iShares 0-5 Year High Yield Corporate Bond ETF
Ticker
SHYG
ISIN
US46434V4077
Price
USD 42.97
Change Today
-0.07 / -0.163 %
Price 1 year ago
38.36 / 12.023 %
Morningstar
4
52 Week Low
38.56
52 Week High
43.24
200 Day Moving Average 41.37
41.37
50-day Moving Average
42.80
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.06 |
| Sortino Ratio | 0.63 |
| Maximum Drawdown | -1.19% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -19.57 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.13 |
| Volatility | 1.667% |
| Alpha | +4.81 |
| Beta | None |
| R Squared | +49.19 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 4.152% |
| Average Annual Volatility | 6.246% |
| Sharpe Ratio | 0.67 |
| Sortino Ratio | 0.30 |
| Maximum Drawdown | -19.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.23 |
Company information
Summary
The investment seeks to track the investment results of the Markit iBoxx® USD Liquid High Yield 0-5 Index composed of U.S. dollar-denominated, high yield corporate bonds with remaining maturities of less than five years. The index is designed to reflect the performance of U.S. dollar-denominated high yield corporate debt. The fund will invest at least 80% of its assets in the component securities of the underlying index, and the fund will invest at least 90% of its assets in fixed income securities of the types included in the underlying index that BFA believes will help the fund track the underlying index.
Market
US
Category
High Yield Bond
Expense Ratio
0.30%
Fund family
iShares
Morningstar
4
Yield
0.0806
Exchange
PCX
| Sector | Weight |
|---|---|
| Energy | 0.03% |
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Healthcare | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| XTSLA | BlackRock Cash Funds Treasury SL Agency | 1.86% |
| T-Mobile US, Inc. 7.88% | 0.85% | |
| TransDigm, Inc. 6.25% | 0.81% | |
| AAdvantage Loyalty IP Ltd/ American Airlines Inc 5.5% | 0.64% | |
| Caesars Entertainment Inc New 6.25% | 0.64% | |
| Bausch Health Companies Inc 6.13% | 0.55% | |
| American Airlines, Inc. 11.75% | 0.54% | |
| HCA Inc. 5.38% | 0.52% | |
| Teva Pharmaceutical Finance Netherlands III B.V. 2.8% | 0.52% | |
| Occidental Petroleum Corporation 2.9% | 0.51% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| ANGL | VanEck Fallen Angel High Yield Bond ETF | IE00BF540Z6 | NGM | 0.35% | 5 | +2.41 | |
| EMH5.L | SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF | IE00BP46NG5 | LSE | 0.42% | 5 | ||
| EMH5.SW | SPDR BOFA ML 0-5 EM $ GOV BOND | IE00BP46NG52 | EBS | 0.42% | 5 | ||
| GIL5.L | Lyxor UK Government Bond 0-5Y (DR) UCITS ETF | LU165048849 | LSE | 0.05% | 5 | ||
| IBTA.L | iShares $ Treasury Bond 1-3yr UCITS ETF | DE000A0J207 | LSE | 0.10% | 5 | -1.74 | |
| IEF | iShares 7-10 Year Treasury Bond ETF | US4642874402 | NGM | 0.15% | 5 | -0.600 | |
| IGLS.L | iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) | IE00B4WXJK7 | LSE | 0.09% | 5 | +3.30 | |
| PULS | PGIM Ultra Short Bond ETF | US69344A107 | PCX | 0.15% | 5 | +0.17 | -- |
| SEMH.L | SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF | IE00BP46NG5 | LSE | 0.42% | 5 | -2.54 | |
| STIP | iShares 0-5 Year TIPS Bond ETF | US46429B7477 | PCX | 0.03% | 5 | -0.32 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.