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iShares 20+ Year Treasury
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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 26, 2002 |
| Assets (mns) | $18,226 |
| 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 | 36 |
| No of distinct issuers | 1 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 1% /99% |
| Non-standard maturity (callable, etc.) | 18% |
| 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 | 99.3% |
 |
UNITED STATES | 99.3 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 19.7% | 25.1% | 6.9% | 6.9% | 7.1% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 3.43 | 89% |
| S&P500 | -0.29 | 9% |
| MSCI EAFE | -0.21 | 4% |
| MSCI Emg. Mkts. | -0.10 | 1% |
| Recent close | $139.58 |
| 30d moving avg. | $141.85 |
| Annualized volatility | 12.0% |
| Short interest (ETF) | 15.5% |
| Relative strength (RSI) | 42 |
| Avg. volume (thou.) | 12,926 |
| Avg. daily value traded (mns) | $1,804 |
| Turnover | 9.8% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| TLT | 18.4 yrs | Category Avg.* |
7.1 yrs |
| TLT | 18.2% | Category Avg.* |
7.0% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 5.20% | -45.7% | $75.85 |
| +200 bp | 4.20% | -32.4% | $94.30 |
| +150 bp | 3.70% | -25.1% | $104.57 |
| +100 bp | 3.20% | -17.2% | $115.54 |
| +75 bp | 2.95% | -13.1% | $121.29 |
| +50 bp | 2.70% | -8.9% | $127.21 |
| +25 bp | 2.45% | -4.5% | $133.31 |
| 0 bp | 2.20% | 0% | $139.58 |
| -25 bp | 1.95% | 4.6% | $146.03 |
| -50 bp | 1.70% | 9.4% | $152.64 |
| -75 bp | 1.45% | 14.2% | $159.44 |
| -100 bp | 1.20% | 19.2% | $166.41 |
| -150 bp | 0.70% | 29.6% | $180.87 |
| -200 bp | 0.20% | 40.4% | $196.03 |
| -300 bp | -0.80% | 63.7% | $228.44 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
220 | bp |
| Less: Annual "default factor" |
3 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 2.02 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.3% |
| Emerging Market | 3.6% |
| Government | 1.7% |
| Inflation Protected | 1.8% |
| Mortgage | 2.8% |
| Municipals | 2.3% |
| *Note: The iShares 20+ Year Treasury is classified as a Government fund. | |