Long Bonds

Components Performance/Risk
Period Return
-2.3%
Return Rank
Subpar
Risk Exposure
Low Risk

Invested primarily in investment-grade U.S. fixed-income issues including government, munis, corporate, and securitized debt, long-term bond portfolios, with durations greater than ten years, present an increasing level of sensitivity to changes in yield

Municipal long term ETFs come out on top with solid performance and very low risk exposure - followed by corporate investment grade ETFs 

Treasuries fare poorly while zero-coupon bonds (Principal STRIPS) are impacted by the negative long-term rate outlook

 

Rank the fund selection by performance or by volatility for the selected time period

For recently listed ETFs, limited price data sets will not allow reliable performance / volatility arbitrage

Over time, fund price momentum signals trends of the last 5 days against a 20-day average

For comparison, select various time frames in the top right menu box, from 2 weeks to a full year (performance of some very recently listed ETFs may not be significant for lack of price data)

Theme Components
Name
Ticker
Category
SubCategory
Cur. Price
Performance
Momentum
Risk Rank
Risk Contrib
 
PIMCO 25+ Year Zero Coupon US Treasury ETF ZROZ TreasuriesU.S. Principal STRIPS53.94-17.9% Weak Down High Risk
Vanguard Extended Duration Treasury ETF EDV TreasuriesU.S. Principal STRIPS55.30-11.3% Weak Down High Risk
iShares 25+ Year Treasury STRIPS Bond ETF GOVZ TreasuriesU.S. Principal STRIPS31.09-9.7% Weak Down High Risk
PIMCO 15+ Year US TIPS Index ETF LTPZ TreasuriesLong Duration45.22-5.3% Weak Down High Risk
BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF XTWY TreasuriesLong Duration33.09-7.9% Weak Down High Risk
iShares 20+ Year Treasury Bond ETF TLT TreasuriesLong Term78.05-5.3% Weak Down High Risk
Vanguard Long-Term Treasury ETF VGLT TreasuriesLong Term50.23-3.9% Weak Down Above Average
SPDR® Portfolio Long Term Treasury ETF SPTL TreasuriesLong Term23.90-4.4% Weak Down Above Average
JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF BBLB TreasuriesLong Term73.77-5.5% Weak Down High Risk
Schwab Long-Term U.S. Treasury ETF SCHQ TreasuriesLong Term28.52-3.9% Weak Down Above Average
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