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iShares 7-10 Year Treasury Bond ETF
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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 22, 2002 |
| Assets (mns) | $34,653 |
| 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 | 16 |
| No of distinct issuers | 2 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 0% /100% |
| Non-standard maturity (callable, etc.) | 0% |
| 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 | 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. |
| 3.2% | 3.9% | -2.7% | 0.8% | 3.5% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.13 | 95% |
| S&P500 | 0.34 | 45% |
| MSCI EAFE | 0.38 | 56% |
| MSCI Emg. Mkts. | 0.34 | 45% |
| Recent close | $94.54 |
| 30d moving avg. | $94.87 |
| Annualized volatility | 8.8% |
| Short interest (ETF) | 3.0% |
| Relative strength (RSI) | 46 |
| Avg. volume (thou.) | 14,796 |
| Avg. daily value traded (mns) | $1,399 |
| Turnover | 4.0% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| IEF | 7.8 yrs | Category Avg.* |
6.4 yrs |
| IEF | 7.7% | Category Avg.* |
6.3% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.23% | -22.7% | $73.04 |
| +200 bp | 6.23% | -15.2% | $80.16 |
| +150 bp | 5.73% | -11.4% | $83.74 |
| +100 bp | 5.23% | -7.6% | $87.33 |
| +75 bp | 4.98% | -5.7% | $89.13 |
| +50 bp | 4.73% | -3.8% | $90.93 |
| +25 bp | 4.48% | -1.9% | $92.73 |
| 0 bp | 4.23% | 0% | $94.54 |
| -25 bp | 3.98% | 1.9% | $96.35 |
| -50 bp | 3.73% | 3.8% | $98.16 |
| -75 bp | 3.48% | 5.8% | $99.98 |
| -100 bp | 3.23% | 7.7% | $101.80 |
| -150 bp | 2.73% | 11.5% | $105.44 |
| -200 bp | 2.23% | 15.4% | $109.10 |
| -300 bp | 1.23% | 23.2% | $116.44 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
423 | bp |
| Less: Annual "default factor" |
3 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 4.05 | % |
| 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 7-10 Year Treasury Bond ETF is classified as a Government fund. | |