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iShares 0-5 Year Investment Grade Corporate Bond ETF
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- 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) | $2,062 |
| 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 % |
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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. |
| 4.3% | 8.1% | 2.1% | 2.2% | 2.2% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.42 | 88% |
| S&P500 | 0.14 | 47% |
| MSCI EAFE | 0.15 | 58% |
| MSCI Emg. Mkts. | 0.14 | 51% |
| Recent close | $49.84 |
| 30d moving avg. | $50.11 |
| Annualized volatility | 3.4% |
| Short interest (ETF) | 0.8% |
| Relative strength (RSI) | 52 |
| Avg. volume (thou.) | 295 |
| Avg. daily value traded (mns) | $15 |
| Turnover | 0.7% |
| 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 | 7.03% | -11.5% | $44.13 |
| +200 bp | 6.03% | -6.6% | $46.53 |
| +150 bp | 5.53% | -4.6% | $47.55 |
| +100 bp | 5.03% | -2.8% | $48.44 |
| +75 bp | 4.78% | -2.0% | $48.84 |
| +50 bp | 4.53% | -1.3% | $49.20 |
| +25 bp | 4.28% | -0.6% | $49.54 |
| 0 bp | 4.03% | 0% | $49.84 |
| -25 bp | 3.78% | 0.5% | $50.11 |
| -50 bp | 3.53% | 1.0% | $50.35 |
| -75 bp | 3.28% | 1.4% | $50.56 |
| -100 bp | 3.03% | 1.8% | $50.74 |
| -150 bp | 2.53% | 2.3% | $51.00 |
| -200 bp | 2.03% | 2.6% | $51.14 |
| -300 bp | 1.03% | 2.4% | $51.03 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
403 | bp |
| Less: Annual "default factor" |
15 | bp |
| Less: Expense ratio | 6 | bp |
| Equals: ALTAR Score | 3.82 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.2% |
| Corporate | 4.0% |
| Emerging Market | 5.9% |
| Government | 7.1% |
| Inflation Protected | 2.7% |
| Mortgage | 5.0% |
| Municipals | 3.2% |
| *Note: The iShares 0-5 Year Investment Grade Corporate Bond ETF is classified as a Corporate fund. | |