|
iShares 5-10 Year Investment Grade Corporate Bond ETF
|
|||||||||||||||||
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| IGIB tracks a market-value-weighted index of USD-denominated, investment grade corporate debt with maturities between 5-10 years. |
| Category | Corporate |
| Fund Sponsor | Blackrock |
| Website | www.ishares.com |
| Inception date | Jan 05, 2007 |
| Assets (mns) | $16,681 |
| Currency | USD |
| Expense ratio | 4 bp |
| Distributions | Monthly |
| Regulation | Open-Ended Fund |
| Custodian | |
| Weighting | Market Value |
| Index replication |
| No. of constituents | 2626 |
| No of distinct issuers | 1119 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 21% /79% |
| Non-standard maturity (callable, etc.) | 91% |
| 0.0% // | 0.7 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| 0.0% // | 0.2 % |
| TOTAL | 2.6 % |
|---|
| BANK OF AMERICA CORPORATION | 2.3% |
| JPMORGAN CHASE & CO. | 2.2% |
| MORGAN STANLEY | 1.7% |
| CITIGROUP INC. | 1.4% |
| HSBC HOLDINGS PLC | 1.2% |
 |
UNITED STATES | 74.8 % |
 |
UNITED KINGDOM | 3.8 % |
 |
JAPAN | 2.8 % |
 |
CANADA | 2.3 % |
 |
NETHERLANDS | 1.9 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 9.8% | 8.0% | 1.0% | 3.3% | 4.0% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.02 | 91% |
| S&P500 | 0.08 | 9% |
| MSCI EAFE | 0.12 | 15% |
| MSCI Emg. Mkts. | 0.07 | 6% |
| Recent close | $53.79 |
| 30d moving avg. | $53.68 |
| Annualized volatility | 7.3% |
| Short interest (ETF) | 0.7% |
| Relative strength (RSI) | 55 |
| Avg. volume (thou.) | 3,083 |
| Avg. daily value traded (mns) | $166 |
| Turnover | 1.0% |
| Bid/Ask (% of price) | 0.02 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| IGIB | 6.6 yrs | Category Avg.* |
4.7 yrs |
| IGIB | 6.4% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.38% | -19.9% | $43.10 |
| +200 bp | 6.38% | -13.1% | $46.74 |
| +150 bp | 5.88% | -9.8% | $48.53 |
| +100 bp | 5.38% | -6.5% | $50.30 |
| +75 bp | 5.13% | -4.9% | $51.18 |
| +50 bp | 4.88% | -3.2% | $52.05 |
| +25 bp | 4.63% | -1.6% | $52.92 |
| 0 bp | 4.38% | 0% | $53.79 |
| -25 bp | 4.13% | 1.6% | $54.65 |
| -50 bp | 3.88% | 3.2% | $55.51 |
| -75 bp | 3.63% | 4.8% | $56.36 |
| -100 bp | 3.38% | 6.4% | $57.21 |
| -150 bp | 2.88% | 9.5% | $58.89 |
| -200 bp | 2.38% | 12.6% | $60.56 |
| -300 bp | 1.38% | 18.7% | $63.84 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
438 | bp |
| Less: Annual "default factor" |
21 | bp |
| Less: Expense ratio | 4 | bp |
| Equals: ALTAR Score | 4.13 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.9% |
| Corporate | 3.8% |
| Emerging Market | 5.2% |
| Government | 7.3% |
| Inflation Protected | 2.2% |
| Mortgage | 4.6% |
| Municipals | 3.2% |
| *Note: The iShares 5-10 Year Investment Grade Corporate Bond ETF is classified as a Corporate fund. | |