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10-Year High Quality Market (HQM) Corporate Bond Spot Rate forum
Given that 
ILTB only dates back to 2011, one may look to an approximation to analyze its sensitivity to recessions. I've charted (
HQMCB10YR+US10Y)/2 as such. For the most part it's highly correlated to the 10 year Treasury, but shit the bed during the GFC. If you can't handle the turbulence stick with 
BND, which has lower corporate exposure, or just straight Treasuries with no corporate exposure 💪
tradingview.com/x/MTvFnvBz
ILTB only dates back to 2011, one may look to an approximation to analyze its sensitivity to recessions. I've charted (HQMCB10YR+US10Y)/2 as such. For the most part it's highly correlated to the 10 year Treasury, but shit the bed during the GFC. If you can't handle the turbulence stick with BND, which has lower corporate exposure, or just straight Treasuries with no corporate exposure 💪tradingview.com/x/MTvFnvBz
