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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) | $23,898 |
| 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. |
| 1.3% | 2.2% | 0.8% | 1.3% | 1.8% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.24 | 59% |
| S&P500 | 0.06 | 19% |
| MSCI EAFE | 0.08 | 34% |
| MSCI Emg. Mkts. | 0.07 | 29% |
| Recent close | $82.91 |
| 30d moving avg. | $82.49 |
| Annualized volatility | 2.2% |
| Short interest (ETF) | 8.2% |
| Relative strength (RSI) | 65 |
| Avg. volume (thou.) | 3,778 |
| Avg. daily value traded (mns) | $313 |
| Turnover | 1.3% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| SHY | 1.9 yrs | Category Avg.* |
6.3 yrs |
| SHY | 1.8% | Category Avg.* |
6.2% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 6.80% | -9.0% | $75.44 |
| +200 bp | 5.80% | -5.2% | $78.58 |
| +150 bp | 5.30% | -3.6% | $79.91 |
| +100 bp | 4.80% | -2.2% | $81.07 |
| +75 bp | 4.55% | -1.6% | $81.59 |
| +50 bp | 4.30% | -1.0% | $82.07 |
| +25 bp | 4.05% | -0.5% | $82.51 |
| 0 bp | 3.80% | 0% | $82.91 |
| -25 bp | 3.55% | 0.4% | $83.27 |
| -50 bp | 3.30% | 0.8% | $83.59 |
| -75 bp | 3.05% | 1.1% | $83.86 |
| -100 bp | 2.80% | 1.4% | $84.10 |
| -150 bp | 2.30% | 1.9% | $84.45 |
| -200 bp | 1.80% | 2.1% | $84.64 |
| -300 bp | 0.80% | 1.9% | $84.53 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
380 | bp |
| Less: Annual "default factor" |
0 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 3.65 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.9% |
| Corporate | 3.8% |
| Emerging Market | 5.4% |
| Government | 6.9% |
| Inflation Protected | 2.1% |
| Mortgage | 4.8% |
| Municipals | 3.4% |
| *Note: The iShares 1-3 Year Treasury Bond ETF is classified as a Government fund. | |