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iShares iBoxx Invest. Grade Corp Bond
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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 26, 2002 |
| Assets (mns) | $34,952 |
| 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 | 2083 |
| No of distinct issuers | 482 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 8% /92% |
| Non-standard maturity (callable, etc.) | 64% |
| 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 | 2.1% |
| JPMORGAN CHASE & CO. | 2.0% |
| COMCAST CORPORATION | 1.9% |
| MORGAN STANLEY | 1.9% |
| AT&T INC. | 1.7% |
 |
UNITED STATES | 83.3 % |
 |
BRITAIN | 3.4 % |
 |
UNITED KINGDOM | 2.2 % |
 |
NETHERLANDS | 2.0 % |
 |
JAPAN | 1.8 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 15.7% | 15.0% | 5.0% | 5.7% | 5.9% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.45 | 80% |
| S&P500 | 0.07 | 2% |
| MSCI EAFE | 0.14 | 8% |
| MSCI Emg. Mkts. | 0.11 | 9% |
| Recent close | $127.07 |
| 30d moving avg. | $126.83 |
| Annualized volatility | 5.4% |
| Short interest (ETF) | 9.3% |
| Relative strength (RSI) | 55 |
| Avg. volume (thou.) | 11,273 |
| Avg. daily value traded (mns) | $1,432 |
| Turnover | 4.0% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| LQD | 9.2 yrs | Category Avg.* |
4.6 yrs |
| LQD | 9.1% | Category Avg.* |
4.6% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 6.06% | -19.5% | $102.34 |
| +200 bp | 5.06% | -14.7% | $108.39 |
| +150 bp | 4.56% | -11.7% | $112.24 |
| +100 bp | 4.06% | -8.2% | $116.63 |
| +75 bp | 3.81% | -6.3% | $119.04 |
| +50 bp | 3.56% | -4.3% | $121.58 |
| +25 bp | 3.31% | -2.2% | $124.26 |
| 0 bp | 3.06% | 0% | $127.07 |
| -25 bp | 2.81% | 2.3% | $130.02 |
| -50 bp | 2.56% | 4.8% | $133.11 |
| -75 bp | 2.31% | 7.3% | $136.34 |
| -100 bp | 2.06% | 9.9% | $139.70 |
| -150 bp | 1.56% | 15.6% | $146.84 |
| -200 bp | 1.06% | 21.6% | $154.52 |
| -300 bp | 0.06% | 35.0% | $171.54 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
306 | bp |
| Less: Annual "default factor" |
21 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 2.70 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.4% |
| Emerging Market | 3.6% |
| Government | 1.7% |
| Inflation Protected | 1.8% |
| Mortgage | 2.8% |
| Municipals | 2.3% |
| *Note: The iShares iBoxx Invest. Grade Corp Bond is classified as a Corporate fund. | |