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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) | $48,503 |
| 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% |
| 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 | 99.8% |
 |
UNITED STATES | 99.8 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 4.2% | -1.2% | -9.0% | -1.1% | 3.9% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 2.16 | 92% |
| S&P500 | 0.65 | 44% |
| MSCI EAFE | 0.74 | 56% |
| MSCI Emg. Mkts. | 0.72 | 53% |
| Recent close | $87.82 |
| 30d moving avg. | $90.06 |
| Annualized volatility | 17.1% |
| Short interest (ETF) | 20.2% |
| Relative strength (RSI) | 44 |
| Avg. volume (thou.) | 50,507 |
| Avg. daily value traded (mns) | $4,436 |
| Turnover | 9.0% |
| 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 | 7.79% | -44.4% | $48.84 |
| +200 bp | 6.79% | -31.6% | $60.08 |
| +150 bp | 6.29% | -24.4% | $66.35 |
| +100 bp | 5.79% | -16.8% | $73.07 |
| +75 bp | 5.54% | -12.8% | $76.59 |
| +50 bp | 5.29% | -8.6% | $80.23 |
| +25 bp | 5.04% | -4.4% | $83.97 |
| 0 bp | 4.79% | 0% | $87.82 |
| -25 bp | 4.54% | 4.5% | $91.78 |
| -50 bp | 4.29% | 9.1% | $95.85 |
| -75 bp | 4.04% | 13.9% | $100.04 |
| -100 bp | 3.79% | 18.8% | $104.33 |
| -150 bp | 3.29% | 28.9% | $113.24 |
| -200 bp | 2.79% | 39.6% | $122.59 |
| -300 bp | 1.79% | 62.4% | $142.61 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
479 | bp |
| Less: Annual "default factor" |
3 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 4.61 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.3% |
| Corporate | 4.4% |
| Emerging Market | 6.2% |
| Government | 7.2% |
| Inflation Protected | 2.5% |
| Mortgage | 5.1% |
| Municipals | 3.6% |
| *Note: The iShares 20+ Year Treasury Bond ETF is classified as a Government fund. | |