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iShares U.S. Treasury Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| iShares U.S. Treasury Bond ETF is an exchange-traded fund incorporated in the USA. The ETF seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the Barclays Capital U.S. Treasury Bond Index. |
| Category | Government |
| Fund Sponsor | BlackRock Fund Advisors |
| Website | www.ishares.com |
| Inception date | Feb 14, 2012 |
| Assets (mns) | $26,185 |
| Currency | USD |
| Expense ratio | 5 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Optimized |
| No. of constituents | 137 |
| No of distinct issuers | 5 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 0% /100% |
| Non-standard maturity (callable, etc.) | 4% |
| UNITED STATES TREASUR 2.4% 8/15/24 | 4.8 % |
| UNITED STATES TREASUR 2.3% 2/15/27 | 4.3 % |
| UNITED STATES TREASUR 2.0% 8/15/25 | 3.5 % |
| UNITED STATES TREASUR 2.9% 11/15/46 | 2.7 % |
| UNITED STATES TREASUR 2.3% 11/15/24 | 2.7 % |
| UNITED STATES TREASUR 2.3% 4/30/21 | 2.7 % |
| UNITED STATES TREASUR 2.0% 2/15/25 | 2.4 % |
| UNITED STATES TREASUR 2.6% 11/15/20 | 2.4 % |
| UNITED STATES TREASUR 2.0% 11/30/20 | 2.3 % |
| UNITED STATES TREASUR 1.9% 8/31/22 | 2.2 % |
| TOTAL | 30.0 % |
|---|
| U.S. TREASURY | 98.7% |
| TREASURY BOND | 1.6% |
 |
UNITED STATES | 100.0 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 0.0% | 3.2% | -1.9% | 0.8% | 1.1% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.80 | 89% |
| S&P500 | 0.23 | 40% |
| MSCI EAFE | 0.26 | 49% |
| MSCI Emg. Mkts. | 0.25 | 44% |
| Recent close | $22.79 |
| 30d moving avg. | $22.88 |
| Annualized volatility | 6.5% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 46 |
| Avg. volume (thou.) | 15,078 |
| Avg. daily value traded (mns) | $344 |
| Turnover | 1.3% |
| Bid/Ask (% of price) | 0.05 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| GOVT | 6.3 yrs | Category Avg.* |
6.4 yrs |
| GOVT | 6.2% | Category Avg.* |
6.3% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.28% | -18.0% | $18.68 |
| +200 bp | 6.28% | -12.2% | $20.02 |
| +150 bp | 5.78% | -9.2% | $20.70 |
| +100 bp | 5.28% | -6.2% | $21.39 |
| +75 bp | 5.03% | -4.6% | $21.74 |
| +50 bp | 4.78% | -3.1% | $22.09 |
| +25 bp | 4.53% | -1.6% | $22.44 |
| 0 bp | 4.28% | 0% | $22.79 |
| -25 bp | 4.03% | 1.6% | $23.15 |
| -50 bp | 3.78% | 3.1% | $23.50 |
| -75 bp | 3.53% | 4.7% | $23.86 |
| -100 bp | 3.28% | 6.3% | $24.22 |
| -150 bp | 2.78% | 9.5% | $24.95 |
| -200 bp | 2.28% | 12.7% | $25.69 |
| -300 bp | 1.28% | 19.3% | $27.19 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
428 | bp |
| Less: Annual "default factor" |
3 | bp |
| Less: Expense ratio | 5 | bp |
| Equals: ALTAR Score | 4.20 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.3% |
| Corporate | 4.4% |
| Emerging Market | 6.2% |
| Government | 7.2% |
| Inflation Protected | 2.5% |
| Mortgage | 5.1% |
| Municipals | 3.6% |
| *Note: The iShares U.S. Treasury Bond ETF is classified as a Government fund. | |