iShares USD Treasury Bond 1-3yr UCITS ETF (Dist)

ISINIE00B14X4S71
TickerIBTS
Backtest this ETF
Total annual cost
0.09%

TER 0.07% + transaction cost 0.02%

Category
ETF
Data available from
Sep 30, 2006
Underlying assets
92

Metrics at a glance

CAGR
+0.76%
Volatility
8.98%
Sharpe
-0.14
Sortino
-0.16
Calmar
-0.07
Ulcer Index
8.58
Max Drawdown
16.97%
VaR 95%
3.88%
VaR 99%
5.42%
% Positive Months
47.90%

Performance over time

Rolling returns

Return computed over every rolling window of the selected length.

Fund composition

Estimated country, currency, and sector allocation from the underlying holdings.

iShares USD Treasury Bond 1-3yr UCITS ETF (Dist)

Click a row name to exclude it from the calculation (remaining slices are renormalized).

100.0%

Top holdings

Top 10 Weight

15.0%

Total Assets

92

HHI

0.000

  1. United States Treasury Notes 3.5%
    2.1%
  2. United States Treasury Notes 3.375%
    1.5%
  3. United States Treasury Notes 3.875%
    1.5%
  4. United States Treasury Notes 3.75%
    1.5%
  5. United States Treasury Notes 3.875%
    1.4%
  6. United States Treasury Notes 3.5%
    1.4%
  7. United States Treasury Notes 3.625%
    1.4%
  8. United States Treasury Notes 3.375%
    1.4%
  9. United States Treasury Notes 4.25%
    1.4%
  10. United States Treasury Notes 4.5%
    1.3%

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