iShares 1-3 Year Treasury Bond ETF
|
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
iShares 1-3 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 one and three years. |
Category | Government |
Fund Sponsor | BlackRock Fund Advisors |
Website | www.ishares.com |
Inception date | Jul 22, 2002 |
Assets (mns) | $25,837 |
Currency | USD |
Expense ratio | 15 bp |
Distributions | Monthly |
Regulation | Open-End Investment Company |
Custodian | State Street Bank & Trust Co |
Weighting | Market Cap |
Index replication | Optimized |
No. of constituents | 71 |
No of distinct issuers | 2 |
Inflation protected | 0% |
Variable/Fixed coupon | 0% /100% |
Non-standard maturity (callable, etc.) | 0% |
UNITED STATES TREASUR 2.3% 4/30/21 | 8.7 % |
UNITED STATES TREASUR 2.1% 8/31/20 | 5.9 % |
UNITED STATES TREASUR 2.5% 2/15/22 | 4.6 % |
UNITED STATES TREASUR 2.5% 1/15/22 | 4.4 % |
UNITED STATES TREASUR 1.9% 4/30/22 | 4.4 % |
UNITED STATES TREASUR 1.1% 8/31/21 | 3.9 % |
UNITED STATES TREASUR 2.1% 5/15/22 | 3.9 % |
UNITED STATES TREASUR 2.0% 7/31/20 | 3.6 % |
UNITED STATES TREASUR 2.0% 11/30/20 | 3.4 % |
UNITED STATES TREASUR 1.4% 4/30/21 | 3.3 % |
TOTAL | 46.1 % |
---|
U.S. TREASURY | 100.0% |
UNITED STATES | 100.0 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
0.3% | 3.3% | 1.1% | 1.0% | 1.8% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.25 | 65% |
S&P500 | 0.05 | 18% |
MSCI EAFE | 0.07 | 29% |
MSCI Emg. Mkts. | 0.06 | 26% |
Recent close | $81.30 |
30d moving avg. | $81.41 |
Annualized volatility | 2.2% |
Short interest (ETF) | 7.2% |
Relative strength (RSI) | 62 |
Avg. volume (thou.) | 4,131 |
Avg. daily value traded (mns) | $336 |
Turnover | 1.3% |
Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
SHY | 1.9 yrs | Category Avg.* |
6.2 yrs |
SHY | 1.8% | Category Avg.* |
6.1% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 7.74% | -9.0% | $73.98 |
+200 bp | 6.74% | -5.2% | $77.05 |
+150 bp | 6.24% | -3.6% | $78.36 |
+100 bp | 5.74% | -2.2% | $79.50 |
+75 bp | 5.49% | -1.6% | $80.01 |
+50 bp | 5.24% | -1.0% | $80.48 |
+25 bp | 4.99% | -0.5% | $80.91 |
0 bp | 4.74% | 0% | $81.30 |
-25 bp | 4.49% | 0.4% | $81.65 |
-50 bp | 4.24% | 0.8% | $81.96 |
-75 bp | 3.99% | 1.1% | $82.23 |
-100 bp | 3.74% | 1.4% | $82.47 |
-150 bp | 3.24% | 1.9% | $82.81 |
-200 bp | 2.74% | 2.1% | $82.99 |
-300 bp | 1.74% | 1.9% | $82.88 |
*Fund Category: GOVERNMENT
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 474 | bp |
Less: Annual "default factor" | 0 | bp |
Less: Expense ratio | 15 | bp |
Equals: ALTAR Score | 4.59 | % |
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 1-3 Year Treasury Bond ETF is classified as a Government fund. |