iShares Fallen Angels USD Bond ETF (FALN)

Description

The investment seeks to track the performance of the Bloomberg US High Yield Fallen Angel 3% Capped Index. The FALN ETF contains 361 constituents. It is focused on holdings in the region.

Price $23.88 as of 2022-10-21

Cost/Risk/Yield

Dividend yield4.79%
Expense ratio0.25%
Average spread0.042%
1Y roundtrip cost0.292%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-4.0%-1.9%-1.0%-4.9%1.0%-6.6%4.9%-1.9%-4.5%0.3%-18.6%
2021-0.2%-0.0%0.3%1.1%0.4%1.8%0.8%0.7%-0.3%0.3%-1.8%2.2%5.3%
20200.8%-1.6%-15.8%11.7%4.3%1.8%6.9%0.3%-1.5%1.3%5.2%2.9%16.4%
20195.8%1.6%1.3%1.5%-1.7%2.8%1.1%0.5%0.3%0.0%0.3%2.7%16.3%
20181.7%-3.4%0.7%-0.2%0.3%-0.1%1.2%0.8%0.4%-2.0%-2.0%-2.4%-4.9%
20171.9%1.1%0.4%1.2%0.3%-0.3%1.7%0.4%1.1%0.5%-0.3%0.4%8.4%
20162.0%2.9%1.0%0.3%-0.5%1.9%7.6%
6.0%-4.3%-14.0%10.4%4.6%-0.6%18.6%3.7%-3.4%0.8%1.0%7.7%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.090.100.100.100.100.100.110.100.100.90
20210.110.100.090.080.080.070.080.080.080.080.080.93
20200.120.120.130.130.120.130.130.130.130.130.121.39
20190.130.130.120.120.120.120.130.120.120.130.121.36
20180.120.110.110.120.120.120.120.120.130.130.121.33
20170.140.140.140.130.130.140.130.140.140.130.461.81
20160.190.170.150.140.210.87
0.000.710.690.690.680.680.680.900.850.850.741.12

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

FALN FDG JIG KAPR KOCT SNUG
Product nameiShares Fallen Angels USD Bond ETFAmerican Century Focused Dynamic Growth ETFJPMorgan International Growth ETFInnovator Russell 2000 Power Buffer ETF April SeriesInnovator Russell 2000 Power Buffer ETF October SeriesMerlyn.AI Tactical Growth and Income ETF
IssueriSharesAmerican CenturyJPMorganInnovatorInnovatorMerlyn.AI
Price$23.88$53.009$46.6824$24.35$24.37$23.055
Expense Ratio0.25%worse0.45%worse0.55%worse0.79%worse0.79%worse0.88%
Average Spread0.042%0.226%0.386%0.493%0.205%0.304%
AUM$3,722,100,000$131,655,000$35,931,900$74,138,800$32,411,600$19,591,900
Shares155,866,6672,483,631769,7103,044,7131,329,978849,788
Average Daily Volume1,798,33011,15013,70027,35851,1332,643
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2016-06-142020-03-312020-05-202020-04-012019-10-012020-02-24
Index TrackedBloomberg US High Yield Fallen Angel 3% Capped IndexNo Underlying IndexNo Underlying IndexNo Underlying IndexNo Underlying IndexMAI Tactical Growth and Income Index
CategoryHigh Yield BondsGlobal EquitiesForeign Large Cap EquitiesVolatility Hedged EquityVolatility Hedged EquityDiversified Portfolio
Asset ClassBondEquityEquityEquityEquityMulti-Asset
Asset Class SizeLarge Caps
Value or GrowthGrowthGrowthBlendBlend
RegionNorth AmericaEuropeNorth AmericaNorth America
CountriesBroadU.S.BroadBroadU.S.U.S.
Annual Dividend Rate$1.145$0$1.029$0$0$0.214
Annual Dividend Yield0.048%0.000%0.022%0.000%0.000%0.009%
Number of Holdings361415700
YTD Return-17.53%-34.35%-38.83%-11.55%-11.06%-16.98%
Beta0.291.120.640.460.610.39
Upside Beta0.140.430.040.210.410.23
Downside Beta0.00-0.71-0.69-0.31-0.08-0.33
Volatility 1Y10.45%34.64%25.10%14.32%15.31%11.80%
Sharpe Ratio 3Y-0.070.000.000.00-0.170.00
Treynor Ratio 3Y0.000.000.000.000.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew