iShares iBonds Dec 2023 Term Corporate ETF
Ticker
IBDO
ISIN
US46436E882
Price
USD 25.33
Change Today
-
Price 1 year ago
24.09 / 5.136 %
Morningstar
3
52 Week Low
24.10
52 Week High
25.33
200 Day Moving Average 24.83
24.83
50-day Moving Average
25.22
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.58 |
| Sortino Ratio | NaN |
| Maximum Drawdown | 0.0% |
| Maximum Drawdown Date | 2023-12-05 |
| Calmar Ratio | None |
1 year
| Parameter | Value |
|---|---|
| Return | 0.07 |
| Volatility | 0.13% |
| Alpha | -1.22 |
| Beta | None |
| R Squared | +62.67 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 3.037% |
| Average Annual Volatility | 4.264% |
| Sharpe Ratio | 0.71 |
| Sortino Ratio | 0.13 |
| Maximum Drawdown | -15.0% |
| Maximum Drawdown Date | 2020-03-19 |
| Calmar Ratio | -0.21 |
Company information
Summary
The investment seeks to track the investment results of the Bloomberg December 2023 Maturity Corporate Index which composed of U.S. dollar-denominated, investment-grade corporate bonds maturing in 2023. The fund will invest at least 80% of its assets in the component instruments of the underlying index, and (except during the last twelve months of the fund’s operations) the fund will invest at least 90% of its assets in fixed income securities of the types included in the underlying index.
Market
US
Category
Target Maturity
Expense Ratio
0.10%
Fund family
iShares
Morningstar
3
Yield
0.0319
Exchange
PCX
| 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 | 1.82% |
| Apple Inc. 2.4% | 0.96% | |
| Bank of America Corporation 3.3% | 0.82% | |
| Dell International L.L.C. and EMC Corporation 5.45% | 0.8% | |
| NatWest Group plc 3.88% | 0.7% | |
| The Boeing Company 4.51% | 0.6% | |
| Wells Fargo Bank, National Association 3.55% | 0.58% | |
| Dupont De Nemours Inc 4.21% | 0.57% | |
| Walmart Inc 3.4% | 0.57% | |
| Morgan Stanley 3.13% | 0.56% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IBDD | iShares iBonds Mar 2023 Term Corporate ETF | US46432FAZ09 | PCX | 0.10% | 3 | -0.540 | |
| IBDN | iShares iBonds Dec 2022 Term Corporate ETF | US46434VBG4 | PCX | 0.10% | 3 | ||
| IBDO | iShares iBonds Dec 2023 Term Corporate ETF | US46436E882 | PCX | 0.10% | 3 | -1.22 | |
| IBDP | iShares iBonds Dec 2024 Term Corporate ETF | US46434VBG4 | PCX | 0.10% | 3 | -1.60 | |
| IBDQ | iShares iBonds Dec 2025 Term Corporate ETF | US46434VBD10 | PCX | 0.10% | 3 | -1.12 | |
| IBHB | iShares iBonds 2022 Term High Yield and Income ETF | US46435U1768 | BTS | 0.35% | 3 | ||
| IBHC | iShares iBonds 2023 Term High Yield and Income ETF | US46435U1503 | BTS | 0.35% | 5 | -0.590 | -- |
| IBHD | iShares iBonds 2024 Term High Yield and Income ETF | US46435U1842 | BTS | 0.35% | 4 | +3.63 | -- |
| IBHE | iShares iBonds 2025 Term High Yield and Income ETF | US46435U1685 | BTS | 0.35% | 4 | +3.24 | -- |
| IBMJ | iShares iBonds Dec 2021 Term Muni Bond ETF | US46436E809 | PCX | 0.18% | 3 | ||
| IBMK | iShares iBonds Dec 2022 Term Muni Bond ETF | US46435G7557 | PCX | 0.18% | 5 | ||
| IBTB | iShares iBonds Dec 2022 Term Treasury ETF | US46436E8093 | NGM | 0.07% | 3 |
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.