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iShares U.S. Treasury Bond ETF

Provider: iShares
IShares US Treasury Bond is an exchange-traded fund incorporated in the USA. The ETF seeks investment results that correspond generally to the price and yield performance before fees and expenses of the ICE U.S. Treasury Core Bond Index.
Annualised Return 0.95%
Realised Volatility 4.61%
Downside Volatility 2.91%
Max Drawdown -18.45%
Winning months 48.05%
Sharpe Ratio 0.21
Sortino Ratio 0.33
Calmar Ratio 0.05
Viking Ratio 0.06
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 -0.17% -1.29% 0.77% -2.45% 1.42% 0.98% 2.22% 1.27% 1.18% -2.43% 0.83% -1.87% 0.31%
2023 2.68% -2.28% 2.93% 0.44% -1.1% -0.8% -0.3% -0.51% -2.27% -1.19% 3.49% 3.24% 4.17%
2022 -2.62% -0.76% -3.22% -2.95% 0.02% -0.84% 1.64% -2.57% -3.41% -1.33% 2.68% -0.73% -13.39%
2021 -0.46% -1.82% -1.47% 0.72% 0.19% 0.88% 1.17% -0.1% -1.07% -0.07% 0.61% 0.36% -1.11%
2020 2.49% 2.47% 3.12% 0.31% -0.15% 0.13% 1.14% -1.25% 0.27% -1.1% 0.5% -0.77% 7.28%
2019 1.01% -0.26% 1.99% -0.41% 2.42% 0.82% -0.01% 3.35% -0.84% 0% -0.3% -0.56% 7.36%
2018 -1.32% -0.7% 0.76% -0.78% 0.77% 0.23% -0.47% 0.75% -0.92% -0.41% 0.89% 1.5% 0.25%
2017 0.32% 0.38% -0.01% 0.72% 0.61% -0.1% 0.17% 1.05% -0.88% -0.26% -0.06% 0.25% 2.19%
2016 2.16% 0.94% 0.11% -0.27% 0.1% 2.21% 0.46% -0.72% 0% -1.08% -2.92% -0.03% 0.84%
2015 2.94% -1.74% 0.6% -0.61% -0.32% -0.95% 1.06% -0.08% 0.87% -0.24% -0.4% -0.25% 0.8%
2014 1.25% 0.29% -0.4% 0.75% 0.79% -0.19% -0.1% 1.19% -0.66% 1.02% 0.87% -0.15% 4.73%
2013 -0.6% 0.48% 0.19% 0.8% -1.72% -1.07% -0.22% -0.53% 0.85% 0.3% -0.2% -0.81% -2.53%
2012 -1.09% 1.29% 2% -0.52% 0.99% -0.12% -0.39% -0.12% 0.44% -0.56% 1.9%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).