iShares ESG Aware USD Corporate Bond ETF
|
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
The iShares ESG USD Corporate Bond ETF tracks an index of US dollar-denominated corporate debt. Holdings are selected and weighted according to ESG business practices. |
Category | Corporate |
Fund Sponsor | BlackRock |
Website | www.ishares.com |
Inception date | Jul 11, 2017 |
Assets (mns) | $1,009 |
Currency | USD |
Expense ratio | 18 bp |
Distributions | Monthly |
Regulation | Open-Ended Fund |
Custodian | |
Weighting | Principles-based |
Index replication |
No. of constituents | 3814 |
No of distinct issuers | 834 |
Inflation protected | 0% |
Variable/Fixed coupon | 12% /88% |
Non-standard maturity (callable, etc.) | 76% |
COMPASS BANK 2.9% 6/29/22 | 1.2 % |
CUMMINS INC. 3.7% 1/01/23 | 0.8 % |
ORANGE SA 4.1% 9/14/21 | 0.8 % |
BAKER HUGHES, A GE CO 2.8% 12/15/22 | 0.7 % |
BANCO BILBAO VIZCAYA 3.0% 1/20/20 | 0.7 % |
COMMONWEALTH BANK OF 2.6% 3/15/21 | 0.7 % |
3M COMPANY 1.6% 9/19/21 | 0.7 % |
RELX CAPITAL, INC. 3.5% 3/16/23 | 0.7 % |
STATE STREET CORPORAT 3.6% 8/18/25 | 0.6 % |
BUNGE LTD. FINANCE CO 3.5% 11/24/20 | 0.6 % |
TOTAL | 7.7 % |
---|
BANK OF AMERICA CORPORATION | 1.9% |
MORGAN STANLEY | 1.5% |
JPMORGAN CHASE & CO. | 1.3% |
HSBC HOLDINGS PLC | 1.2% |
DIAGEO CAPITAL PLC | 1.2% |
UNITED STATES | 81.4 % | |
CANADA | 4.0 % | |
UNITED KINGDOM | 3.7 % | |
IRELAND | 1.4 % | |
BRITAIN | 1.3 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
-0.5% | 4.8% | 1.4% | -- | 1.6% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 1.31 | 96% |
S&P500 | 0.41 | 58% |
MSCI EAFE | 0.46 | 67% |
MSCI Emg. Mkts. | 0.41 | 56% |
Recent close | $22.63 |
30d moving avg. | $22.32 |
Annualized volatility | 9.6% |
Short interest (ETF) | 0.2% |
Relative strength (RSI) | 75 |
Avg. volume (thou.) | 183 |
Avg. daily value traded (mns) | $4 |
Turnover | 0.4% |
Bid/Ask (% of price) | 0.05 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
SUSC | 7.5 yrs | Category Avg.* |
4.6 yrs |
SUSC | 7.3% | Category Avg.* |
4.5% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 8.55% | -19.5% | $18.21 |
+200 bp | 7.55% | -13.6% | $19.56 |
+150 bp | 7.05% | -10.4% | $20.28 |
+100 bp | 6.55% | -7.0% | $21.04 |
+75 bp | 6.30% | -5.3% | $21.42 |
+50 bp | 6.05% | -3.6% | $21.82 |
+25 bp | 5.80% | -1.8% | $22.22 |
0 bp | 5.55% | 0% | $22.63 |
-25 bp | 5.30% | 1.8% | $23.05 |
-50 bp | 5.05% | 3.7% | $23.47 |
-75 bp | 4.80% | 5.6% | $23.90 |
-100 bp | 4.55% | 7.6% | $24.34 |
-150 bp | 4.05% | 11.5% | $25.24 |
-200 bp | 3.55% | 15.7% | $26.17 |
-300 bp | 2.55% | 24.3% | $28.12 |
*Fund Category: CORPORATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 555 | bp |
Less: Annual "default factor" | 20 | bp |
Less: Expense ratio | 18 | bp |
Equals: ALTAR Score | 5.17 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.5% |
Corporate | 4.4% |
Emerging Market | 6.2% |
Government | 4.9% |
Inflation Protected | 3.0% |
Mortgage | 5.2% |
Municipals | 3.4% |
*Note: The iShares ESG Aware USD Corporate Bond ETF is classified as a Corporate fund. |