iShares Intermediate Government/Credit Bond ETF
|
- 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) | $3,174 |
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% |
UNITED STATES TREASUR 2.8% 2/15/28 | 1.6 % |
UNITED STATES TREASUR 2.1% 2/29/24 | 1.5 % |
UNITED STATES TREASUR 2.3% 8/15/27 | 1.5 % |
UNITED STATES TREASUR 1.4% 6/30/23 | 1.4 % |
UNITED STATES TREASUR 2.1% 3/31/24 | 1.3 % |
UNITED STATES TREASUR 2.0% 8/31/21 | 1.3 % |
UNITED STATES TREASUR 2.3% 11/15/27 | 1.2 % |
UNITED STATES TREASUR 5.3% 11/15/28 | 1.1 % |
UNITED STATES TREASUR 1.8% 5/15/23 | 1.1 % |
UNITED STATES TREASUR 7.9% 2/15/21 | 1.0 % |
TOTAL | 12.9 % |
---|
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. |
-1.0% | 4.6% | 1.1% | 1.4% | 2.7% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.64 | 97% |
S&P500 | 0.17 | 42% |
MSCI EAFE | 0.20 | 54% |
MSCI Emg. Mkts. | 0.18 | 46% |
Recent close | $103.98 |
30d moving avg. | $102.62 |
Annualized volatility | 4.7% |
Short interest (ETF) | 0.1% |
Relative strength (RSI) | 71 |
Avg. volume (thou.) | 126 |
Avg. daily value traded (mns) | $13 |
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 | 6.70% | -10.4% | $93.19 |
+200 bp | 5.70% | -7.3% | $96.44 |
+150 bp | 5.20% | -5.6% | $98.19 |
+100 bp | 4.70% | -3.8% | $100.04 |
+75 bp | 4.45% | -2.9% | $100.99 |
+50 bp | 4.20% | -1.9% | $101.96 |
+25 bp | 3.95% | -1.0% | $102.96 |
0 bp | 3.70% | 0% | $103.98 |
-25 bp | 3.45% | 1.0% | $105.02 |
-50 bp | 3.20% | 2.0% | $106.08 |
-75 bp | 2.95% | 3.1% | $107.17 |
-100 bp | 2.70% | 4.1% | $108.27 |
-150 bp | 2.20% | 6.3% | $110.55 |
-200 bp | 1.70% | 8.6% | $112.91 |
-300 bp | 0.70% | 13.4% | $117.90 |
*Fund Category: AGGREGATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 370 | bp |
Less: Annual "default factor" | 9 | bp |
Less: Expense ratio | 20 | bp |
Equals: ALTAR Score | 3.41 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.3% |
Corporate | 4.2% |
Emerging Market | 6.0% |
Government | 4.2% |
Inflation Protected | 2.8% |
Mortgage | 5.0% |
Municipals | 3.3% |
*Note: The iShares Intermediate Government/Credit Bond ETF is classified as a Aggregate fund. |