The fund aims to replicate the investment results, net of expenses, of the Nasdaq BulletShares® USD High Yield Corporate Bond 2021 Index. It generally dedicates a minimum of 80% of its total capital to the securities comprising this benchmark. The index itself measures the performance of a portfolio consisting of U.S. dollar-denominated high-yield corporate bonds, commonly known as "junk bonds," all of which have maturity dates in the year 2021.