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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) | $51,061 |
| 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 | 35 |
| No of distinct issuers | 1 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 0% /100% |
| Non-standard maturity (callable, etc.) | 7% |
| 0.0% // | 6.4 % |
| 0.0% // | 6.3 % |
| 0.0% // | 5.1 % |
| 0.0% // | 4.6 % |
| 0.0% // | 4.6 % |
| 0.0% // | 4.5 % |
| 0.0% // | 4.3 % |
| 0.0% // | 4.2 % |
| 0.0% // | 4.1 % |
| 0.0% // | 3.9 % |
| TOTAL | 48.1 % |
|---|
| U.S. TREASURY | 99.8% |
 |
UNITED STATES | 99.8 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| -0.8% | -2.4% | -9.9% | -1.1% | 3.6% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 2.13 | 89% |
| S&P500 | 0.57 | 35% |
| MSCI EAFE | 0.70 | 54% |
| MSCI Emg. Mkts. | 0.69 | 52% |
| Recent close | $85.35 |
| 30d moving avg. | $86.81 |
| Annualized volatility | 16.4% |
| Short interest (ETF) | 22.1% |
| Relative strength (RSI) | 47 |
| Avg. volume (thou.) | 41,917 |
| Avg. daily value traded (mns) | $3,578 |
| Turnover | 7.1% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| TLT | 18.1 yrs | Category Avg.* |
6.4 yrs |
| TLT | 17.8% | Category Avg.* |
6.3% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 7.82% | -44.4% | $47.47 |
| +200 bp | 6.82% | -31.6% | $58.39 |
| +150 bp | 6.32% | -24.4% | $64.49 |
| +100 bp | 5.82% | -16.8% | $71.01 |
| +75 bp | 5.57% | -12.8% | $74.44 |
| +50 bp | 5.32% | -8.6% | $77.97 |
| +25 bp | 5.07% | -4.4% | $81.61 |
| 0 bp | 4.82% | 0% | $85.35 |
| -25 bp | 4.57% | 4.5% | $89.20 |
| -50 bp | 4.32% | 9.1% | $93.16 |
| -75 bp | 4.07% | 13.9% | $97.22 |
| -100 bp | 3.82% | 18.8% | $101.39 |
| -150 bp | 3.32% | 28.9% | $110.05 |
| -200 bp | 2.82% | 39.6% | $119.14 |
| -300 bp | 1.82% | 62.4% | $138.60 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
482 | bp |
| Less: Annual "default factor" |
3 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 4.64 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.1% |
| Corporate | 4.0% |
| Emerging Market | 5.9% |
| Government | 7.1% |
| Inflation Protected | 2.3% |
| Mortgage | 4.9% |
| Municipals | 3.5% |
| *Note: The iShares 20+ Year Treasury Bond ETF is classified as a Government fund. | |