iShares Interest Rate Hdg Hi Yld Bd ETF (HYGH)

74.64 -0.19  -0.25% NYSE Arca Apr 7, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 74.91
Discount or Premium to NAV -0.36%
Turnover Ratio 1.00%
1 Year Fund Level Flows -125.86M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -11.11% -10.78% -12.37% 41
3M -15.58% -15.26% -14.33% 76
6M -12.43% -12.06% -11.91% 70
YTD -15.69% -15.36% -14.15% 79
1Y -12.67% -12.38% -9.67% 88
3Y -1.20% -1.01% -0.78% 74
5Y 0.67% 0.67% 1.28% 83
10Y -- -- 4.30% --
15Y -- -- 4.90% --
20Y -- -- 5.08% --
As of April 7, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 6.40% 14.04% 7.64%
Stock 0.00% 0.00% 0.00%
Bond 93.54% 93.54% 0.00%
Convertible 0.06% 0.06% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of April 6, 2020

Region Exposure

Americas 91.82%
North America 90.63%
Latin America 1.19%
Greater Europe 7.78%
United Kingdom 1.37%
Europe Developed 5.03%
Europe Emerging 0.00%
Africa/Middle East 1.38%
Greater Asia 0.39%
Japan 0.00%
Australasia 0.33%
Asia Developed 0.06%
Asia Emerging 0.00%
Market Classification
% Developed Markets 98.97%
% Emerging Markets 1.03%
As of April 6, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

HYGH Bond Exposure

Government 0.00%
Corporate 86.96%
Securitized 0.00%
Municipal 0.00%
Cash 13.04%
Derivative 0.00%
As of April 6, 2020

HYGH Bond Credit Quality Exposure

AAA 3.21%
AA 0.00%
A 0.00%
BBB 0.57%
BB 49.06%
B 36.51%
Below B 10.59%
Not Rated 0.06%
As of Dec. 31, 2019

HYGH Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.00%
183 to 364 Days 0.29%
1 to 3 Years 13.54%
3 to 5 Years 26.38%
5 to 7 Years 33.44%
7 to 10 Years 24.37%
10 to 15 Years 1.25%
15 to 20 Years 0.00%
20 to 30 Years 0.14%
Over 30 Years 0.59%
As of April 6, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- ALTICE FRANCE S.A 7.38% 0.65% -- --
-- Sprint Corporation 7.88% 0.59% -- --
-- TransDigm, Inc. 6.25% 0.49% -- --
-- Centene Corporation 4.63% 0.44% -- --
-- CCO Holdings, LLC/ CCO Holdings Capital Corp. 5.13% 0.42% -- --
-- Bausch Health Companies Inc 6.13% 0.41% -- --
-- CCO Holdings, LLC/ CCO Holdings Capital Corp. 4.75% 0.39% -- --
-- Teva Pharmaceutical Finance Netherlands III B.V. 3.15% 0.39% -- --
-- Sprint Corporation 7.13% 0.35% -- --
-- HCA Inc. 5.38% 0.34% -- --
As of April 6, 2020
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Basic Info

Investment Strategy
The investment seeks to mitigate the interest rate risk of a portfolio composed of U.S. dollar-denominated, high yield corporate bonds. The fund seeks to achieve its investment objective by investing, under normal circumstances, at least 80% of its net assets in U.S. dollar-denominated high yield bonds, in one or more underlying funds that principally invest in high yield bonds and in U.S. Treasury securities. It may also invest in other interest rate futures contracts, including but not limited to, Eurodollar and Federal Funds futures.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style Low Quality/Limited Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name High Yield Bond
Prospectus Objective Corporate Bond - High Yield
Fund Owner Firm Name iShares
Benchmark Index
Markit iBoxx USD LQ HY IR Hedged TR 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
James Mauro 5.76 yrs
Scott Radell 5.76 yrs

Net Fund Flows

1M -11.26M
3M -15.56M
6M -19.99M
YTD -15.56M
1Y -125.86M
3Y -95.50M
5Y 32.27M
10Y --
As of March 31, 2020

Risk Info

Beta (5Y) -0.2114
Max Drawdown (All) 23.88%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.1113
30-Day Rolling Volatility 41.25%
Daily Value at Risk (VaR) 1% (All) 1.59%
Monthly Value at Risk (VaR) 1% (All) 9.33%

Fundamentals

Dividend Yield TTM (4-7-20) 5.52%
30-Day SEC Yield (4-6-20) 6.89%
7-Day SEC Yield --
Current Yield 6.22%
Yield to Maturity 5.62%
Effective Duration 0.1571
Average Coupon 5.98%
Average Credit Score 15.00 (B)
Average Price 91.21
Number of Holdings 1021
As of April 6, 2020

Comparables

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Attributes

Key Dates
Inception Date 5/27/2014
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 3/20/2020
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds Yes
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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