iShares 0-5 Year Investment Grade Corporate Bond ETF
|
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
iShares 0-5 Year Investment Grade Corporate Bond ETF is an exchange-traded fund incorporated in the USA. The Fund seeks investment results that correspond to the performance of the Markit iBoxx USD Liquid Investment Grade 0-5 Index. |
Category | Corporate |
Fund Sponsor | BlackRock Fund Advisors |
Website | www.ishares.com |
Inception date | Oct 15, 2013 |
Assets (mns) | $2,168 |
Currency | USD |
Expense ratio | 6 bp |
Distributions | Monthly |
Regulation | Open-End Investment Company |
Custodian | State Street Bank & Trust Co |
Weighting | Market Cap |
Index replication | Optimized |
No. of constituents | 2302 |
No of distinct issuers | 657 |
Inflation protected | 0% |
Variable/Fixed coupon | 15% /85% |
Non-standard maturity (callable, etc.) | 80% |
GE CAPITAL INTERNATIO 2.3% 11/15/20 | 0.4 % |
BANK OF AMERICA CORPO 3.0% 12/20/23 | 0.4 % |
CVS HEALTH CORPORATIO 3.7% 3/09/23 | 0.3 % |
EXXON MOBIL CORPORATI 2.2% 3/01/21 | 0.3 % |
MORGAN STANLEY 3.1% 1/23/23 | 0.3 % |
VERIZON COMMUNICATION 5.2% 9/15/23 | 0.3 % |
HEWLETT PACKARD ENTER 3.6% 1/15/20 | 0.3 % |
ALLERGAN FUNDING SCS 3.0% 3/12/20 | 0.2 % |
ANHEUSER-BUSCH INBEV 3.3% 2/01/23 | 0.2 % |
WELLS FARGO & COMPANY 2.2% 1/30/20 | 0.2 % |
TOTAL | 2.9 % |
---|
JPMORGAN CHASE & CO. | 2.6% |
BANK OF AMERICA CORPORATION | 2.4% |
GOLDMAN SACHS GROUP, INC. | 2.2% |
MORGAN STANLEY | 2.2% |
WELLS FARGO & COMPANY | 1.9% |
UNITED STATES | 80.3 % | |
CANADA | 5.1 % | |
JAPAN | 3.3 % | |
UNITED KINGDOM | 3.2 % | |
BRITAIN | 1.4 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
0.6% | 5.3% | 2.0% | 2.0% | 2.0% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.42 | 86% |
S&P500 | 0.12 | 41% |
MSCI EAFE | 0.14 | 58% |
MSCI Emg. Mkts. | 0.12 | 46% |
Recent close | $48.84 |
30d moving avg. | $48.49 |
Annualized volatility | 3.2% |
Short interest (ETF) | 0.0% |
Relative strength (RSI) | 71 |
Avg. volume (thou.) | 169 |
Avg. daily value traded (mns) | $8 |
Turnover | 0.4% |
Bid/Ask (% of price) | 0.02 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
SLQD | 2.4 yrs | Category Avg.* |
4.6 yrs |
SLQD | 2.3% | Category Avg.* |
4.5% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 7.95% | -11.5% | $43.24 |
+200 bp | 6.95% | -6.6% | $45.60 |
+150 bp | 6.45% | -4.6% | $46.59 |
+100 bp | 5.95% | -2.8% | $47.47 |
+75 bp | 5.70% | -2.0% | $47.86 |
+50 bp | 5.45% | -1.3% | $48.21 |
+25 bp | 5.20% | -0.6% | $48.54 |
0 bp | 4.95% | 0% | $48.84 |
-25 bp | 4.70% | 0.5% | $49.11 |
-50 bp | 4.45% | 1.0% | $49.34 |
-75 bp | 4.20% | 1.4% | $49.55 |
-100 bp | 3.95% | 1.8% | $49.72 |
-150 bp | 3.45% | 2.3% | $49.98 |
-200 bp | 2.95% | 2.6% | $50.11 |
-300 bp | 1.95% | 2.4% | $50.01 |
*Fund Category: CORPORATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 495 | bp |
Less: Annual "default factor" | 15 | bp |
Less: Expense ratio | 6 | bp |
Equals: ALTAR Score | 4.74 | % |
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 iShares 0-5 Year Investment Grade Corporate Bond ETF is classified as a Corporate fund. |