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iShares iBoxx $ Investment Grade Corporate Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| iShares iBoxx $ Investment Grade Corporate 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, investment-grade corporate bonds. |
| Category | Corporate |
| Fund Sponsor | BlackRock Fund Advisors |
| Website | www.ishares.com |
| Inception date | Jul 22, 2002 |
| Assets (mns) | $57,881 |
| Currency | USD |
| Expense ratio | 15 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Optimized |
| No. of constituents | 2266 |
| No of distinct issuers | 493 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 11% /89% |
| Non-standard maturity (callable, etc.) | 73% |
| GE CAPITAL INTERNATIO 4.4% 11/15/35 | 0.4 % |
| ANHEUSER-BUSCH COS. L 4.9% 2/01/46 | 0.4 % |
| CVS HEALTH CORPORATIO 4.3% 3/25/28 | 0.3 % |
| 0.0% /00/00 | 0.3 % |
| VERIZON COMMUNICATION 4.3% 9/21/28 | 0.3 % |
| CVS HEALTH CORPORATIO 5.1% 3/25/48 | 0.3 % |
| ANHEUSER-BUSCH COS. L 3.7% 2/01/26 | 0.2 % |
| GOLDMAN SACHS GROUP, 6.8% 1/01/37 | 0.2 % |
| CVS HEALTH CORPORATIO 3.7% 3/09/23 | 0.2 % |
| UNITED STATES TREASUR 2.1% 3/31/24 | 0.2 % |
| TOTAL | 2.8 % |
|---|
| BANK OF AMERICA CORPORATION | 2.2% |
| JPMORGAN CHASE & CO. | 2.1% |
| WELLS FARGO & COMPANY | 2.1% |
| COMCAST CORPORATION | 2.1% |
| AT&T INC. | 1.8% |
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UNITED STATES | 84.4 % |
 |
BRITAIN | 2.5 % |
 |
UNITED KINGDOM | 2.3 % |
 |
NETHERLANDS | 1.8 % |
 |
JAPAN | 1.7 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 9.7% | 14.8% | 7.0% | 6.1% | 6.2% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.60 | 55% |
| S&P500 | 0.22 | 27% |
| MSCI EAFE | 0.24 | 29% |
| MSCI Emg. Mkts. | 0.20 | 33% |
| Recent close | $139.15 |
| 30d moving avg. | $136.72 |
| Annualized volatility | 7.1% |
| Short interest (ETF) | 6.1% |
| Relative strength (RSI) | 79 |
| Avg. volume (thou.) | 9,988 |
| Avg. daily value traded (mns) | $1,390 |
| Turnover | 2.4% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| LQD | 10.0 yrs | Category Avg.* |
5.1 yrs |
| LQD | 9.9% | Category Avg.* |
5.0% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 4.95% | -20.7% | $110.34 |
| +200 bp | 3.95% | -15.8% | $117.16 |
| +150 bp | 3.45% | -12.6% | $121.61 |
| +100 bp | 2.95% | -8.9% | $126.76 |
| +75 bp | 2.70% | -6.9% | $129.60 |
| +50 bp | 2.45% | -4.7% | $132.61 |
| +25 bp | 2.20% | -2.4% | $135.79 |
| 0 bp | 1.95% | 0% | $139.15 |
| -25 bp | 1.70% | 2.5% | $142.68 |
| -50 bp | 1.45% | 5.2% | $146.39 |
| -75 bp | 1.20% | 8.0% | $150.27 |
| -100 bp | 0.95% | 10.9% | $154.32 |
| -150 bp | 0.45% | 17.1% | $162.95 |
| -200 bp | -0.05% | 23.8% | $172.27 |
| -300 bp | -1.05% | 38.7% | $193.01 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
195 | bp |
| Less: Annual "default factor" |
20 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 1.60 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.0% |
| Corporate | 1.4% |
| Emerging Market | 3.4% |
| Government | 0.4% |
| Inflation Protected | 0.6% |
| Mortgage | 2.5% |
| Municipals | 2.0% |
| *Note: The iShares iBoxx $ Investment Grade Corporate Bond ETF is classified as a Corporate fund. | |