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iShares Intermediate Government/Credit Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| iShares Intermediate Government/Credit Bond ETF is an exchange-traded fund incorporated in the USA. The ETF seeks to track the investment results of an index composed of U.S. dollar-denominated government, government-related and investment-grade U.S. corporate bonds with remaining maturities between one and ten years. |
| Category | Aggregate |
| Fund Sponsor | BlackRock Fund Advisors |
| Website | www.ishares.com |
| Inception date | Jan 05, 2007 |
| Assets (mns) | $3,372 |
| Currency | USD |
| Expense ratio | 20 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Full |
| No. of constituents | 2689 |
| No of distinct issuers | 841 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 8% /92% |
| Non-standard maturity (callable, etc.) | 24% |
| 0.0% // | 0.8 % |
| 0.0% // | 0.8 % |
| 0.0% // | 0.8 % |
| 0.0% // | 0.7 % |
| 0.0% // | 0.7 % |
| 0.0% // | 0.7 % |
| 0.0% // | 0.7 % |
| 0.0% // | 0.7 % |
| 0.0% // | 0.7 % |
| 0.0% // | 0.7 % |
| TOTAL | 7.5 % |
|---|
| U.S. TREASURY | 55.9% |
| FEDERAL NATIONAL MORTGAGE ASSOCIAT... | 1.0% |
| EUROPEAN INVESTMENT BANK | 0.8% |
| FREDDIE MAC | 0.8% |
| MORGAN STANLEY | 0.6% |
 |
United States | 87.6 % |
 |
BRITAIN | 1.3 % |
 |
CANADA | 1.2 % |
 |
SUPRA-NATIONAL | 1.2 % |
 |
GERMANY | 1.1 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 2.8% | 4.7% | 0.1% | 1.7% | 2.8% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.61 | 91% |
| S&P500 | 0.18 | 38% |
| MSCI EAFE | 0.21 | 55% |
| MSCI Emg. Mkts. | 0.18 | 44% |
| Recent close | $106.00 |
| 30d moving avg. | $105.56 |
| Annualized volatility | 4.6% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 57 |
| Avg. volume (thou.) | 112 |
| Avg. daily value traded (mns) | $12 |
| Turnover | 0.4% |
| Bid/Ask (% of price) | 0.06 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| GVI | 4.0 yrs | Category Avg.* |
4.8 yrs |
| GVI | 4.0% | Category Avg.* |
4.7% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 6.37% | -10.4% | $95.00 |
| +200 bp | 5.37% | -7.3% | $98.31 |
| +150 bp | 4.87% | -5.6% | $100.10 |
| +100 bp | 4.37% | -3.8% | $101.98 |
| +75 bp | 4.12% | -2.9% | $102.95 |
| +50 bp | 3.87% | -1.9% | $103.95 |
| +25 bp | 3.62% | -1.0% | $104.96 |
| 0 bp | 3.37% | 0% | $106.00 |
| -25 bp | 3.12% | 1.0% | $107.06 |
| -50 bp | 2.87% | 2.0% | $108.14 |
| -75 bp | 2.62% | 3.1% | $109.25 |
| -100 bp | 2.37% | 4.1% | $110.38 |
| -150 bp | 1.87% | 6.3% | $112.70 |
| -200 bp | 1.37% | 8.6% | $115.11 |
| -300 bp | 0.37% | 13.4% | $120.19 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
337 | bp |
| Less: Annual "default factor" |
9 | bp |
| Less: Expense ratio | 20 | bp |
| Equals: ALTAR Score | 3.08 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.2% |
| Corporate | 4.0% |
| Emerging Market | 5.7% |
| Government | 7.2% |
| Inflation Protected | 2.4% |
| Mortgage | 5.0% |
| Municipals | 3.5% |
| *Note: The iShares Intermediate Government/Credit Bond ETF is classified as a Aggregate fund. | |