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iShares 3-7 Year Treasury Bond ETF
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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 05, 2007 |
| Assets (mns) | $15,518 |
| 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 | 62 |
| No of distinct issuers | 4 |
| Inflation protected | 0% |
| Variable/Fixed coupon | -1% /101% |
| Non-standard maturity (callable, etc.) | -1% |
| 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 | 98.8% |
| TREASURY BOND | 1.9% |
 |
United States | 100.0 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 2.2% | 4.2% | -0.8% | 1.2% | 2.9% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.68 | 90% |
| S&P500 | 0.20 | 39% |
| MSCI EAFE | 0.23 | 52% |
| MSCI Emg. Mkts. | 0.20 | 41% |
| Recent close | $117.83 |
| 30d moving avg. | $117.67 |
| Annualized volatility | 5.5% |
| Short interest (ETF) | 1.7% |
| Relative strength (RSI) | 49 |
| Avg. volume (thou.) | 2,693 |
| Avg. daily value traded (mns) | $317 |
| Turnover | 2.0% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| IEI | 4.5 yrs | Category Avg.* |
6.4 yrs |
| IEI | 4.4% | Category Avg.* |
6.3% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 6.79% | -15.4% | $99.65 |
| +200 bp | 5.79% | -9.8% | $106.27 |
| +150 bp | 5.29% | -7.2% | $109.37 |
| +100 bp | 4.79% | -4.7% | $112.33 |
| +75 bp | 4.54% | -3.5% | $113.76 |
| +50 bp | 4.29% | -2.3% | $115.15 |
| +25 bp | 4.04% | -1.1% | $116.51 |
| 0 bp | 3.79% | 0% | $117.83 |
| -25 bp | 3.54% | 1.1% | $119.12 |
| -50 bp | 3.29% | 2.2% | $120.37 |
| -75 bp | 3.04% | 3.2% | $121.58 |
| -100 bp | 2.79% | 4.2% | $122.76 |
| -150 bp | 2.29% | 6.1% | $125.02 |
| -200 bp | 1.79% | 7.9% | $127.13 |
| -300 bp | 0.79% | 11.1% | $130.94 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
379 | bp |
| Less: Annual "default factor" |
1 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 3.63 | % |
| 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 3-7 Year Treasury Bond ETF is classified as a Government fund. | |