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iShares 20+ Year Treasury Bond ETF

Provider: iShares
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.
Annualised Return 4.06%
Realised Volatility 13.64%
Downside Volatility 7.82%
Max Drawdown -47.61%
Winning months 53.36%
Sharpe Ratio 0.3
Sortino Ratio 0.52
Calmar Ratio 0.09
Viking Ratio 0.15
Monthly performance
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 -2.25% -2.25% 0.78% -6.46% 2.89% 1.82% 3.63% 2.11% 2% -2.83% -1.02%
2023 7.64% -4.85% 4.84% 0.34% -3.02% 0.22% -2.54% -3.14% -7.95% -5.46% 9.92% 8.69% 2.77%
2022 -3.91% -1.63% -5.44% -9.42% -2.25% -1.27% 2.43% -4.55% -8.23% -5.96% 7.15% -2.62% -31.23%
2021 -3.63% -5.73% -5.25% 2.5% 0% 4.42% 3.72% -0.34% -2.91% 2.47% 2.77% -2.01% -4.6%
2020 7.69% 6.63% 6.38% 1.22% -1.76% 0.34% 4.43% -5.05% 0.77% -3.39% 1.66% -1.23% 18.15%
2019 0.38% -1.38% 5.57% -1.99% 6.84% 0.95% 0.26% 11.05% -2.68% -1.11% -0.41% -3.2% 14.12%
2018 -3.26% -3.04% 2.86% -2.09% 2% 0.65% -1.44% 1.31% -2.86% -2.93% 1.79% 5.85% -1.61%
2017 0.81% 1.58% -0.66% 1.57% 1.89% 0.79% -0.66% 3.41% -2.32% -0.04% 0.74% 1.81% 9.18%
2016 5.57% 3.09% -0.09% -0.74% 0.81% 6.93% 2.1% -1.01% -1.51% -4.38% -8.21% -0.46% 1.17%
2015 9.82% -6.14% 1.09% -3.43% -2.37% -4.07% 4.55% -0.69% 1.97% -0.41% -0.87% -0.3% -1.79%
2014 6.3% 0.52% 0.73% 2.1% 2.95% -0.25% 0.66% 4.72% -2.11% 2.82% 2.97% 3.25% 27.3%
2013 -3.19% 1.24% -0.42% 4.69% -6.76% -3.27% -2.26% -1.34% 0.65% 1.43% -2.7% -1.87% -13.38%
2012 -0.33% -2.6% -4.24% 4.83% 9.03% -1.68% 3.82% -1.32% -2.53% -0.48% 1.38% -2.49% 2.63%
2011 -3.08% 1.65% 0.03% 2.34% 3.42% -2.32% 4.41% 9.67% 13.21% -3.83% 1.99% 3.44% 34%
2010 2.69% -0.34% -2.06% 3.32% 5.11% 5.8% -0.95% 8.39% -2.52% -4.47% -1.69% -3.7% 9.01%
2009 -13.07% -1.53% 4.05% -6.95% -3.7% 0.75% 0.58% 2.23% 2.46% -2.62% 1.21% -6.35% -21.8%
2008 2.09% -0.46% 2.14% -2.48% -2.69% 2.65% -0.37% 2.74% 1.48% -1.86% 14.34% 13.65% 33.94%
2007 -1% 3.39% -1.7% 0.91% -2.31% -1.01% 3.32% 1.79% 0.23% 1.82% 5.35% -0.62% 10.31%
2006 -1.34% 1.11% -4.57% -2.75% -0.19% 1.18% 2.15% 3.07% 1.89% 0.87% 2.31% -2.7% 0.71%
2005 3.57% -1.47% -0.45% 3.87% 3.14% 2.17% -3.38% 3.48% -3.61% -2.24% 0.69% 2.98% 8.6%
2004 1.86% 2.28% 1.41% -6.24% -0.26% 1.05% 1.53% 4.17% 0.95% 1.76% -2.4% 2.66% 8.7%
2003 -0.58% 3.1% -1.36% 1.05% 6.32% -1.81% -9.98% 1.31% 5.93% -3.03% 0.34% 1.34% 1.6%
2002 1.35% 5.51% 4.26% -3.69% -0.92% 4.53% 11.2%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).