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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) | $16,139 |
| 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. |
| 10.7% | 14.0% | 5.8% | 6.6% | 6.7% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 3.19 | 87% |
| S&P500 | -0.22 | 7% |
| MSCI EAFE | -0.10 | 1% |
| MSCI Emg. Mkts. | 0.01 | 0% |
| Recent close | $144.04 |
| 30d moving avg. | $135.85 |
| Annualized volatility | 10.1% |
| Short interest (ETF) | 24.1% |
| Relative strength (RSI) | 70 |
| Avg. volume (thou.) | 7,898 |
| Avg. daily value traded (mns) | $1,138 |
| Turnover | 7.2% |
| 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 | 5.03% | -45.7% | $78.27 |
| +200 bp | 4.03% | -32.4% | $97.31 |
| +150 bp | 3.53% | -25.1% | $107.92 |
| +100 bp | 3.03% | -17.2% | $119.24 |
| +75 bp | 2.78% | -13.1% | $125.17 |
| +50 bp | 2.53% | -8.9% | $131.28 |
| +25 bp | 2.28% | -4.5% | $137.57 |
| 0 bp | 2.03% | 0% | $144.04 |
| -25 bp | 1.78% | 4.6% | $150.69 |
| -50 bp | 1.53% | 9.4% | $157.52 |
| -75 bp | 1.28% | 14.2% | $164.53 |
| -100 bp | 1.03% | 19.2% | $171.72 |
| -150 bp | 0.53% | 29.6% | $186.65 |
| -200 bp | 0.03% | 40.4% | $202.29 |
| -300 bp | -0.97% | 63.7% | $235.73 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
203 | bp |
| Less: Annual "default factor" |
3 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 1.85 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.3% |
| Emerging Market | 3.6% |
| Government | 1.6% |
| Inflation Protected | 1.7% |
| Mortgage | 2.8% |
| Municipals | 2.2% |
| *Note: The iShares 20+ Year Treasury is classified as a Government fund. | |