|
iShares 1-3 Year Treasury Bond ETF
|
|||||||||||||||||
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| iShares 1-3 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 one and three years. |
| Category | Government |
| Fund Sponsor | BlackRock Fund Advisors |
| Website | www.ishares.com |
| Inception date | Jul 22, 2002 |
| Assets (mns) | $23,960 |
| Currency | USD |
| Expense ratio | 15 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Optimized |
| No. of constituents | 71 |
| No of distinct issuers | 2 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 0% /100% |
| Non-standard maturity (callable, etc.) | 0% |
| 0.0% // | 2.5 % |
| 0.0% // | 2.4 % |
| 0.0% // | 2.2 % |
| 0.0% // | 1.9 % |
| 0.0% // | 1.9 % |
| 0.0% // | 1.7 % |
| 0.0% // | 1.7 % |
| 0.0% // | 1.6 % |
| 0.0% // | 1.6 % |
| 0.0% // | 1.6 % |
| TOTAL | 19.0 % |
|---|
| 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. |
| 0.8% | 3.5% | 0.7% | 1.2% | 1.8% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.25 | 64% |
| S&P500 | 0.06 | 21% |
| MSCI EAFE | 0.08 | 37% |
| MSCI Emg. Mkts. | 0.07 | 32% |
| Recent close | $82.21 |
| 30d moving avg. | $82.59 |
| Annualized volatility | 2.2% |
| Short interest (ETF) | 7.8% |
| Relative strength (RSI) | 54 |
| Avg. volume (thou.) | 3,628 |
| Avg. daily value traded (mns) | $298 |
| Turnover | 1.3% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| SHY | 1.9 yrs | Category Avg.* |
6.4 yrs |
| SHY | 1.8% | Category Avg.* |
6.3% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 6.83% | -9.0% | $74.80 |
| +200 bp | 5.83% | -5.2% | $77.92 |
| +150 bp | 5.33% | -3.6% | $79.23 |
| +100 bp | 4.83% | -2.2% | $80.39 |
| +75 bp | 4.58% | -1.6% | $80.90 |
| +50 bp | 4.33% | -1.0% | $81.38 |
| +25 bp | 4.08% | -0.5% | $81.81 |
| 0 bp | 3.83% | 0% | $82.21 |
| -25 bp | 3.58% | 0.4% | $82.57 |
| -50 bp | 3.33% | 0.8% | $82.88 |
| -75 bp | 3.08% | 1.1% | $83.15 |
| -100 bp | 2.83% | 1.4% | $83.39 |
| -150 bp | 2.33% | 1.9% | $83.74 |
| -200 bp | 1.83% | 2.1% | $83.92 |
| -300 bp | 0.83% | 1.9% | $83.81 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
383 | bp |
| Less: Annual "default factor" |
0 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 3.68 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.1% |
| Corporate | 4.0% |
| Emerging Market | 5.9% |
| Government | 7.1% |
| Inflation Protected | 2.3% |
| Mortgage | 4.9% |
| Municipals | 3.5% |
| *Note: The iShares 1-3 Year Treasury Bond ETF is classified as a Government fund. | |