond pricing service is incorrect, and that the prices for the fund’s underlying bonds are being overestimated. In other words, the APs don’t think they’ll be able to sell the underlying bonds for their stated valuations. This means that the ETF price falls below its NAV, which is good news for ETF investors. (Any premiums that may accrue follow the same procedure.)

Large premiums and discounts in a bond ETF don’t always indicate mispricing. Highly liquid bond ETFs can perform price discovery for the bonds they hold, and an ETF’s market price can actually be a better approximation of the aggregate value of the underlying bonds than its own NAV.

Is it true that bond ETFs are more tax-efficient?

ETFs, on the other hand, are more tax-efficient than mutual funds due to their structure. However, while ETFs have a tax advantage over stock funds, bond funds do not often have large capital gains.

How are ETFs taxed?

ETF dividends are taxed based on the length of time the investor has owned the ETF. The payout is deemed a “qualified dividend” if the investor held the fund for more than 60 days before the dividend was paid, and it is taxed at a rate ranging from 0% to 20%, depending on the investor’s income tax rate.

What is the taxation of REIT ETFs?

How are dividends from REIT ETFs taxed? After the 20% qualifying business income deduction is applied to those distributions, most REIT ETF dividends will be taxed at your regular income tax rate. Some REIT ETF earnings may be subject to capital gains tax, which will be reported on Form 1099-DIV.

Is bond interest subject to ordinary income taxation?

Income taxation Income from taxable bond funds is normally taxed at ordinary income tax rates at the federal and state levels in the year it is earned. State taxes may be waived for funds that invest solely in US Treasury bonds.

Pros of bond ETFs

  • A bond ETF distributes the interest it earns on the bonds it owns. As a result, a bond ETF can be an excellent method to build up an income stream without having to worry about individual bonds maturing or being redeemed.
  • Dividends paid on a monthly basis. Some of the most popular bond ETFs pay monthly dividends, providing investors with consistent income over a short period of time. This means that investors can use the regular dividends from bond ETFs to create a monthly budget.
  • Immediate diversification is required. A bond ETF can provide rapid diversification throughout your entire portfolio as well as inside the bond segment. As a result, if you add a bond ETF to your portfolio, your returns will be more resilient and consistent than if you simply had equities in your portfolio. Diversification reduces risk in most cases.
  • Bond exposure that is tailored to your needs. You can have multiple types of bond ETFs in your bond portfolio, such as a short-term bond fund, an intermediate-term bond fund, and a long-term bond fund. When added to a stock-heavy portfolio, each will react differently to fluctuations in interest rates, resulting in a less volatile portfolio. This is advantageous to investors because they may pick and choose which market segments they want to acquire. Do you only want a small portion of intermediate-term investment-grade bonds or a large portion of high-yield bonds? Check and double-check.
  • There’s no need to look at individual bonds. Rather than researching a range of individual bonds, investors can choose the types of bonds they want in their portfolio and then “plug and play” with the appropriate ETF. Bond ETFs are also a great option for financial advisers, particularly robo-advisors, who are looking to round out a client’s diverse portfolio with the correct mix of risk and return.
  • It’s less expensive than buying bonds directly. Bond markets are generally less liquid than stock markets, with substantially greater bid-ask spreads that cost investors money. By purchasing a bond ETF, you are leveraging the fund company’s capacity to obtain better bond pricing, lowering your own expenses.
  • You don’t require as much cash. If you want to buy a bond ETF, you’ll have to pay the price of a share (or even less if you choose a broker that permits fractional shares). And that’s a lot better than the customary $1,000 minimum for buying a single bond.
  • Bond ETFs also make bond investment more accessible to individual investors, which is a fantastic feature. In comparison to the stock market, the bond market can be opaque and lack liquidity. Bond ETFs, on the other hand, are traded on the stock exchange like stocks and allow investors to quickly enter and exit positions. Although it may not appear so, liquidity may be the single most important benefit of a bond ETF for individual investors.
  • Tax-efficiency. The ETF structure is tax-efficient, with minimal, if any, capital gains passed on to investors.

Cons of bond ETFs

  • Expense ratios could be quite high. If there’s one flaw with bond ETFs, it’s their expense ratios — the fees that investors pay to the fund management to administer the fund. Because interest rates are so low, a bond fund’s expenses may eat up a significant percentage of the money provided by its holdings, turning a small yield into a negligible one.
  • Returns are low. Another potential disadvantage of bond ETFs has less to do with the ETFs themselves and more to do with interest rates. Rates are expected to remain low for some time, particularly for shorter-term bonds, and the situation will be aggravated by bond expense ratios. If you buy a bond ETF, the bonds are normally chosen by passively mirroring an index, thus the yields will most likely represent the larger market. An actively managed mutual fund, on the other hand, may provide some extra juice, but you’ll almost certainly have to pay a higher cost ratio to get into it. However, in terms of increased returns, the extra cost may be justified.
  • There are no promises about the principal. There are no assurances on your principal while investing in the stock market. If interest rates rise against you, the wrong bond fund might lose a lot of money. Long-term funds, for example, will be harmed more than short-term funds as interest rates rise. If you have to sell a bond ETF while it is down, no one will compensate you for the loss. As a result, for some savers, a CD may be a preferable option because the FDIC guarantees the principal up to a limit of $250,000 per person, per account type, at each bank.

Is it true that Vanguard bond ETFs pay dividends?

