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iShares Core U.S. Aggregate Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| iShares Core Total U.S. Bond Market ETF is an exchange-traded fund incorporated in the USA. The ETF seeks to track the investment results of an index composed of the total U.S. investment-grade bond market. |
| Category | Aggregate |
| Fund Sponsor | BlackRock Fund Advisors |
| Website | www.ishares.com |
| Inception date | Sep 22, 2003 |
| Assets (mns) | $118,764 |
| Currency | USD |
| Expense ratio | 3 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Optimized |
| No. of constituents | 6712 |
| No of distinct issuers | 1611 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 11% /89% |
| Non-standard maturity (callable, etc.) | 48% |
| 0.0% /00/00 | 4.7 % |
| GNMA II TBA 30YR 4.0% 8/01/48 | 0.7 % |
| UNITED STATES TREASUR 2.0% 11/30/20 | 0.7 % |
| UNITED STATES TREASUR 2.5% 5/15/24 | 0.6 % |
| UNITED STATES TREASUR 1.5% 8/15/26 | 0.6 % |
| UNITED STATES TREASUR 5.3% 2/15/29 | 0.5 % |
| UNITED STATES TREASUR 1.9% 1/31/22 | 0.5 % |
| UNITED STATES TREASUR 2.1% 8/31/20 | 0.5 % |
| UNITED STATES TREASUR 2.8% 4/30/23 | 0.5 % |
| UNITED STATES TREASUR 3.6% 2/15/21 | 0.5 % |
| TOTAL | 9.8 % |
|---|
| U.S. TREASURY | 37.1% |
| FANNIE MAE | 11.7% |
| FREDDIE MAC | 7.7% |
| GINNIE MAE | 6.8% |
| FEDERAL NATIONAL MORTGAGE ASSOCIAT... | 0.4% |
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UNITED STATES | 87.6 % |
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BRITAIN | 0.9 % |
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CANADA | 0.9 % |
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SUPRA-NATIONAL | 0.6 % |
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GERMANY | 0.5 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 1.9% | 10.5% | -0.1% | 1.5% | 3.1% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.01 | 98% |
| S&P500 | 0.32 | 50% |
| MSCI EAFE | 0.34 | 58% |
| MSCI Emg. Mkts. | 0.33 | 54% |
| Recent close | $97.79 |
| 30d moving avg. | $99.80 |
| Annualized volatility | 7.8% |
| Short interest (ETF) | 1.8% |
| Relative strength (RSI) | 42 |
| Avg. volume (thou.) | 9,144 |
| Avg. daily value traded (mns) | $894 |
| Turnover | 0.8% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| AGG | 7.0 yrs | Category Avg.* |
4.8 yrs |
| AGG | 6.9% | Category Avg.* |
4.7% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.37% | -16.8% | $81.41 |
| +200 bp | 6.37% | -12.1% | $85.98 |
| +150 bp | 5.87% | -9.4% | $88.60 |
| +100 bp | 5.37% | -6.5% | $91.44 |
| +75 bp | 5.12% | -5.0% | $92.95 |
| +50 bp | 4.87% | -3.4% | $94.51 |
| +25 bp | 4.62% | -1.7% | $96.12 |
| 0 bp | 4.37% | 0% | $97.79 |
| -25 bp | 4.12% | 1.8% | $99.52 |
| -50 bp | 3.87% | 3.6% | $101.30 |
| -75 bp | 3.62% | 5.5% | $103.13 |
| -100 bp | 3.37% | 7.4% | $105.02 |
| -150 bp | 2.87% | 11.4% | $108.97 |
| -200 bp | 2.37% | 15.7% | $113.14 |
| -300 bp | 1.37% | 24.9% | $122.15 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
437 | bp |
| Less: Annual "default factor" |
9 | bp |
| Less: Expense ratio | 3 | bp |
| Equals: ALTAR Score | 4.25 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.2% |
| Corporate | 4.0% |
| Emerging Market | 5.9% |
| Government | 7.1% |
| Inflation Protected | 2.7% |
| Mortgage | 5.0% |
| Municipals | 3.2% |
| *Note: The iShares Core U.S. Aggregate Bond ETF is classified as a Aggregate fund. | |