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iShares 1-3 Year Treasury Bond ETF
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- 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) | $22,863 |
| 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% |
| UNITED STATES TREASUR 2.3% 4/30/21 | 8.7 % |
| UNITED STATES TREASUR 2.1% 8/31/20 | 5.9 % |
| UNITED STATES TREASUR 2.5% 2/15/22 | 4.6 % |
| UNITED STATES TREASUR 2.5% 1/15/22 | 4.4 % |
| UNITED STATES TREASUR 1.9% 4/30/22 | 4.4 % |
| UNITED STATES TREASUR 1.1% 8/31/21 | 3.9 % |
| UNITED STATES TREASUR 2.1% 5/15/22 | 3.9 % |
| UNITED STATES TREASUR 2.0% 7/31/20 | 3.6 % |
| UNITED STATES TREASUR 2.0% 11/30/20 | 3.4 % |
| UNITED STATES TREASUR 1.4% 4/30/21 | 3.3 % |
| TOTAL | 46.1 % |
|---|
| 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. |
| 0.9% | 3.9% | 0.9% | 1.3% | 1.9% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.25 | 71% |
| S&P500 | 0.07 | 29% |
| MSCI EAFE | 0.08 | 39% |
| MSCI Emg. Mkts. | 0.07 | 33% |
| Recent close | $82.61 |
| 30d moving avg. | $82.51 |
| Annualized volatility | 2.2% |
| Short interest (ETF) | 9.9% |
| Relative strength (RSI) | 51 |
| Avg. volume (thou.) | 6,589 |
| Avg. daily value traded (mns) | $544 |
| Turnover | 2.4% |
| 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 | 6.99% | -9.0% | $75.17 |
| +200 bp | 5.99% | -5.2% | $78.30 |
| +150 bp | 5.49% | -3.6% | $79.62 |
| +100 bp | 4.99% | -2.2% | $80.78 |
| +75 bp | 4.74% | -1.6% | $81.30 |
| +50 bp | 4.49% | -1.0% | $81.77 |
| +25 bp | 4.24% | -0.5% | $82.21 |
| 0 bp | 3.99% | 0% | $82.61 |
| -25 bp | 3.74% | 0.4% | $82.97 |
| -50 bp | 3.49% | 0.8% | $83.28 |
| -75 bp | 3.24% | 1.1% | $83.56 |
| -100 bp | 2.99% | 1.4% | $83.79 |
| -150 bp | 2.49% | 1.9% | $84.14 |
| -200 bp | 1.99% | 2.1% | $84.33 |
| -300 bp | 0.99% | 1.9% | $84.22 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
399 | bp |
| Less: Annual "default factor" |
0 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 3.84 | % |
| 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 1-3 Year Treasury Bond ETF is classified as a Government fund. | |