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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) | $100,619 |
| 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% |
 |
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. |
| -0.7% | 2.2% | 0.4% | 1.6% | 3.0% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.01 | 98% |
| S&P500 | 0.28 | 48% |
| MSCI EAFE | 0.32 | 57% |
| MSCI Emg. Mkts. | 0.29 | 50% |
| Recent close | $95.28 |
| 30d moving avg. | $95.89 |
| Annualized volatility | 7.3% |
| Short interest (ETF) | 1.1% |
| Relative strength (RSI) | 70 |
| Avg. volume (thou.) | 9,775 |
| Avg. daily value traded (mns) | $931 |
| Turnover | 0.9% |
| 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 | 7.59% | -16.8% | $79.32 |
| +200 bp | 6.59% | -12.1% | $83.78 |
| +150 bp | 6.09% | -9.4% | $86.33 |
| +100 bp | 5.59% | -6.5% | $89.10 |
| +75 bp | 5.34% | -5.0% | $90.56 |
| +50 bp | 5.09% | -3.4% | $92.08 |
| +25 bp | 4.84% | -1.7% | $93.65 |
| 0 bp | 4.59% | 0% | $95.28 |
| -25 bp | 4.34% | 1.8% | $96.96 |
| -50 bp | 4.09% | 3.6% | $98.70 |
| -75 bp | 3.84% | 5.5% | $100.48 |
| -100 bp | 3.59% | 7.4% | $102.33 |
| -150 bp | 3.09% | 11.4% | $106.18 |
| -200 bp | 2.59% | 15.7% | $110.24 |
| -300 bp | 1.59% | 24.9% | $119.01 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
459 | bp |
| Less: Annual "default factor" |
9 | bp |
| Less: Expense ratio | 3 | bp |
| Equals: ALTAR Score | 4.47 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.5% |
| Corporate | 4.5% |
| Emerging Market | 6.2% |
| Government | 4.8% |
| Inflation Protected | 3.0% |
| Mortgage | 5.2% |
| Municipals | 3.4% |
| *Note: The iShares Core U.S. Aggregate Bond ETF is classified as a Aggregate fund. | |