iShares iBoxx $ Investment Grade Corporate Bond ETF
|
- 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) | $29,091 |
Currency | USD |
Expense ratio | 14 bp |
Distributions | Monthly |
Regulation | Open-End Investment Company |
Custodian | State Street Bank & Trust Co |
Weighting | Market Cap |
Index replication | Optimized |
No. of constituents | 2650 |
No of distinct issuers | 534 |
Inflation protected | 0% |
Variable/Fixed coupon | 18% /82% |
Non-standard maturity (callable, etc.) | 84% |
0.0% // | 1.1 % |
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% // | 0.1 % |
0.0% // | 0.1 % |
0.0% // | 0.1 % |
TOTAL | 2.6 % |
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BANK OF AMERICA CORPORATION | 2.6% |
JPMORGAN CHASE & CO. | 2.4% |
MORGAN STANLEY | 2.1% |
CITIGROUP INC. | 1.8% |
WELLS FARGO & COMPANY | 1.7% |
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UNITED STATES | 84.1 % |
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UNITED KINGDOM | 3.0 % |
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CANADA | 2.5 % |
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JAPAN | 2.4 % |
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NETHERLANDS | 1.3 % |
HISTORICAL RETURNS 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
2.6% | 4.9% | -1.0% | 2.7% | 4.6% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 1.46 | 94% |
S&P500 | 0.50 | 55% |
MSCI EAFE | 0.55 | 69% |
MSCI Emg. Mkts. | 0.48 | 56% |
Recent close | $109.06 |
30d moving avg. | $107.88 |
Annualized volatility | 10.9% |
Short interest (ETF) | 15.7% |
Relative strength (RSI) | 56 |
Avg. volume (thou.) | 27,567 |
Avg. daily value traded (mns) | $3,006 |
Turnover | 10.2% |
Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
LQD | 8.9 yrs | Category Avg.* |
4.7 yrs |
LQD | 8.7% | Category Avg.* |
4.5% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 8.43% | -22.0% | $85.03 |
+200 bp | 7.43% | -15.6% | $92.07 |
+150 bp | 6.93% | -12.0% | $95.95 |
+100 bp | 6.43% | -8.2% | $100.08 |
+75 bp | 6.18% | -6.3% | $102.23 |
+50 bp | 5.93% | -4.2% | $104.45 |
+25 bp | 5.68% | -2.1% | $106.72 |
0 bp | 5.43% | 0% | $109.06 |
-25 bp | 5.18% | 2.2% | $111.46 |
-50 bp | 4.93% | 4.5% | $113.91 |
-75 bp | 4.68% | 6.8% | $116.43 |
-100 bp | 4.43% | 9.1% | $119.01 |
-150 bp | 3.93% | 14.0% | $124.35 |
-200 bp | 3.43% | 19.1% | $129.93 |
-300 bp | 2.43% | 30.0% | $141.82 |
*Fund Category: CORPORATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity ![]() |
543 | bp |
Less: Annual "default factor" ![]() |
20 | bp |
Less: Expense ratio | 14 | bp |
Equals: ALTAR Score | 5.09 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.2% |
Corporate | 4.0% |
Emerging Market | 5.7% |
Government | 7.3% |
Inflation Protected | 2.4% |
Mortgage | 5.0% |
Municipals | 3.5% |
*Note: The iShares iBoxx $ Investment Grade Corporate Bond ETF is classified as a Corporate fund. |