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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) | $3,416 |
| 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. |
| 2.8% | 8.0% | 0.8% | 1.6% | 2.8% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.63 | 93% |
| S&P500 | 0.19 | 43% |
| MSCI EAFE | 0.20 | 51% |
| MSCI Emg. Mkts. | 0.19 | 46% |
| Recent close | $104.60 |
| 30d moving avg. | $106.05 |
| Annualized volatility | 5.0% |
| Short interest (ETF) | 0.4% |
| Relative strength (RSI) | 44 |
| Avg. volume (thou.) | 178 |
| Avg. daily value traded (mns) | $19 |
| Turnover | 0.5% |
| 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 | 6.57% | -10.4% | $93.75 |
| +200 bp | 5.57% | -7.3% | $97.01 |
| +150 bp | 5.07% | -5.6% | $98.78 |
| +100 bp | 4.57% | -3.8% | $100.63 |
| +75 bp | 4.32% | -2.9% | $101.59 |
| +50 bp | 4.07% | -1.9% | $102.57 |
| +25 bp | 3.82% | -1.0% | $103.58 |
| 0 bp | 3.57% | 0% | $104.60 |
| -25 bp | 3.32% | 1.0% | $105.65 |
| -50 bp | 3.07% | 2.0% | $106.72 |
| -75 bp | 2.82% | 3.1% | $107.81 |
| -100 bp | 2.57% | 4.1% | $108.92 |
| -150 bp | 2.07% | 6.3% | $111.21 |
| -200 bp | 1.57% | 8.6% | $113.59 |
| -300 bp | 0.57% | 13.4% | $118.61 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
357 | bp |
| Less: Annual "default factor" |
9 | bp |
| Less: Expense ratio | 20 | bp |
| Equals: ALTAR Score | 3.28 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.2% |
| Corporate | 4.0% |
| Emerging Market | 5.9% |
| Government | 7.1% |
| Inflation Protected | 2.7% |
| Mortgage | 5.0% |
| Municipals | 3.2% |
| *Note: The iShares Intermediate Government/Credit Bond ETF is classified as a Aggregate fund. | |