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iShares ESG 1-5 Year USD Corporate Bond
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- 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) | $132 |
| Currency | USD |
| Expense ratio | 12 bp |
| Distributions | Monthly |
| Regulation | Open-Ended Fund |
| Custodian | |
| Weighting | Principles-based |
| Index replication |
| No. of constituents | 427 |
| No of distinct issuers | 227 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 8% /92% |
| Non-standard maturity (callable, etc.) | 55% |
| 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 % |
|---|
| MICROSOFT CORPORATION | 1.8% |
| GOLDMAN SACHS GROUP, INC. | 1.8% |
| BANK OF NOVA SCOTIA | 1.7% |
| MORGAN STANLEY | 1.7% |
| WESTPAC BANKING CORPORATION | 1.6% |
 |
UNITED STATES | 71.4 % |
 |
CANADA | 6.8 % |
 |
AUSTRALIA | 2.8 % |
 |
FRANCE | 2.8 % |
 |
UNITED KINGDOM | 2.7 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 6.1% | 6.6% | -- | -- | 3.1% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.42 | 71% |
| S&P500 | 0.02 | 2% |
| MSCI EAFE | 0.02 | 1% |
| MSCI Emg. Mkts. | 0.01 | 1% |
| Recent close | $25.47 |
| 30d moving avg. | $25.41 |
| Annualized volatility | 1.7% |
| Short interest (ETF) | 1.5% |
| Relative strength (RSI) | 51 |
| Avg. volume (thou.) | 43 |
| Avg. daily value traded (mns) | $1 |
| Turnover | 0.8% |
| Bid/Ask (% of price) | 0.15 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| SUSB | 2.8 yrs | Category Avg.* |
4.6 yrs |
| SUSB | 2.8% | Category Avg.* |
4.6% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 5.26% | -5.9% | $23.96 |
| +200 bp | 4.26% | -4.5% | $24.33 |
| +150 bp | 3.76% | -3.5% | $24.56 |
| +100 bp | 3.26% | -2.5% | $24.83 |
| +75 bp | 3.01% | -1.9% | $24.98 |
| +50 bp | 2.76% | -1.3% | $25.13 |
| +25 bp | 2.51% | -0.7% | $25.29 |
| 0 bp | 2.26% | 0% | $25.47 |
| -25 bp | 2.01% | 0.7% | $25.64 |
| -50 bp | 1.76% | 1.4% | $25.83 |
| -75 bp | 1.51% | 2.2% | $26.03 |
| -100 bp | 1.26% | 3.0% | $26.23 |
| -150 bp | 0.76% | 4.7% | $26.66 |
| -200 bp | 0.26% | 6.5% | $27.13 |
| -300 bp | -0.74% | 10.6% | $28.16 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
226 | bp |
| Less: Annual "default factor" |
18 | bp |
| Less: Expense ratio | 12 | bp |
| Equals: ALTAR Score | 1.96 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.3% |
| Emerging Market | 3.6% |
| Government | 1.7% |
| Inflation Protected | 1.8% |
| Mortgage | 2.8% |
| Municipals | 2.3% |
| *Note: The iShares ESG 1-5 Year USD Corporate Bond is classified as a Corporate fund. | |