iShares 0-5 Year Investment Grade Corporate Bond ETF
Ticker
SLQD
ISIN
IE00BCBJF71
Price
USD 49.76
Change Today
-0.06 / -0.12 %
Price 1 year ago
46.36 / 7.344 %
Morningstar
4
52 Week Low
46.52
52 Week High
50.14
200 Day Moving Average 48.77
48.77
50-day Moving Average
49.93
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.53 |
| Sortino Ratio | -0.12 |
| Maximum Drawdown | -0.3% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -59.07 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.79 |
| Volatility | 0.949% |
| Alpha | +0.02 |
| Beta | None |
| R Squared | +93.96 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 2.157% |
| Average Annual Volatility | 3.116% |
| Sharpe Ratio | 0.69 |
| Sortino Ratio | -0.12 |
| Maximum Drawdown | -13.0% |
| Maximum Drawdown Date | 2020-03-19 |
| Calmar Ratio | -0.18 |
Company information
Summary
The investment seeks to track the investment results of the Markit iBoxx® USD Liquid Investment Grade 0-5 Index composed of U.S. dollar-denominated, investment-grade corporate bonds with remaining maturities of less than five years. 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. The index is designed to reflect the performance of U.S. dollar-denominated investment-grade corporate debt.
Market
US
Category
Short-Term Bond
Expense Ratio
0.06%
Fund family
iShares
Morningstar
4
Yield
0.0378
Exchange
NGM
| Sector | Weight |
|---|---|
| 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% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| XTSLA | BlackRock Cash Funds Treasury SL Agency | 0.37% |
| Charter Communications Operating, LLC/Charter Communications Operating Capi | 0.26% | |
| The Boeing Company 4.88% | 0.24% | |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc 3.65% | 0.23% | |
| International Business Machines Corporation 3.3% | 0.23% | |
| The Boeing Company 2.2% | 0.23% | |
| Morgan Stanley 0.79% | 0.22% | |
| Bank of Nova Scotia 0.7% | 0.21% | |
| Bank of America Corporation 1.73% | 0.2% | |
| Bank of Nova Scotia 1.35% | 0.2% |
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.