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) | $12,202 |
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% |
CVS HEALTH CORPORATIO 4.1% 3/25/25 | 0.4 % |
BNP PARIBAS S.A. 3.4% 1/09/25 | 0.4 % |
WELLS FARGO & COMPANY 3.0% 4/22/26 | 0.3 % |
CVS HEALTH CORPORATIO 4.3% 3/25/28 | 0.3 % |
PETROLEOS MEXICANOS S 6.5% 3/13/27 | 0.3 % |
HSBC HOLDINGS PLC 4.3% 3/08/26 | 0.3 % |
DIAMOND 1 FINANCE COR 6.0% 6/15/26 | 0.3 % |
ANHEUSER-BUSCH COS. L 3.7% 2/01/26 | 0.3 % |
BARCLAYS PLC 4.4% 1/12/26 | 0.3 % |
BANK OF AMERICA CORPO 3.4% 12/20/28 | 0.3 % |
TOTAL | 3.3 % |
---|
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. |
-0.1% | 5.4% | 2.0% | 2.5% | 3.7% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 1.22 | 97% |
S&P500 | 0.37 | 54% |
MSCI EAFE | 0.42 | 66% |
MSCI Emg. Mkts. | 0.37 | 53% |
Recent close | $50.41 |
30d moving avg. | $49.91 |
Annualized volatility | 8.9% |
Short interest (ETF) | 0.2% |
Relative strength (RSI) | 75 |
Avg. volume (thou.) | 2,124 |
Avg. daily value traded (mns) | $107 |
Turnover | 0.9% |
Bid/Ask (% of price) | 0.02 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
IGIB | 6.6 yrs | Category Avg.* |
4.6 yrs |
IGIB | 6.4% | Category Avg.* |
4.5% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 8.50% | -19.9% | $40.39 |
+200 bp | 7.50% | -13.1% | $43.80 |
+150 bp | 7.00% | -9.8% | $45.48 |
+100 bp | 6.50% | -6.5% | $47.14 |
+75 bp | 6.25% | -4.9% | $47.96 |
+50 bp | 6.00% | -3.2% | $48.78 |
+25 bp | 5.75% | -1.6% | $49.60 |
0 bp | 5.50% | 0% | $50.41 |
-25 bp | 5.25% | 1.6% | $51.22 |
-50 bp | 5.00% | 3.2% | $52.02 |
-75 bp | 4.75% | 4.8% | $52.82 |
-100 bp | 4.50% | 6.4% | $53.62 |
-150 bp | 4.00% | 9.5% | $55.19 |
-200 bp | 3.50% | 12.6% | $56.75 |
-300 bp | 2.50% | 18.7% | $59.82 |
*Fund Category: CORPORATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 550 | bp |
Less: Annual "default factor" | 21 | bp |
Less: Expense ratio | 4 | bp |
Equals: ALTAR Score | 5.25 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.6% |
Corporate | 4.5% |
Emerging Market | 6.2% |
Government | 4.7% |
Inflation Protected | 3.0% |
Mortgage | 5.3% |
Municipals | 3.4% |
*Note: The iShares 5-10 Year Investment Grade Corporate Bond ETF is classified as a Corporate fund. |