iShares Convertible Bond ETF (ICVT)

65.21 +0.20  +0.31% BATS Jan 22, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 65.22
Discount or Premium to NAV -0.02%
Turnover Ratio 24.00%
1 Year Fund Level Flows 97.30M
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Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 4.27% 4.62% 3.28% 10
3M 11.72% 11.69% 9.00% 1
6M 8.75% 8.81% 7.92% 41
YTD 3.67% 4.18% 3.07% 10
1Y 20.25% 20.37% 19.27% 48
3Y 12.73% 12.72% 10.87% 28
5Y -- -- 8.01% --
10Y -- -- 9.04% --
15Y -- -- 7.29% --
20Y -- -- 6.65% --
As of Jan. 22, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.84% 2.06% 1.21%
Stock 0.11% 0.11% 0.00%
Bond 0.06% 0.06% 0.00%
Convertible 98.98% 98.98% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Jan. 21, 2020

Region Exposure

Americas 89.28%
North America 87.88%
Latin America 1.40%
Greater Europe 3.10%
United Kingdom 0.36%
Europe Developed 1.24%
Europe Emerging 0.00%
Africa/Middle East 1.50%
Greater Asia 7.62%
Japan 0.00%
Australasia 0.00%
Asia Developed 1.66%
Asia Emerging 5.96%
Market Classification
% Developed Markets 92.65%
% Emerging Markets 7.35%
As of Jan. 21, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

ICVT Bond Exposure

Government 0.00%
Corporate 97.97%
Securitized 0.00%
Municipal 0.00%
Cash 2.03%
Derivative 0.00%
As of Jan. 21, 2020

ICVT Bond Credit Quality Exposure

AAA 1.60%
AA 0.00%
A 2.48%
BBB 4.68%
BB 6.61%
B 13.38%
Below B 3.01%
As of Dec. 31, 2019

ICVT Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.44%
91 to 182 Days 1.76%
183 to 364 Days 1.93%
1 to 3 Years 20.76%
3 to 5 Years 44.41%
5 to 7 Years 20.35%
7 to 10 Years 4.87%
10 to 15 Years 0.09%
15 to 20 Years 2.12%
20 to 30 Years 2.86%
Over 30 Years 0.42%
As of Jan. 21, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Microchip Technology Incorporated 1.63% 2.56% -- --
-- Tesla Inc 2% 2.31% -- --
-- DISH Network Corporation 3.38% 1.88% -- --
-- Microchip Technology Incorporated 1.63% 1.86% -- --
-- CAESARS ENTERTAINMENT CORP 5% 1.40% -- --
-- Tesla Inc 1.25% 1.29% -- --
-- Servicenow Inc 0% 1.24% -- --
-- Palo Alto Networks Inc 0.75% 1.15% -- --
-- Advanced Micro Devices, Inc. 2.13% 1.15% -- --
-- Atlassian Inc 0.63% 1.07% -- --
As of Jan. 21, 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 Small Cap/Growth
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 4.50 yrs
Scott Radell 4.50 yrs

Net Fund Flows

1M 27.64M
3M 21.80M
6M 81.10M
YTD 97.30M
1Y 97.30M
3Y 369.51M
5Y --
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) 0.746
Max Drawdown (All) 18.98%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 1.044
30-Day Rolling Volatility 5.38%
Daily Value at Risk (VaR) 1% (All) 2.26%
Monthly Value at Risk (VaR) 1% (All) 8.65%

Fundamentals

Dividend Yield TTM (1-22-20) 1.79%
30-Day SEC Yield (12-31-19) 1.33%
7-Day SEC Yield --
Current Yield 1.49%
Yield to Maturity 1.89%
Effective Duration 1.739
Average Coupon 1.67%
Average Credit Score 16.00 (B)
Average Price --
Number of Holdings 237
As of Jan. 21, 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 3/1/2019
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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