iShares 20+ Year Treasury Bond ETF
|
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
iShares 20+ 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 greater than twenty years. |
Category | Government |
Fund Sponsor | BlackRock Fund Advisors |
Website | www.ishares.com |
Inception date | Jul 22, 2002 |
Assets (mns) | $47,081 |
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 | 35 |
No of distinct issuers | 1 |
Inflation protected | 0% |
Variable/Fixed coupon | 0% /100% |
Non-standard maturity (callable, etc.) | 7% |
UNITED STATES TREASUR 2.5% 2/15/45 | 7.5 % |
UNITED STATES TREASUR 2.5% 2/15/46 | 6.9 % |
UNITED STATES TREASUR 3.0% 11/15/45 | 6.7 % |
UNITED STATES TREASUR 3.1% 8/15/44 | 6.5 % |
UNITED STATES TREASUR 2.9% 5/15/43 | 6.4 % |
UNITED STATES TREASUR 2.5% 5/15/46 | 5.9 % |
UNITED STATES TREASUR 3.0% 2/15/48 | 4.9 % |
UNITED STATES TREASUR 4.3% 11/15/40 | 4.7 % |
UNITED STATES TREASUR 3.1% 5/15/48 | 4.6 % |
UNITED STATES TREASUR 2.9% 11/15/46 | 4.1 % |
TOTAL | 58.2 % |
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U.S. TREASURY | 99.8% |
UNITED STATES | 99.8 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
-3.7% | -7.2% | -3.3% | 1.1% | 4.1% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 2.12 | 86% |
S&P500 | 0.59 | 41% |
MSCI EAFE | 0.63 | 44% |
MSCI Emg. Mkts. | 0.62 | 44% |
Recent close | $90.74 |
30d moving avg. | $91.73 |
Annualized volatility | 16.3% |
Short interest (ETF) | 11.0% |
Relative strength (RSI) | 71 |
Avg. volume (thou.) | 44,293 |
Avg. daily value traded (mns) | $4,019 |
Turnover | 8.4% |
Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
TLT | 18.1 yrs | Category Avg.* |
6.2 yrs |
TLT | 17.8% | Category Avg.* |
6.1% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 7.64% | -44.4% | $50.46 |
+200 bp | 6.64% | -31.6% | $62.07 |
+150 bp | 6.14% | -24.4% | $68.56 |
+100 bp | 5.64% | -16.8% | $75.50 |
+75 bp | 5.39% | -12.8% | $79.14 |
+50 bp | 5.14% | -8.6% | $82.89 |
+25 bp | 4.89% | -4.4% | $86.76 |
0 bp | 4.64% | 0% | $90.74 |
-25 bp | 4.39% | 4.5% | $94.83 |
-50 bp | 4.14% | 9.1% | $99.04 |
-75 bp | 3.89% | 13.9% | $103.36 |
-100 bp | 3.64% | 18.8% | $107.80 |
-150 bp | 3.14% | 28.9% | $117.00 |
-200 bp | 2.64% | 39.6% | $126.67 |
-300 bp | 1.64% | 62.4% | $147.35 |
*Fund Category: GOVERNMENT
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 464 | bp |
Less: Annual "default factor" | 3 | bp |
Less: Expense ratio | 15 | bp |
Equals: ALTAR Score | 4.46 | % |
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 20+ Year Treasury Bond ETF is classified as a Government fund. |