iShares ESG Aware 1-5 Year USD Corporate Bond ETF
|
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
The iShares ESG 1-5 Year Corporate Bond ETF tracks an index of US dollar-denominated short-term corporate debt. Holdings are selected and weighted according to ESG business practices. |
Category | Corporate |
Fund Sponsor | BlackRock |
Website | www.ishares.com |
Inception date | Jul 11, 2017 |
Assets (mns) | $859 |
Currency | USD |
Expense ratio | 12 bp |
Distributions | Monthly |
Regulation | Open-Ended Fund |
Custodian | |
Weighting | Principles-based |
Index replication |
No. of constituents | 1320 |
No of distinct issuers | 507 |
Inflation protected | 0% |
Variable/Fixed coupon | 21% /79% |
Non-standard maturity (callable, etc.) | 83% |
KELLOGG COMPANY 4.0% 12/15/20 | 1.1 % |
BANCO BILBAO VIZCAYA 3.0% 1/20/20 | 1.1 % |
BAKER HUGHES, A GE CO 2.8% 12/15/22 | 1.0 % |
BEST BUY CO., INC. 5.5% 3/15/21 | 1.0 % |
BUNGE LTD. FINANCE CO 3.0% 9/25/22 | 1.0 % |
ORANGE SA 4.1% 9/14/21 | 1.0 % |
WPP FINANCE 2010 4.8% 11/21/21 | 0.9 % |
ROCKWELL COLLINS, INC 2.8% 3/15/22 | 0.9 % |
CANADIAN IMPERIAL BAN 3.5% 9/13/23 | 0.9 % |
GE CAPITAL INTERNATIO 2.3% 11/15/20 | 0.9 % |
TOTAL | 9.7 % |
---|
BANK OF AMERICA CORPORATION | 2.9% |
MORGAN STANLEY | 2.8% |
JPMORGAN CHASE & CO. | 2.4% |
BANK OF NOVA SCOTIA | 2.0% |
GOLDMAN SACHS GROUP, INC. | 1.7% |
UNITED STATES | 77.1 % | |
CANADA | 6.1 % | |
UNITED KINGDOM | 5.0 % | |
JAPAN | 3.0 % | |
BRITAIN | 2.2 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
0.6% | 5.4% | 1.8% | -- | 1.9% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.49 | 87% |
S&P500 | 0.14 | 40% |
MSCI EAFE | 0.17 | 59% |
MSCI Emg. Mkts. | 0.15 | 47% |
Recent close | $24.23 |
30d moving avg. | $24.06 |
Annualized volatility | 3.8% |
Short interest (ETF) | 0.0% |
Relative strength (RSI) | 71 |
Avg. volume (thou.) | 96 |
Avg. daily value traded (mns) | $2 |
Turnover | 0.3% |
Bid/Ask (% of price) | 0.04 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
SUSB | 2.9 yrs | Category Avg.* |
4.6 yrs |
SUSB | 2.8% | Category Avg.* |
4.5% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 8.01% | -13.1% | $21.05 |
+200 bp | 7.01% | -7.7% | $22.36 |
+150 bp | 6.51% | -5.4% | $22.92 |
+100 bp | 6.01% | -3.3% | $23.42 |
+75 bp | 5.76% | -2.4% | $23.65 |
+50 bp | 5.51% | -1.5% | $23.86 |
+25 bp | 5.26% | -0.7% | $24.05 |
0 bp | 5.01% | 0% | $24.23 |
-25 bp | 4.76% | 0.7% | $24.39 |
-50 bp | 4.51% | 1.3% | $24.54 |
-75 bp | 4.26% | 1.8% | $24.67 |
-100 bp | 4.01% | 2.3% | $24.79 |
-150 bp | 3.51% | 3.1% | $24.97 |
-200 bp | 3.01% | 3.6% | $25.09 |
-300 bp | 2.01% | 3.8% | $25.15 |
*Fund Category: CORPORATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 501 | bp |
Less: Annual "default factor" | 14 | bp |
Less: Expense ratio | 12 | bp |
Equals: ALTAR Score | 4.75 | % |
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 ESG Aware 1-5 Year USD Corporate Bond ETF is classified as a Corporate fund. |