iShares 3-7 Year Treasury Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
iShares 3-7 Year Treasury Bond ETF is an exchange-traded fund incorporated in the USA. The ETF seeks to track the investment results of an index composed of U.S. Treasury bonds with remaining maturities between three and seven years. |
Category | Government |
Fund Sponsor | BlackRock Fund Advisors |
Website | www.ishares.com |
Inception date | Jan 05, 2007 |
Assets (mns) | $13,203 |
Currency | USD |
Expense ratio | 15 bp |
Distributions | Monthly |
Regulation | Open-End Investment Company |
Custodian | State Street Bank & Trust Co |
Weighting | Market Cap |
Index replication | Full |
No. of constituents | 62 |
No of distinct issuers | 4 |
Inflation protected | 0% |
Variable/Fixed coupon | -1% /101% |
Non-standard maturity (callable, etc.) | -1% |
UNITED STATES TREASUR 2.4% 8/15/24 | 10.0 % |
UNITED STATES TREASUR 2.3% 11/15/25 | 6.9 % |
UNITED STATES TREASUR 2.0% 2/15/25 | 6.2 % |
UNITED STATES TREASUR 1.8% 5/15/23 | 5.6 % |
UNITED STATES TREASUR 2.5% 5/15/24 | 5.5 % |
UNITED STATES TREASUR 2.8% 2/15/24 | 4.9 % |
UNITED STATES TREASUR 2.3% 11/15/24 | 4.8 % |
UNITED STATES TREASUR 1.6% 5/15/26 | 4.3 % |
UNITED STATES TREASUR 2.1% 5/15/25 | 3.9 % |
UNITED STATES TREASUR 2.1% 11/30/23 | 3.7 % |
TOTAL | 55.7 % |
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U.S. TREASURY | 98.8% |
TREASURY BOND | 1.9% |
United States | 100.0 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
-0.6% | 1.4% | 0.4% | 1.2% | 2.8% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.68 | 87% |
S&P500 | 0.16 | 30% |
MSCI EAFE | 0.20 | 41% |
MSCI Emg. Mkts. | 0.17 | 33% |
Recent close | $114.51 |
30d moving avg. | $114.61 |
Annualized volatility | 5.2% |
Short interest (ETF) | 1.2% |
Relative strength (RSI) | 67 |
Avg. volume (thou.) | 1,710 |
Avg. daily value traded (mns) | $196 |
Turnover | 1.5% |
Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
IEI | 4.5 yrs | Category Avg.* |
6.2 yrs |
IEI | 4.4% | Category Avg.* |
6.1% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 7.29% | -15.4% | $96.84 |
+200 bp | 6.29% | -9.8% | $103.28 |
+150 bp | 5.79% | -7.2% | $106.29 |
+100 bp | 5.29% | -4.7% | $109.17 |
+75 bp | 5.04% | -3.5% | $110.56 |
+50 bp | 4.79% | -2.3% | $111.91 |
+25 bp | 4.54% | -1.1% | $113.23 |
0 bp | 4.29% | 0% | $114.51 |
-25 bp | 4.04% | 1.1% | $115.76 |
-50 bp | 3.79% | 2.2% | $116.98 |
-75 bp | 3.54% | 3.2% | $118.16 |
-100 bp | 3.29% | 4.2% | $119.30 |
-150 bp | 2.79% | 6.1% | $121.49 |
-200 bp | 2.29% | 7.9% | $123.55 |
-300 bp | 1.29% | 11.1% | $127.25 |
*Fund Category: GOVERNMENT
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 429 | bp |
Less: Annual "default factor" | 1 | bp |
Less: Expense ratio | 15 | bp |
Equals: ALTAR Score | 4.13 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.5% |
Corporate | 4.4% |
Emerging Market | 6.2% |
Government | 4.9% |
Inflation Protected | 3.0% |
Mortgage | 5.2% |
Municipals | 3.4% |
*Note: The iShares 3-7 Year Treasury Bond ETF is classified as a Government fund. |