|
iShares 7-10 Year Treasury Bond ETF
|
|||||||||||||||||
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| iShares 7-10 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 between seven and ten years. |
| Category | Government |
| Fund Sponsor | BlackRock Fund Advisors |
| Website | www.ishares.com |
| Inception date | Jul 22, 2002 |
| Assets (mns) | $40,173 |
| 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 | 16 |
| No of distinct issuers | 2 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 0% /100% |
| Non-standard maturity (callable, etc.) | 0% |
| 0.0% // | 9.6 % |
| 0.0% // | 9.5 % |
| 0.0% // | 9.5 % |
| 0.0% // | 9.4 % |
| 0.0% // | 8.9 % |
| 0.0% // | 7.8 % |
| 0.0% // | 7.7 % |
| 0.0% // | 7.5 % |
| 0.0% // | 7.5 % |
| 0.0% // | 7.4 % |
| TOTAL | 84.9 % |
|---|
| 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. |
| 2.2% | 6.8% | -0.7% | 1.0% | 3.6% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.19 | 91% |
| S&P500 | -0.04 | 2% |
| MSCI EAFE | -0.00 | 0% |
| MSCI Emg. Mkts. | -0.04 | 2% |
| Recent close | $95.01 |
| 30d moving avg. | $95.76 |
| Annualized volatility | 7.5% |
| Short interest (ETF) | 5.8% |
| Relative strength (RSI) | 48 |
| Avg. volume (thou.) | 14,036 |
| Avg. daily value traded (mns) | $1,334 |
| Turnover | 3.4% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| IEF | 7.8 yrs | Category Avg.* |
6.5 yrs |
| IEF | 7.7% | Category Avg.* |
6.4% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 6.88% | -22.7% | $73.40 |
| +200 bp | 5.88% | -15.2% | $80.56 |
| +150 bp | 5.38% | -11.4% | $84.15 |
| +100 bp | 4.88% | -7.6% | $87.76 |
| +75 bp | 4.63% | -5.7% | $89.57 |
| +50 bp | 4.38% | -3.8% | $91.38 |
| +25 bp | 4.13% | -1.9% | $93.19 |
| 0 bp | 3.88% | 0% | $95.01 |
| -25 bp | 3.63% | 1.9% | $96.83 |
| -50 bp | 3.38% | 3.8% | $98.65 |
| -75 bp | 3.13% | 5.8% | $100.48 |
| -100 bp | 2.88% | 7.7% | $102.30 |
| -150 bp | 2.38% | 11.5% | $105.97 |
| -200 bp | 1.88% | 15.4% | $109.64 |
| -300 bp | 0.88% | 23.2% | $117.02 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
388 | bp |
| Less: Annual "default factor" |
3 | bp |
| Less: Expense ratio | 15 | bp |
| Equals: ALTAR Score | 3.70 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.9% |
| Corporate | 3.8% |
| Emerging Market | 5.2% |
| Government | 7.1% |
| Inflation Protected | 2.2% |
| Mortgage | 4.6% |
| Municipals | 3.2% |
| *Note: The iShares 7-10 Year Treasury Bond ETF is classified as a Government fund. | |