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iShares ESG Aware USD Corporate Bond ETF
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- 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) | $1,147 |
| Currency | USD |
| Expense ratio | 18 bp |
| Distributions | Monthly |
| Regulation | Open-Ended Fund |
| Custodian | |
| Weighting | Principles-based |
| Index replication |
| No. of constituents | 3814 |
| No of distinct issuers | 834 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 12% /88% |
| Non-standard maturity (callable, etc.) | 76% |
| 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 % |
|---|
| BANK OF AMERICA CORPORATION | 1.9% |
| MORGAN STANLEY | 1.5% |
| JPMORGAN CHASE & CO. | 1.3% |
| HSBC HOLDINGS PLC | 1.2% |
| DIAGEO CAPITAL PLC | 1.2% |
 |
UNITED STATES | 81.4 % |
 |
CANADA | 4.0 % |
 |
UNITED KINGDOM | 3.7 % |
 |
IRELAND | 1.4 % |
 |
BRITAIN | 1.3 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 2.1% | 12.9% | 0.4% | -- | 1.9% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.26 | 95% |
| S&P500 | 0.44 | 60% |
| MSCI EAFE | 0.47 | 69% |
| MSCI Emg. Mkts. | 0.45 | 62% |
| Recent close | $22.99 |
| 30d moving avg. | $23.46 |
| Annualized volatility | 9.9% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 43 |
| Avg. volume (thou.) | 280 |
| Avg. daily value traded (mns) | $6 |
| Turnover | 0.6% |
| Bid/Ask (% of price) | 0.05 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| SUSC | 7.5 yrs | Category Avg.* |
4.6 yrs |
| SUSC | 7.3% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 8.28% | -19.5% | $18.50 |
| +200 bp | 7.28% | -13.6% | $19.87 |
| +150 bp | 6.78% | -10.4% | $20.61 |
| +100 bp | 6.28% | -7.0% | $21.37 |
| +75 bp | 6.03% | -5.3% | $21.76 |
| +50 bp | 5.78% | -3.6% | $22.17 |
| +25 bp | 5.53% | -1.8% | $22.57 |
| 0 bp | 5.28% | 0% | $22.99 |
| -25 bp | 5.03% | 1.8% | $23.41 |
| -50 bp | 4.78% | 3.7% | $23.84 |
| -75 bp | 4.53% | 5.6% | $24.28 |
| -100 bp | 4.28% | 7.6% | $24.73 |
| -150 bp | 3.78% | 11.5% | $25.64 |
| -200 bp | 3.28% | 15.7% | $26.59 |
| -300 bp | 2.28% | 24.3% | $28.57 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
528 | bp |
| Less: Annual "default factor" |
20 | bp |
| Less: Expense ratio | 18 | bp |
| Equals: ALTAR Score | 4.90 | % |
| 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 ESG Aware USD Corporate Bond ETF is classified as a Corporate fund. | |