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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) | $22,243 |
| 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 | 15 |
| No of distinct issuers | 2 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 6% /94% |
| Non-standard maturity (callable, etc.) | 6% |
| 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 | 81.9% |
| TREASURY BOND | 11.6% |
 |
UNITED STATES | 93.5 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 11.2% | 12.6% | 5.0% | 4.6% | 5.3% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.41 | 68% |
| S&P500 | -0.16 | 25% |
| MSCI EAFE | -0.20 | 32% |
| MSCI Emg. Mkts. | -0.13 | 23% |
| Recent close | $122.15 |
| 30d moving avg. | $121.37 |
| Annualized volatility | 5.5% |
| Short interest (ETF) | 6.5% |
| Relative strength (RSI) | 51 |
| Avg. volume (thou.) | 5,045 |
| Avg. daily value traded (mns) | $616 |
| Turnover | 2.7% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| IEF | 7.7 yrs | Category Avg.* |
7.8 yrs |
| IEF | 7.7% | Category Avg.* |
7.8% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 3.25% | -17.3% | $101.06 |
| +200 bp | 2.25% | -12.8% | $106.54 |
| +150 bp | 1.75% | -10.1% | $109.86 |
| +100 bp | 1.25% | -7.0% | $113.56 |
| +75 bp | 1.00% | -5.4% | $115.57 |
| +50 bp | 0.75% | -3.7% | $117.66 |
| +25 bp | 0.50% | -1.9% | $119.86 |
| 0 bp | 0.25% | 0% | $122.15 |
| -25 bp | 0.00% | 2.0% | $124.54 |
| -50 bp | -0.25% | 4.0% | $127.03 |
| -75 bp | -0.50% | 6.1% | $129.61 |
| -100 bp | -0.75% | 8.3% | $132.29 |
| -150 bp | -1.25% | 12.9% | $137.95 |
| -200 bp | -1.75% | 17.9% | $143.99 |
| -300 bp | -2.75% | 28.7% | $157.24 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
25 | bp |
| Less: Annual "default factor" |
3 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 0.07 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.1% |
| Corporate | 1.8% |
| Emerging Market | 3.9% |
| Government | 0.5% |
| Inflation Protected | 1.0% |
| Mortgage | 2.4% |
| Municipals | 2.1% |
| *Note: The iShares 7-10 Year Treasury Bond ETF is classified as a Government fund. | |