iShares Convertible Bond ETF (ICVT)

73.56 +0.34  +0.46% BATS Jul 7, 16:58 Delayed 2m USD
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Key Stats

Net Asset Value 73.00
Discount or Premium to NAV 0.30%
Turnover Ratio 24.00%
1 Year Fund Level Flows 324.45M
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News

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    Time (ET)

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 6.68% 6.89% 4.37% 1
3M 36.10% 34.13% 27.55% 14
6M 16.28% 16.39% 7.98% 18
YTD 17.61% 17.90% 8.77% 18
1Y 23.91% 23.73% 14.93% 13
3Y 15.12% 15.28% 10.90% 19
5Y 11.68% 11.85% 8.70% 11
10Y -- -- 10.03% --
15Y -- -- 7.63% --
20Y -- -- 6.75% --
As of July 6, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 1.23% 2.04% 0.82%
Stock 0.00% 0.00% 0.00%
Bond 0.47% 0.47% 0.00%
Convertible 98.30% 98.30% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of July 2, 2020

Region Exposure

Americas 89.36%
North America 87.94%
Latin America 1.43%
Greater Europe 2.59%
United Kingdom 0.94%
Europe Developed 0.55%
Europe Emerging 0.00%
Africa/Middle East 1.09%
Greater Asia 8.05%
Japan 0.00%
Australasia 0.00%
Asia Developed 3.23%
Asia Emerging 4.82%
Market Classification
% Developed Markets 93.75%
% Emerging Markets 6.25%
As of July 2, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

ICVT Bond Exposure

Government 0.00%
Corporate 97.51%
Securitized 0.47%
Municipal 0.00%
Cash 2.03%
Derivative 0.00%
As of July 2, 2020

ICVT Bond Credit Quality Exposure

AAA 0.73%
AA 0.48%
A 2.29%
BBB 4.49%
BB 5.50%
B 12.76%
Below B 3.06%
Not Rated 70.69%
As of March 31, 2020

ICVT Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.09%
31 to 90 Days 0.15%
91 to 182 Days 0.85%
183 to 364 Days 3.84%
1 to 3 Years 23.67%
3 to 5 Years 44.74%
5 to 7 Years 20.42%
7 to 10 Years 2.43%
10 to 15 Years 0.13%
15 to 20 Years 1.36%
20 to 30 Years 2.07%
Over 30 Years 0.25%
As of July 2, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Tesla Inc 2% 3.19% -- --
-- Tesla Inc 1.25% 2.02% -- --
-- Tesla Inc 2.38% 1.57% -- --
-- Carnival Corporation 5.75% 1.47% -- --
-- Southwest Airlines Co. 1.25% 1.38% -- --
-- Microchip Technology Incorporated 1.63% 1.33% -- --
-- DISH Network Corporation 3.38% 1.29% -- --
-- SEA LTD 2.25% 1.22% -- --
-- Microchip Technology Incorporated 1.63% 1.17% -- --
-- SEA LTD 1% 1.12% -- --
As of July 2, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the Bloomberg Barclays U.S. Convertible Cash Pay Bond > $250MM Index (the "underlying index"). The fund generally will invest at least 90% of its assets in the component securities of the underlying index and may invest up to 10% of its assets in certain futures, options and swap contracts, cash and cash equivalents, as well as in securities not included in the underlying index. The underlying index is a subset of the Bloomberg Barclays U.S. Convertibles: Cash Pay Bonds Index, which measures the performance of the U.S. dollar-denominated convertibles market.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style Low Quality/Limited Sensitivity
Broad Asset Class Allocation
Broad Category Convertibles
Category Name Convertibles
Prospectus Objective Convertible Bond
Fund Owner Firm Name iShares
Benchmark Index
BBgBarc US Cnvtbls Csh Py>$250mn TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
James Mauro 5.08 yrs
Scott Radell 5.08 yrs

Net Fund Flows

1M 211.93M
3M 227.82M
6M 243.35M
YTD 243.35M
1Y 324.45M
3Y 447.40M
5Y 608.20M
10Y --
As of June 30, 2020

Risk Info

Beta (5Y) --
Max Drawdown (All) 32.18%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.7389
30-Day Rolling Volatility 21.54%
Daily Value at Risk (VaR) 1% (All) 2.54%
Monthly Value at Risk (VaR) 1% (All) 17.03%

Fundamentals

Dividend Yield TTM (7-7-20) 1.56%
30-Day SEC Yield (6-30-20) 1.18%
7-Day SEC Yield --
Current Yield 1.55%
Yield to Maturity 3.70%
Effective Duration 1.386
Average Coupon 1.66%
Average Credit Score 16.00 (B)
Average Price --
Number of Holdings 287
As of July 2, 2020

Comparables

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Attributes

Key Dates
Inception Date 6/2/2015
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 2/28/2020
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 Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
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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