PortfoliosLab logo

iShares U.S. Treasury Bond ETF (GOVT)

ETF · Currency in USD
ISIN
US46429B2676
CUSIP
46429B267
Issuer
iShares
Inception Date
Feb 14, 2012
Region
North America (U.S.)
Category
Government Bonds
Expense Ratio
0.15%
Index Tracked
Barclays Capital U.S. Treasury Bond Index
ETF Home Page
www.ishares.com
Asset Class
Bond

GOVTPrice Chart


Chart placeholderClick Calculate to get results

GOVTPerformance

The chart shows the growth of $10,000 invested in iShares U.S. Treasury Bond ETF on Feb 27, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,277 for a total return of roughly 22.77%. All prices are adjusted for splits and dividends.


GOVT (iShares U.S. Treasury Bond ETF)
Benchmark (S&P 500)

GOVTReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M0.80%0.43%
6M1.22%9.37%
YTD-1.65%22.33%
1Y-2.14%26.59%
5Y2.98%15.74%
10Y2.13%13.26%

GOVTMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

GOVTSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares U.S. Treasury Bond ETF Sharpe ratio is -0.48. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


GOVT (iShares U.S. Treasury Bond ETF)
Benchmark (S&P 500)

GOVTDividends

iShares U.S. Treasury Bond ETF granted a 1.85% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $0.49 per share.


PeriodTTM202020192018201720162015201420132012
Dividend$0.49$0.59$0.51$0.49$0.39$0.29$0.31$0.29$0.23$0.18

Dividend yield

1.85%2.17%1.98%1.97%1.57%1.16%1.25%1.17%0.94%0.73%

GOVTDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


GOVT (iShares U.S. Treasury Bond ETF)
Benchmark (S&P 500)

GOVTWorst Drawdowns

The table below shows the maximum drawdowns of the iShares U.S. Treasury Bond ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares U.S. Treasury Bond ETF is 6.37%, recorded on Mar 18, 2021. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.37%Aug 5, 2020156Mar 18, 2021
-5.87%Jul 11, 2016112Dec 15, 2016603May 13, 2019715
-4.62%Jul 26, 2012279Sep 5, 2013275Oct 8, 2014554
-4.56%Mar 10, 20207Mar 18, 202023Apr 21, 202030
-3.54%Feb 2, 201590Jun 10, 2015161Jan 29, 2016251
-2.63%Sep 5, 20197Sep 13, 201994Jan 29, 2020101
-2.15%Apr 22, 202032Jun 5, 202033Jul 23, 202065
-1.93%Mar 9, 20127Mar 19, 201224Apr 23, 201231
-1.85%Feb 12, 201620Mar 11, 201662Jun 9, 201682
-1.25%Jun 4, 20127Jun 12, 201223Jul 16, 201230

GOVTVolatility Chart

Current iShares U.S. Treasury Bond ETF volatility is 7.32%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


GOVT (iShares U.S. Treasury Bond ETF)
Benchmark (S&P 500)

Portfolios with iShares U.S. Treasury Bond ETF


Loading data...

More Tools for iShares U.S. Treasury Bond ETF