|
iShares ESG USD Corporate Bond
|
|||||||||||||||||
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| The iShares ESG USD Corporate Bond ETF tracks an index of US dollar-denominated 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) | $46 |
| Currency | USD |
| Expense ratio | 18 bp |
| Distributions | Monthly |
| Regulation | Open-Ended Fund |
| Custodian | |
| Weighting | Principles-based |
| Index replication |
| No. of constituents | 1316 |
| No of distinct issuers | 494 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 4% /96% |
| Non-standard maturity (callable, etc.) | 64% |
| COMPASS BANK 2.9% 6/29/22 | 1.2 % |
| CUMMINS INC. 3.7% 1/01/23 | 0.8 % |
| ORANGE SA 4.1% 9/14/21 | 0.8 % |
| BAKER HUGHES, A GE CO 2.8% 12/15/22 | 0.7 % |
| BANCO BILBAO VIZCAYA 3.0% 1/20/20 | 0.7 % |
| COMMONWEALTH BANK OF 2.6% 3/15/21 | 0.7 % |
| 3M COMPANY 1.6% 9/19/21 | 0.7 % |
| RELX CAPITAL, INC. 3.5% 3/16/23 | 0.7 % |
| STATE STREET CORPORAT 3.6% 8/18/25 | 0.6 % |
| BUNGE LTD. FINANCE CO 3.5% 11/24/20 | 0.6 % |
| TOTAL | 7.7 % |
|---|
| MICROSOFT CORPORATION | 2.0% |
| COMPASS BANK (BIRMINGHAM, ALABAMA)... | 1.4% |
| INTEL CORPORATION | 1.4% |
| 3M COMPANY | 1.4% |
| ECOLAB INC. | 1.3% |
 |
UNITED STATES | 83.0 % |
 |
CANADA | 3.4 % |
 |
BRITAIN | 2.2 % |
 |
FRANCE | 1.7 % |
 |
IRELAND | 1.6 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 10.3% | 10.2% | -- | -- | 4.4% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.15 | 67% |
| S&P500 | 0.10 | 10% |
| MSCI EAFE | 0.14 | 16% |
| MSCI Emg. Mkts. | 0.12 | 18% |
| Recent close | $26.36 |
| 30d moving avg. | $25.95 |
| Annualized volatility | 4.3% |
| Short interest (ETF) | 0.7% |
| Relative strength (RSI) | 68 |
| Avg. volume (thou.) | 16 |
| Avg. daily value traded (mns) | $0 |
| Turnover | 0.9% |
| Bid/Ask (% of price) | 0.25 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| SUSC | 8.0 yrs | Category Avg.* |
4.7 yrs |
| SUSC | 7.9% | Category Avg.* |
4.6% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 5.84% | -16.4% | $22.03 |
| +200 bp | 4.84% | -12.5% | $23.05 |
| +150 bp | 4.34% | -10.0% | $23.72 |
| +100 bp | 3.84% | -7.1% | $24.49 |
| +75 bp | 3.59% | -5.4% | $24.92 |
| +50 bp | 3.34% | -3.7% | $25.37 |
| +25 bp | 3.09% | -1.9% | $25.85 |
| 0 bp | 2.84% | 0% | $26.36 |
| -25 bp | 2.59% | 2.0% | $26.89 |
| -50 bp | 2.34% | 4.1% | $27.45 |
| -75 bp | 2.09% | 6.3% | $28.03 |
| -100 bp | 1.84% | 8.7% | $28.64 |
| -150 bp | 1.34% | 13.6% | $29.94 |
| -200 bp | 0.84% | 18.9% | $31.34 |
| -300 bp | -0.16% | 30.7% | $34.46 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
284 | bp |
| Less: Annual "default factor" |
22 | bp |
| Less: Expense ratio | 18 | bp |
| Equals: ALTAR Score | 2.44 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.3% |
| Emerging Market | 3.6% |
| Government | 1.6% |
| Inflation Protected | 1.7% |
| Mortgage | 2.8% |
| Municipals | 2.2% |
| *Note: The iShares ESG USD Corporate Bond is classified as a Corporate fund. | |