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iShares 7-10 Year Treasury
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| iShares 7-10 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 seven and ten years. |
| Category | Government |
| Fund Sponsor | BlackRock Fund Advisors |
| Website | www.ishares.com |
| Inception date | Jul 26, 2002 |
| Assets (mns) | $18,555 |
| 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 | 17 |
| No of distinct issuers | 2 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 8% /92% |
| Non-standard maturity (callable, etc.) | 8% |
| UNITED STATES TREASUR 2.4% 5/15/27 | 20.5 % |
| UNITED STATES TREASUR 2.3% 8/15/27 | 15.1 % |
| UNITED STATES TREASUR 2.9% 8/15/28 | 12.0 % |
| UNITED STATES TREASUR 2.8% 2/15/28 | 11.5 % |
| UNITED STATES TREASUR 2.3% 2/15/27 | 11.2 % |
| UNITED STATES TREASUR 3.1% 11/15/28 | 10.5 % |
| UNITED STATES TREASUR 2.9% 5/15/28 | 10.3 % |
| UNITED STATES TREASUR 2.6% 2/15/29 | 4.7 % |
| UNITED STATES TREASUR 2.3% 11/15/27 | 3.3 % |
| UNITED STATES TREASUR 5.3% 11/15/28 | 0.4 % |
| TOTAL | 99.4 % |
|---|
| U.S. TREASURY | 80.7% |
| TREASURY BOND | 11.0% |
 |
United States | 91.6 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 9.6% | 13.8% | 3.7% | 4.3% | 5.0% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.57 | 94% |
| S&P500 | -0.14 | 10% |
| MSCI EAFE | -0.10 | 4% |
| MSCI Emg. Mkts. | -0.04 | 1% |
| Recent close | $111.80 |
| 30d moving avg. | $112.19 |
| Annualized volatility | 5.4% |
| Short interest (ETF) | 4.8% |
| Relative strength (RSI) | 50 |
| Avg. volume (thou.) | 6,980 |
| Avg. daily value traded (mns) | $780 |
| Turnover | 4.2% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| IEF | 7.6 yrs | Category Avg.* |
7.1 yrs |
| IEF | 7.6% | Category Avg.* |
7.0% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 4.73% | -16.7% | $93.09 |
| +200 bp | 3.73% | -12.5% | $97.86 |
| +150 bp | 3.23% | -9.8% | $100.79 |
| +100 bp | 2.73% | -6.9% | $104.09 |
| +75 bp | 2.48% | -5.3% | $105.88 |
| +50 bp | 2.23% | -3.6% | $107.76 |
| +25 bp | 1.98% | -1.8% | $109.73 |
| 0 bp | 1.73% | 0% | $111.80 |
| -25 bp | 1.48% | 1.9% | $113.96 |
| -50 bp | 1.23% | 3.9% | $116.21 |
| -75 bp | 0.98% | 6.0% | $118.55 |
| -100 bp | 0.73% | 8.2% | $120.98 |
| -150 bp | 0.23% | 12.8% | $126.12 |
| -200 bp | -0.27% | 17.7% | $131.64 |
| -300 bp | -1.27% | 28.6% | $143.76 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
173 | bp |
| Less: Annual "default factor" |
3 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 1.55 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.4% |
| Emerging Market | 3.6% |
| Government | 1.7% |
| Inflation Protected | 1.8% |
| Mortgage | 2.8% |
| Municipals | 2.3% |
| *Note: The iShares 7-10 Year Treasury is classified as a Government fund. | |