iShares Interest Rate Hedged Corp Bd ETF (LQDH)

91.72 +0.32  +0.35% NYSE Arca Aug 5, 20:00 USD
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Key Stats

Net Asset Value 91.71
Discount or Premium to NAV 0.01%
Turnover Ratio 4.00%
1 Year Fund Level Flows 88.40M
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News

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 1.42% 1.48% 2.62% 94
3M 6.99% 7.18% 7.71% 76
6M -2.83% -2.92% 5.52% 99
YTD -3.34% -3.26% 7.30% 99
1Y 1.80% 2.37% 10.11% 98
3Y 2.13% 2.14% 6.21% 97
5Y 2.74% 2.86% 5.59% 97
10Y -- -- 5.29% --
15Y -- -- 5.21% --
20Y -- -- 5.66% --
As of Aug. 5, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.88% 17.96% 17.09%
Stock 0.00% 0.00% 0.00%
Bond 95.91% 95.91% 0.00%
Convertible 3.22% 3.22% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Aug. 4, 2020

Region Exposure

Americas 85.17%
North America 85.17%
Latin America 0.00%
Greater Europe 12.53%
United Kingdom 6.00%
Europe Developed 6.53%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 2.30%
Japan 1.77%
Australasia 0.50%
Asia Developed 0.03%
Asia Emerging 0.00%
Market Classification
% Developed Markets 99.97%
% Emerging Markets 0.03%
As of Aug. 4, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

LQDH Bond Exposure

Government 0.13%
Corporate 84.52%
Securitized 0.00%
Municipal 0.00%
Cash 15.34%
Derivative 0.00%
As of Aug. 4, 2020

LQDH Bond Credit Quality Exposure

AAA 5.52%
AA 7.93%
A 40.11%
BBB 45.59%
BB 0.84%
B 0.00%
Below B 0.00%
Not Rated 0.00%
As of March 31, 2020

LQDH 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 0.00%
1 to 3 Years 0.10%
3 to 5 Years 16.93%
5 to 7 Years 17.46%
7 to 10 Years 19.56%
10 to 15 Years 5.20%
15 to 20 Years 10.09%
20 to 30 Years 27.38%
Over 30 Years 3.28%
As of Aug. 4, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc 4.9% 0.30% -- --
-- GE Capital International Funding Company Unlimited Company 4.42% 0.30% -- --
-- CVS Health Corp 5.05% 0.29% -- --
-- CVS Health Corp 4.3% 0.28% -- --
-- Microsoft Corporation 2.52% 0.26% -- --
-- Goldman Sachs Group, Inc. 6.75% 0.23% -- --
-- Wells Fargo & Company 5.01% 0.22% -- --
-- T-Mobile USA, Inc. 3.88% 0.21% -- --
-- AbbVie Inc. 4.25% 0.19% -- --
-- Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc 4.7% 0.18% -- --
As of Aug. 4, 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, investment-grade corporate bonds. The fund seeks to invest, at least 80% of its net assets in U.S. dollar-denominated investment-grade bonds, in one or more underlying funds that principally invest in investment-grade bonds and in U.S. Treasury securities. It is an actively managed exchange-traded fund that does not seek to replicate the performance of a specified index.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style Medium Quality/Limited Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Corporate Bond
Prospectus Objective Growth and Income
Fund Owner Firm Name iShares
Benchmark Index
Markit iBoxx USD LQ IG IR Hedged TR 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
James Mauro 6.19 yrs
Scott Radell 6.19 yrs

Net Fund Flows

1M 0.00
3M -50.22M
6M 121.10M
YTD 121.13M
1Y 88.40M
3Y 153.06M
5Y 208.58M
10Y --
As of July 31, 2020

Risk Info

Beta (5Y) -0.0034
Max Drawdown (All) 24.63%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.0637
30-Day Rolling Volatility 5.33%
Daily Value at Risk (VaR) 1% (All) 0.98%
Monthly Value at Risk (VaR) 1% (All) 10.85%

Fundamentals

Dividend Yield TTM (8-5-20) 2.85%
30-Day SEC Yield (8-4-20) 2.91%
7-Day SEC Yield --
Current Yield 3.32%
Yield to Maturity 4.31%
Effective Duration 0.2131
Average Coupon 4.06%
Average Credit Score 8.00 (A)
Average Price 121.13
Number of Holdings 2308
As of Aug. 4, 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 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 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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