|
BlackRock Short Duration Bond ETF
|
|||||||||||||||||
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| iShares Short Maturity Bond ETF is an exchange-traded fund incorporated in the USA. The ETF is a multi-sector bond fund with an average duration of less than one year. |
| Category | Aggregate |
| Fund Sponsor | BlackRock Fund Advisors |
| Website | www.ishares.com |
| Inception date | Sep 25, 2013 |
| Assets (mns) | $3,005 |
| Currency | USD |
| Expense ratio | 25 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Not Applicable |
| No. of constituents | 302 |
| No of distinct issuers | 212 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 74% /26% |
| Non-standard maturity (callable, etc.) | 58% |
| 0.0% /00/00 | 5.9 % |
| UNITED STATES TREASUR 1.0% 11/15/19 | 2.3 % |
| CHARTER COMMUNICATION 3.6% 7/23/20 | 1.3 % |
| CVS HEALTH CORPORATIO 2.8% 7/20/20 | 1.0 % |
| ABBVIE INC. 2.5% 5/14/20 | 0.9 % |
| AMERICAN EXPRESS CRED 1.8% 11/15/22 | 0.9 % |
| ALLERGAN FUNDING SCS 3.0% 3/12/20 | 0.8 % |
| GENERAL MOTORS FINANC 3.2% 7/13/20 | 0.8 % |
| SHIRE ACQUISITIONS IN 1.9% 9/23/19 | 0.8 % |
| 0.0% 11/15/20 | 0.7 % |
| TOTAL | 15.4 % |
|---|
| ACTAVIS FUNDING SCS | 1.7% |
| MORGAN STANLEY | 1.6% |
| JPMORGAN CHASE & CO. | 1.1% |
| FORD MOTOR CREDIT COMPANY LLC | 1.1% |
| HEWLETT PACKARD ENTERPRISE COMPANY | 1.0% |
 |
UNITED STATES | 41.5 % |
 |
7.8 % | |
 |
CANADA | 2.2 % |
 |
BRITAIN | 2.1 % |
 |
LUXEMBOURG | 1.7 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 0.7% | 7.6% | 2.6% | 2.0% | 2.0% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.10 | 27% |
| S&P500 | 0.02 | 7% |
| MSCI EAFE | 0.03 | 15% |
| MSCI Emg. Mkts. | 0.03 | 16% |
| Recent close | $50.08 |
| 30d moving avg. | $50.13 |
| Annualized volatility | 1.4% |
| Short interest (ETF) | 0.3% |
| Relative strength (RSI) | 61 |
| Avg. volume (thou.) | 369 |
| Avg. daily value traded (mns) | $18 |
| Turnover | 0.6% |
| Bid/Ask (% of price) | 0.02 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| NEAR | 1.2 yrs | Category Avg.* |
4.8 yrs |
| NEAR | 1.2% | Category Avg.* |
4.7% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 4.96% | -2.4% | $48.89 |
| +200 bp | 3.96% | -1.9% | $49.15 |
| +150 bp | 3.46% | -1.5% | $49.33 |
| +100 bp | 2.96% | -1.1% | $49.55 |
| +75 bp | 2.71% | -0.8% | $49.67 |
| +50 bp | 2.46% | -0.6% | $49.80 |
| +25 bp | 2.21% | -0.3% | $49.93 |
| 0 bp | 1.96% | 0% | $50.08 |
| -25 bp | 1.71% | 0.3% | $50.23 |
| -50 bp | 1.46% | 0.6% | $50.40 |
| -75 bp | 1.21% | 1.0% | $50.57 |
| -100 bp | 0.96% | 1.3% | $50.75 |
| -150 bp | 0.46% | 2.1% | $51.14 |
| -200 bp | -0.04% | 2.9% | $51.56 |
| -300 bp | -1.04% | 4.8% | $52.50 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
196 | bp |
| Less: Annual "default factor" |
15 | bp |
| Less: Expense ratio | 25 | bp |
| Equals: ALTAR Score | 1.56 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.6% |
| Corporate | 4.5% |
| Emerging Market | 6.3% |
| Government | 4.7% |
| Inflation Protected | 3.0% |
| Mortgage | 5.3% |
| Municipals | 3.4% |
| *Note: The BlackRock Short Duration Bond ETF is classified as a Aggregate fund. | |