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) | $122,153 |
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% // | 2.2 % |
0.0% // | 0.5 % |
0.0% // | 0.5 % |
0.0% // | 0.5 % |
0.0% // | 0.5 % |
0.0% // | 0.5 % |
0.0% // | 0.5 % |
0.0% // | 0.5 % |
0.0% // | 0.4 % |
0.0% // | 0.4 % |
TOTAL | 6.3 % |
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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. |
2.4% | 4.1% | -1.1% | 1.6% | 3.0% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.99 | 96% |
S&P500 | 0.31 | 44% |
MSCI EAFE | 0.36 | 63% |
MSCI Emg. Mkts. | 0.32 | 52% |
Recent close | $98.67 |
30d moving avg. | $97.87 |
Annualized volatility | 7.4% |
Short interest (ETF) | 2.0% |
Relative strength (RSI) | 55 |
Avg. volume (thou.) | 9,716 |
Avg. daily value traded (mns) | $959 |
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 | 7.40% | -16.8% | $82.14 |
+200 bp | 6.40% | -12.1% | $86.76 |
+150 bp | 5.90% | -9.4% | $89.40 |
+100 bp | 5.40% | -6.5% | $92.27 |
+75 bp | 5.15% | -5.0% | $93.78 |
+50 bp | 4.90% | -3.4% | $95.36 |
+25 bp | 4.65% | -1.7% | $96.99 |
0 bp | 4.40% | 0% | $98.67 |
-25 bp | 4.15% | 1.8% | $100.41 |
-50 bp | 3.90% | 3.6% | $102.21 |
-75 bp | 3.65% | 5.5% | $104.06 |
-100 bp | 3.40% | 7.4% | $105.97 |
-150 bp | 2.90% | 11.4% | $109.95 |
-200 bp | 2.40% | 15.7% | $114.16 |
-300 bp | 1.40% | 24.9% | $123.25 |
*Fund Category: AGGREGATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity ![]() |
440 | bp |
Less: Annual "default factor" ![]() |
9 | bp |
Less: Expense ratio | 3 | bp |
Equals: ALTAR Score | 4.28 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.2% |
Corporate | 4.0% |
Emerging Market | 5.7% |
Government | 7.4% |
Inflation Protected | 2.4% |
Mortgage | 5.0% |
Municipals | 3.5% |
*Note: The iShares Core U.S. Aggregate Bond ETF is classified as a Aggregate fund. |