|
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) | $3,765 |
| 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. |
| 4.7% | 4.2% | 0.4% | 1.8% | 2.9% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.53 | 73% |
| S&P500 | 0.17 | 31% |
| MSCI EAFE | 0.17 | 42% |
| MSCI Emg. Mkts. | 0.14 | 33% |
| Recent close | $107.39 |
| 30d moving avg. | $107.51 |
| Annualized volatility | 4.0% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) | 58 |
| Avg. volume (thou.) | 114 |
| Avg. daily value traded (mns) | $12 |
| Turnover | 0.3% |
| Bid/Ask (% of price) | 0.08 |
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 | 5.78% | -10.4% | $96.25 |
| +200 bp | 4.78% | -7.3% | $99.60 |
| +150 bp | 4.28% | -5.6% | $101.41 |
| +100 bp | 3.78% | -3.8% | $103.32 |
| +75 bp | 3.53% | -2.9% | $104.30 |
| +50 bp | 3.28% | -1.9% | $105.31 |
| +25 bp | 3.03% | -1.0% | $106.34 |
| 0 bp | 2.78% | 0% | $107.39 |
| -25 bp | 2.53% | 1.0% | $108.46 |
| -50 bp | 2.28% | 2.0% | $109.56 |
| -75 bp | 2.03% | 3.1% | $110.68 |
| -100 bp | 1.78% | 4.1% | $111.82 |
| -150 bp | 1.28% | 6.3% | $114.18 |
| -200 bp | 0.78% | 8.6% | $116.62 |
| -300 bp | -0.22% | 13.4% | $121.77 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
278 | bp |
| Less: Annual "default factor" |
9 | bp |
| Less: Expense ratio | 20 | bp |
| Equals: ALTAR Score | 2.49 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.7% |
| Corporate | 3.7% |
| Emerging Market | 5.2% |
| Government | 6.9% |
| Inflation Protected | 2.0% |
| Mortgage | 4.5% |
| Municipals | 3.2% |
| *Note: The iShares Intermediate Government/Credit Bond ETF is classified as a Aggregate fund. | |