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iShares 20+ Year Treasury Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| iShares 20+ 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 greater than twenty years. |
| Category | Government |
| Fund Sponsor | BlackRock Fund Advisors |
| Website | www.ishares.com |
| Inception date | Jul 22, 2002 |
| Assets (mns) | $19,096 |
| 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 | 41 |
| No of distinct issuers | 1 |
| Inflation protected | 0% |
| Variable/Fixed coupon | -7% /107% |
| Non-standard maturity (callable, etc.) | 8% |
| UNITED STATES TREASUR 2.5% 2/15/45 | 7.5 % |
| UNITED STATES TREASUR 2.5% 2/15/46 | 6.9 % |
| UNITED STATES TREASUR 3.0% 11/15/45 | 6.7 % |
| UNITED STATES TREASUR 3.1% 8/15/44 | 6.5 % |
| UNITED STATES TREASUR 2.9% 5/15/43 | 6.4 % |
| UNITED STATES TREASUR 2.5% 5/15/46 | 5.9 % |
| UNITED STATES TREASUR 3.0% 2/15/48 | 4.9 % |
| UNITED STATES TREASUR 4.3% 11/15/40 | 4.7 % |
| UNITED STATES TREASUR 3.1% 5/15/48 | 4.6 % |
| UNITED STATES TREASUR 2.9% 11/15/46 | 4.1 % |
| TOTAL | 58.2 % |
|---|
| 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. |
| 21.9% | 25.9% | 9.5% | 7.8% | 7.7% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 3.24 | 70% |
| S&P500 | -0.33 | 20% |
| MSCI EAFE | -0.40 | 26% |
| MSCI Emg. Mkts. | -0.27 | 19% |
| Recent close | $163.59 |
| 30d moving avg. | $162.01 |
| Annualized volatility | 12.4% |
| Short interest (ETF) | 14.5% |
| Relative strength (RSI) | 49 |
| Avg. volume (thou.) | 11,274 |
| Avg. daily value traded (mns) | $1,844 |
| Turnover | 9.7% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| TLT | 19.3 yrs | Category Avg.* |
7.8 yrs |
| TLT | 19.1% | Category Avg.* |
7.8% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 3.98% | -48.4% | $84.36 |
| +200 bp | 2.98% | -34.3% | $107.50 |
| +150 bp | 2.48% | -26.5% | $120.29 |
| +100 bp | 1.98% | -18.1% | $133.91 |
| +75 bp | 1.73% | -13.8% | $141.02 |
| +50 bp | 1.48% | -9.3% | $148.34 |
| +25 bp | 1.23% | -4.7% | $155.86 |
| 0 bp | 0.98% | 0% | $163.59 |
| -25 bp | 0.73% | 4.8% | $171.52 |
| -50 bp | 0.48% | 9.8% | $179.66 |
| -75 bp | 0.23% | 14.9% | $188.00 |
| -100 bp | -0.02% | 20.1% | $196.54 |
| -150 bp | -0.52% | 31.0% | $214.25 |
| -200 bp | -1.02% | 42.3% | $232.77 |
| -300 bp | -2.02% | 66.4% | $272.27 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
98 | bp |
| Less: Annual "default factor" |
3 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 0.80 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.2% |
| Corporate | 1.8% |
| Emerging Market | 3.9% |
| Government | 0.5% |
| Inflation Protected | 1.0% |
| Mortgage | 2.4% |
| Municipals | 2.2% |
| *Note: The iShares 20+ Year Treasury Bond ETF is classified as a Government fund. | |