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iShares ESG Aware 1-5 Year USD Corporate Bond ETF
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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) | $967 |
| 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% |
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UNITED STATES | 77.1 % |
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CANADA | 6.1 % |
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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. |
| 1.2% | 4.7% | 2.3% | -- | 2.2% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.47 | 90% |
| S&P500 | 0.16 | 52% |
| MSCI EAFE | 0.18 | 66% |
| MSCI Emg. Mkts. | 0.16 | 54% |
| Recent close | $24.80 |
| 30d moving avg. | $24.88 |
| Annualized volatility | 3.8% |
| Short interest (ETF) | 0.2% |
| Relative strength (RSI) | 42 |
| Avg. volume (thou.) | 158 |
| Avg. daily value traded (mns) | $4 |
| Turnover | 0.4% |
| 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 | 7.31% | -13.1% | $21.55 |
| +200 bp | 6.31% | -7.7% | $22.89 |
| +150 bp | 5.81% | -5.4% | $23.46 |
| +100 bp | 5.31% | -3.3% | $23.97 |
| +75 bp | 5.06% | -2.4% | $24.20 |
| +50 bp | 4.81% | -1.5% | $24.42 |
| +25 bp | 4.56% | -0.7% | $24.62 |
| 0 bp | 4.31% | 0% | $24.80 |
| -25 bp | 4.06% | 0.7% | $24.97 |
| -50 bp | 3.81% | 1.3% | $25.12 |
| -75 bp | 3.56% | 1.8% | $25.25 |
| -100 bp | 3.31% | 2.3% | $25.37 |
| -150 bp | 2.81% | 3.1% | $25.56 |
| -200 bp | 2.31% | 3.6% | $25.68 |
| -300 bp | 1.31% | 3.8% | $25.74 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
431 | bp |
| Less: Annual "default factor" |
14 | bp |
| Less: Expense ratio | 12 | bp |
| Equals: ALTAR Score | 4.05 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.3% |
| Corporate | 4.4% |
| Emerging Market | 6.2% |
| Government | 7.2% |
| Inflation Protected | 2.5% |
| Mortgage | 5.1% |
| Municipals | 3.6% |
| *Note: The iShares ESG Aware 1-5 Year USD Corporate Bond ETF is classified as a Corporate fund. | |