|
iShares ESG Aware USD Corporate Bond ETF
|
|||||||||||||||||
- 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) | $1,291 |
| 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% |
| 0.0% // | 0.5 % |
| 0.0% // | 0.4 % |
| 0.0% // | 0.4 % |
| 0.0% // | 0.4 % |
| 0.0% // | 0.4 % |
| 0.0% // | 0.4 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.3 % |
| 0.0% // | 0.3 % |
| TOTAL | 3.7 % |
|---|
| 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. |
| 8.0% | 5.8% | -0.2% | -- | 2.4% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.10 | 86% |
| S&P500 | 0.10 | 14% |
| MSCI EAFE | 0.14 | 19% |
| MSCI Emg. Mkts. | 0.09 | 8% |
| Recent close | $23.45 |
| 30d moving avg. | $23.43 |
| Annualized volatility | 7.8% |
| Short interest (ETF) | 0.2% |
| Relative strength (RSI) | 53 |
| Avg. volume (thou.) | 198 |
| Avg. daily value traded (mns) | $5 |
| Turnover | 0.4% |
| Bid/Ask (% of price) | 0.04 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| SUSC | 7.5 yrs | Category Avg.* |
4.7 yrs |
| SUSC | 7.3% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.82% | -19.5% | $18.87 |
| +200 bp | 6.82% | -13.6% | $20.27 |
| +150 bp | 6.32% | -10.4% | $21.02 |
| +100 bp | 5.82% | -7.0% | $21.80 |
| +75 bp | 5.57% | -5.3% | $22.20 |
| +50 bp | 5.32% | -3.6% | $22.61 |
| +25 bp | 5.07% | -1.8% | $23.03 |
| 0 bp | 4.82% | 0% | $23.45 |
| -25 bp | 4.57% | 1.8% | $23.88 |
| -50 bp | 4.32% | 3.7% | $24.32 |
| -75 bp | 4.07% | 5.6% | $24.77 |
| -100 bp | 3.82% | 7.6% | $25.22 |
| -150 bp | 3.32% | 11.5% | $26.16 |
| -200 bp | 2.82% | 15.7% | $27.12 |
| -300 bp | 1.82% | 24.3% | $29.14 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
482 | bp |
| Less: Annual "default factor" |
20 | bp |
| Less: Expense ratio | 18 | bp |
| Equals: ALTAR Score | 4.44 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.7% |
| Corporate | 3.7% |
| Emerging Market | 5.2% |
| Government | 6.9% |
| Inflation Protected | 2.0% |
| Mortgage | 4.5% |
| Municipals | 3.2% |
| *Note: The iShares ESG Aware USD Corporate Bond ETF is classified as a Corporate fund. | |