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iShares 3-7 Yr Treasury
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| iShares 3-7 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 three and seven years. |
| Category | Government |
| Fund Sponsor | BlackRock Fund Advisors |
| Website | www.ishares.com |
| Inception date | Jan 11, 2007 |
| Assets (mns) | $9,218 |
| 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 | 78 |
| No of distinct issuers | 2 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 4% /96% |
| Non-standard maturity (callable, etc.) | 14% |
| UNITED STATES TREASUR 2.4% 8/15/24 | 10.0 % |
| UNITED STATES TREASUR 2.3% 11/15/25 | 6.9 % |
| UNITED STATES TREASUR 2.0% 2/15/25 | 6.2 % |
| UNITED STATES TREASUR 1.8% 5/15/23 | 5.6 % |
| UNITED STATES TREASUR 2.5% 5/15/24 | 5.5 % |
| UNITED STATES TREASUR 2.8% 2/15/24 | 4.9 % |
| UNITED STATES TREASUR 2.3% 11/15/24 | 4.8 % |
| UNITED STATES TREASUR 1.6% 5/15/26 | 4.3 % |
| UNITED STATES TREASUR 2.1% 5/15/25 | 3.9 % |
| UNITED STATES TREASUR 2.1% 11/30/23 | 3.7 % |
| TOTAL | 55.7 % |
|---|
| U.S. TREASURY | 95.6% |
 |
UNITED STATES | 95.6 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 5.9% | 8.8% | 2.5% | 2.9% | 4.0% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.87 | 92% |
| S&P500 | -0.08 | 12% |
| MSCI EAFE | -0.06 | 5% |
| MSCI Emg. Mkts. | -0.02 | 1% |
| Recent close | $126.63 |
| 30d moving avg. | $126.71 |
| Annualized volatility | 3.0% |
| Short interest (ETF) | 0.5% |
| Relative strength (RSI) | 44 |
| Avg. volume (thou.) | 1,468 |
| Avg. daily value traded (mns) | $186 |
| Turnover | 2.0% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| IEI | 4.6 yrs | Category Avg.* |
7.1 yrs |
| IEI | 4.6% | Category Avg.* |
7.0% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 4.62% | -10.8% | $112.95 |
| +200 bp | 3.62% | -7.9% | $116.68 |
| +150 bp | 3.12% | -6.1% | $118.86 |
| +100 bp | 2.62% | -4.3% | $121.24 |
| +75 bp | 2.37% | -3.3% | $122.51 |
| +50 bp | 2.12% | -2.2% | $123.83 |
| +25 bp | 1.87% | -1.1% | $125.21 |
| 0 bp | 1.62% | 0% | $126.63 |
| -25 bp | 1.37% | 1.2% | $128.11 |
| -50 bp | 1.12% | 2.4% | $129.63 |
| -75 bp | 0.87% | 3.6% | $131.21 |
| -100 bp | 0.62% | 4.9% | $132.84 |
| -150 bp | 0.12% | 7.6% | $136.26 |
| -200 bp | -0.38% | 10.5% | $139.88 |
| -300 bp | -1.38% | 16.7% | $147.74 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
162 | bp |
| Less: Annual "default factor" |
2 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 1.45 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.3% |
| Emerging Market | 3.6% |
| Government | 1.7% |
| Inflation Protected | 1.8% |
| Mortgage | 2.8% |
| Municipals | 2.3% |
| *Note: The iShares 3-7 Yr Treasury is classified as a Government fund. | |