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BlackRock Short Duration Bond ETF
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- 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) | $3,207 |
| 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% // | 5.3 % |
| 0.0% // | 3.9 % |
| 0.0% // | 3.9 % |
| 0.0% // | 3.9 % |
| 0.0% // | 3.0 % |
| 0.0% // | 2.9 % |
| 0.0% // | 2.9 % |
| 0.0% // | 2.8 % |
| 0.0% // | 2.0 % |
| 0.0% // | 1.4 % |
| TOTAL | 31.9 % |
|---|
| 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. |
| 3.8% | 4.1% | 3.5% | 2.6% | 2.3% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.12 | 24% |
| S&P500 | 0.02 | 4% |
| MSCI EAFE | 0.03 | 10% |
| MSCI Emg. Mkts. | 0.03 | 8% |
| Recent close | $51.33 |
| 30d moving avg. | $51.14 |
| Annualized volatility | 1.5% |
| Short interest (ETF) | 0.5% |
| Relative strength (RSI) | 70 |
| Avg. volume (thou.) | 521 |
| Avg. daily value traded (mns) | $27 |
| Turnover | 0.8% |
| 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 | 2.88% | -2.4% | $50.11 |
| +200 bp | 1.88% | -1.9% | $50.38 |
| +150 bp | 1.38% | -1.5% | $50.56 |
| +100 bp | 0.88% | -1.1% | $50.78 |
| +75 bp | 0.63% | -0.8% | $50.91 |
| +50 bp | 0.38% | -0.6% | $51.04 |
| +25 bp | 0.13% | -0.3% | $51.18 |
| 0 bp | -0.12% | 0% | $51.33 |
| -25 bp | -0.37% | 0.3% | $51.49 |
| -50 bp | -0.62% | 0.6% | $51.66 |
| -75 bp | -0.87% | 1.0% | $51.83 |
| -100 bp | -1.12% | 1.3% | $52.02 |
| -150 bp | -1.62% | 2.1% | $52.41 |
| -200 bp | -2.12% | 2.9% | $52.84 |
| -300 bp | -3.12% | 4.8% | $53.81 |
*Fund Category: AGGREGATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
-12 | bp |
| Less: Annual "default factor" |
15 | bp |
| Less: Expense ratio | 25 | bp |
| Equals: ALTAR Score | -0.52 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.7% |
| Corporate | 3.7% |
| Emerging Market | 5.3% |
| Government | 6.8% |
| Inflation Protected | 2.0% |
| Mortgage | 4.5% |
| Municipals | 3.1% |
| *Note: The BlackRock Short Duration Bond ETF is classified as a Aggregate fund. | |