The vast majority of Vanguard’s 70+ ETFs pay dividends. Vanguard ETFs are known for having lower-than-average expense ratios in the industry. The majority of Vanguard’s ETFs pay quarterly dividends, with a few paying annual and monthly dividends.

Is it possible to lose money on a bond ETF?

  • Market transparency is lacking. Bonds are traded over-the-counter (OTC), which means they are not traded on a single exchange and have no official agreed-upon price. The market is complicated, and investors may find that different brokers offer vastly different prices for the same bond.
  • High profit margins. Broker markups on bond prices can be significant, especially for smaller investors; according to one US government research, municipal bond markups can reach 2.5 percent. The cost of investing in individual bonds can quickly pile up due to markups, bid/ask gaps, and the price of the bonds themselves.
  • Liquidity issues. Liquidity of bonds varies greatly. Some bonds are traded daily, while others are traded weekly or even monthly, and this is when markets are at their best. During times of market turmoil, some bonds may cease to trade entirely.

A bond ETF is a bond investment in the form of a stock. A bond ETF attempts to replicate the performance of a bond index. Despite the fact that these securities only contain bonds, they trade on an exchange like stocks, giving them some appealing equity-like characteristics.

Bonds and bond ETFs may have the same underlying investments, however bond ETFs’ behavior is affected by exchange trading in numerous ways:

  • Bond ETFs do not have a maturity date. Individual bonds have a definite, unchanging maturity date when investors receive their money back; each day invested brings that day closer. Bond ETFs, on the other hand, maintain a constant maturity, which is the weighted average of all the bonds in the portfolio’s maturities. Some of these bonds may be expiring or leaving the age range that a bond ETF is targeting at any given time (e.g., a one- to three-year Treasury bond ETF kicks out all bonds with less than 12 months to maturity). As a result, fresh bonds are regularly purchased and sold in order to maintain the portfolio’s maturity.
  • Even in illiquid markets, bond ETFs are liquid. Single bonds have a wide range of tradability. Some issues are traded on a daily basis, while others are only traded once a month. They may not trade at all during times of stress. Bond ETFs, on the other hand, trade on an exchange, which means they can be purchased and sold at any time during market hours, even if the underlying bonds aren’t trading.

This has real-world ramifications. According to one source, high-yield corporate bonds trade on less than half of the days each month, but the iShares iBoxx $ High Yield Corporate Bond ETF (HYG | B-64) trades millions of shares per day.

  • Bond ETFs pay a monthly dividend. One of the most appealing features of bonds is that they pay out interest to investors on a regular basis. These coupon payments are usually made every six months. Bond ETFs, on the other hand, hold a variety of issues at once, and some of the bonds in the portfolio may be paying their coupons at any one time. As a result, bond ETFs often pay interest monthly rather than semiannually, and the amount paid can fluctuate from month to month.
  • Diversification. You may own hundreds, even thousands, of bonds in an index with an ETF for a fraction of the cost of buying each issue individually. At retail prices, it’s institutional-style diversification.
  • Trading convenience. There’s no need to sift through the murky OTC markets to argue over rates. With the click of a button, you may purchase and sell bond ETFs from your regular brokerage account.
  • Bond ETFs can be bought and sold at any time during the trading day, even in foreign or smaller markets where individual securities may trade infrequently.
  • Transparency in pricing. There’s no need to guess how much your bond ETF is worth because ETF values are published openly on the market and updated every 15 seconds during the trading day.
  • More consistent revenue. Instead of six-monthly coupon payments, bond ETFs often pay interest monthly. Monthly payments provide bond ETF holders with a more consistent income stream to spend or reinvest, even if the value varies from month to month.
  • There’s no assurance that you’ll get your money back. Bond ETFs never mature, so they can’t provide the same level of security for your initial investment as actual bonds may. To put it another way, there’s no guarantee that you’ll get your money back at some point in the future.

Some ETF providers, however, have recently began creating ETFs with defined maturity dates, which hold each bond until it expires and then disperse the proceeds once all bonds have matured. Under its BulletShares brand, Guggenheim offers 16 investment-grade and high-yield corporate bond target-maturity-date ETFs with maturities ranging from 2017 to 2018; iShares offers six target-maturity-date municipal ETFs. (See “I Love BulletShares ETFs” for more information.)

  • If interest rates rise, you may lose money. Rates of interest fluctuate throughout time. Bonds’ value may fall as a result of this, and selling them could result in a loss on your initial investment. Individual bonds allow you to reduce risk by simply holding on to them until they mature, at which point you will be paid their full face value. However, because bond ETFs don’t mature, there’s little you can do to avoid the pain of rising rates.

Individual bonds are out of reach for the majority of investors. Even if it weren’t, bond ETFs provide a level of diversification, liquidity, and price transparency that single bonds can’t match, plus intraday tradability and more regular income payouts. Bond ETFs may come with some added risks, but for the ordinary investor, they’re arguably a better and more accessible option.

Do I have to pay taxes on bonds?

  • Bond funds earn interest, and your share of it is taxable as investment income. It is subject to federal and state taxes.
  • Interest on U.S. Treasury bonds may be exempt from state taxes, and municipal bond fund interest may be exempt from both federal and state taxes.
  • Annual fund gains are dispersed to shareholders and are liable to either short-term or long-term capital gains tax.
  • You will have to pay capital gains tax on any increase in the value of your fund shares when you sell them.