iShares US Treasury Bond ETF (GOVT)

26.18 +0.02  +0.08% BATS Jan 22, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 26.17
Discount or Premium to NAV 0.04%
Turnover Ratio 22.00%
1 Year Fund Level Flows 8.290B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.93% 0.97% 0.68% 12
3M 0.70% 0.62% 0.75% 68
6M 2.71% 2.67% 1.96% 1
YTD 0.85% 0.89% 0.55% 14
1Y 8.09% 8.14% 6.64% 4
3Y 3.46% 3.46% 2.84% 9
5Y 2.08% 2.08% 1.88% 43
10Y -- -- 2.61% --
15Y -- -- 3.31% --
20Y -- -- 4.27% --
As of Jan. 22, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 4.10% 4.14% 0.04%
Stock 0.00% 0.00% 0.00%
Bond 95.90% 95.90% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Jan. 21, 2020

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of Jan. 21, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

GOVT Bond Exposure

Government 95.86%
Corporate 0.00%
Securitized 0.00%
Municipal 0.00%
Cash 4.14%
Derivative 0.00%
As of Jan. 21, 2020

GOVT Bond Credit Quality Exposure

AAA 100.0%
AA 0.00%
A 0.00%
BBB 0.00%
BB 0.00%
B 0.00%
Below B 0.00%
As of Dec. 31, 2019

GOVT Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.01%
183 to 364 Days 0.07%
1 to 3 Years 33.33%
3 to 5 Years 17.11%
5 to 7 Years 13.51%
7 to 10 Years 15.20%
10 to 15 Years 0.00%
15 to 20 Years 2.69%
20 to 30 Years 18.08%
Over 30 Years 0.00%
As of Jan. 21, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Notes 2.25% 5.34% -- --
-- United States Treasury Notes 2.38% 4.77% -- --
-- United States Treasury Notes 2.38% 4.48% -- --
-- United States Treasury Notes 2.25% 2.69% -- --
-- United States Treasury Notes 2.25% 2.68% -- --
-- United States Treasury Bonds 2.88% 2.65% -- --
-- United States Treasury Notes 2% 2.41% -- --
-- United States Treasury Notes 1.88% 2.36% -- --
-- United States Treasury Notes 2% 2.27% -- --
-- United States Treasury Bonds 3.75% 2.27% -- --
As of Jan. 21, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the ICE U.S. Treasury Core Bond Index (the "underlying index"). The fund generally will invest at least 90% of its assets in the component securities of the underlying index and may invest up to 10% of its assets in certain futures, options and swap contracts, cash and cash equivalents, as well as in securities not included in the underlying index, but which the advisor believes will help the fund track the index. The underlying index measures the performance of public obligations of the U.S. Treasury that have a remaining maturity greater than one year and less than or equal to thirty years.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style High Quality/Moderate Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Intermediate Government
Prospectus Objective Government Bond - Treasury
Fund Owner Firm Name iShares
Benchmark Index
ICE U.S. Treasury Core Bond TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
James Mauro 7.88 yrs
Scott Radell 7.88 yrs

Net Fund Flows

1M 415.42M
3M 1.942B
6M 3.855B
YTD 8.290B
1Y 8.290B
3Y 12.41B
5Y 15.02B
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) 1.179
Max Drawdown (All) 5.87%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.038
30-Day Rolling Volatility 3.50%
Daily Value at Risk (VaR) 1% (All) 0.57%
Monthly Value at Risk (VaR) 1% (All) 2.24%

Fundamentals

Dividend Yield TTM (1-22-20) 1.96%
30-Day SEC Yield (1-21-20) 1.65%
7-Day SEC Yield --
Current Yield 2.21%
Yield to Maturity 1.81%
Effective Duration 6.361
Average Coupon 2.42%
Average Credit Score 1.00 (AAA)
Average Price 106.15
Number of Holdings 152
As of Jan. 21, 2020

Comparables

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Attributes

Key Dates
Inception Date 2/14/2012
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 3/1/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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