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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) | $27,189 |
| 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. |
| -1.3% | -1.0% | -0.5% | 1.2% | 3.5% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.13 | 94% |
| S&P500 | 0.30 | 39% |
| MSCI EAFE | 0.33 | 45% |
| MSCI Emg. Mkts. | 0.29 | 37% |
| Recent close | $91.59 |
| 30d moving avg. | $93.14 |
| Annualized volatility | 8.4% |
| Short interest (ETF) | 1.9% |
| Relative strength (RSI) | 68 |
| Avg. volume (thou.) | 8,263 |
| Avg. daily value traded (mns) | $757 |
| Turnover | 2.8% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| IEF | 7.8 yrs | Category Avg.* |
6.2 yrs |
| IEF | 7.7% | Category Avg.* |
6.1% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.46% | -22.7% | $70.76 |
| +200 bp | 6.46% | -15.2% | $77.66 |
| +150 bp | 5.96% | -11.4% | $81.13 |
| +100 bp | 5.46% | -7.6% | $84.60 |
| +75 bp | 5.21% | -5.7% | $86.35 |
| +50 bp | 4.96% | -3.8% | $88.09 |
| +25 bp | 4.71% | -1.9% | $89.84 |
| 0 bp | 4.46% | 0% | $91.59 |
| -25 bp | 4.21% | 1.9% | $93.34 |
| -50 bp | 3.96% | 3.8% | $95.10 |
| -75 bp | 3.71% | 5.8% | $96.86 |
| -100 bp | 3.46% | 7.7% | $98.62 |
| -150 bp | 2.96% | 11.5% | $102.15 |
| -200 bp | 2.46% | 15.4% | $105.69 |
| -300 bp | 1.46% | 23.2% | $112.81 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
446 | bp |
| Less: Annual "default factor" |
3 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 4.28 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.6% |
| Corporate | 4.5% |
| Emerging Market | 6.3% |
| Government | 4.7% |
| Inflation Protected | 3.0% |
| Mortgage | 5.3% |
| Municipals | 3.4% |
| *Note: The iShares 7-10 Year Treasury Bond ETF is classified as a Government fund. | |