iShares 25+ Year Treasury STRIPS Bond ETF

10-Year Study

GOVZ.US · · US · ETF

Executive Summary: iShares 25+ Year Treasury STRIPS Bond ETF has compounded at -13.7% annually over the last 10 years, with a maximum drawdown of 58.6% and an annualized volatility of 19.3%.

1Y CAGR
+1.5%
3Y CAGR
-8.2%
5Y CAGR
-11.6%
10Y CAGR
-13.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
58.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +0.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -41.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
17%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.56.7-7.80.5————————-1.6%
2025-0.58.6-3.0-3.5-5.74.0-2.0-2.27.02.1-0.5-5.0-1.8%
2024-5.2-2.60.7-10.03.72.64.63.52.3-7.32.3-10.4-16.2%
202310.3-6.25.50.3-4.31.4-4.3-4.9-12.6-9.016.213.00.9%
2022-4.7-2.5-6.4-13.0-4.3-1.22.3-5.1-11.1-10.610.6-3.4-41.0%
2021-5.4-7.6-7.33.50.26.35.2-0.2-3.84.74.4-3.3-4.9%
2020—————————-4.62.3-1.5-3.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 19.3%. The dominant macroeconomic risk driver is TLT.US, accounting for 109.1% of variance. Idiosyncratic stock-specific factors contribute 2.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-09-0110000
2020-10-019539.026839794102
2020-11-019755.463937360068
2020-12-019612.163849217173
2021-01-019088.971684454182
2021-02-018394.504650554802
2021-03-017779.621077300605
2021-04-018048.866064966994
2021-05-018065.997907590919
2021-06-018572.16665911368
2021-07-019018.515753723692
2021-08-018998.861306121822
2021-09-018653.14580054387
2021-10-019058.629065209894
2021-11-019452.87459734007
2021-12-019144.351297116622
2022-01-018710.67453919597
2022-02-018490.549915837482
2022-03-017945.512473873847
2022-04-016915.1015533853
2022-05-016618.537921508803
2022-06-016537.1065276064455
2022-07-016686.960106234847
2022-08-016348.7503235505
2022-09-015645.7646324294865
2022-10-015049.676875802852
2022-11-015583.000700713307
2022-12-015392.679329921237
2023-01-015950.249169796986
2023-02-015579.292786489661
2023-03-015888.492148554186
2023-04-015907.3954678185755
2023-05-015652.76342478564
2023-06-015730.114815596371
2023-07-015481.769359950616
2023-08-015212.245884850033
2023-09-014553.245453634715
2023-10-014142.299479548226
2023-11-014815.399437631465
2023-12-015441.679680509576
2024-01-015158.536733419317
2024-02-015024.056958603978
2024-03-015060.554103806585
2024-04-014553.382148797921
2024-05-014722.921684421746
2024-06-014843.560958119104
2024-07-015068.056119712712
2024-08-015247.503042741658
2024-09-015369.348940862707
2024-10-014977.449005058463
2024-11-015089.634957188465
2024-12-014557.813852326408
2025-01-014534.748512872468
2025-02-014922.832568442805
2025-03-014772.726914665982
2025-04-014604.771652815045
2025-05-014342.0027722705845
2025-06-014515.570413161362
2025-07-014424.900279720007
2025-08-014329.582510729644
2025-09-014633.395619990412
2025-10-014731.856914361083
2025-11-014708.338859061541
2025-12-014474.8700075335255
2026-01-014450.681450874122
2026-02-014748.916057770804
2026-03-014378.770950155569
2026-04-014402.093298758261
Annual Return Matrix
YearAnnual Return
2021-0.04866880750671454
2022-0.410272073468826
20230.009086457323071784
2024-0.16242518488342939
2025-0.018198164181397303
2026-0.016263424111257585
Total Factor Risk
0.19254072228273983
VTI.US Exposure
0.01874111960736176
VEA.US Exposure
-0.0017990379999390479
VWO.US Exposure
0.00410526256471643
QQQ.US Exposure
0.010808436586569697
VTV.US Exposure
-0.007785540922078091
IJR.US Exposure
0.003909071178565475
QUAL.US Exposure
-0.01464122672765506
SHV.US Exposure
0.001238496342670218
TLT.US Exposure
1.0905176984202294
LQD.US Exposure
-0.11575151648749787
HYG.US Exposure
-0.009040531518197881
GLD.US Exposure
-0.010046167072992258
USO.US Exposure
-0.0035271887649224974
VNQ.US Exposure
0.019610019914911982
BTC-USD.CC Exposure
-0.0033086893817355963
CPER.US Exposure
0.0032239881333149456
VIX.INDX Exposure
0.005396793522694202
UUP.US Exposure
0.009971056013822109
TIP.US Exposure
-0.023009523843809124
Idiosyncratic Exposure
0.021387480433970974
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
56.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.73%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$94
Avg Yield on Cost
0.94%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$94.330.94%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-3.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-4.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
74.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
3.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares 25+ Year Treasury STRIPS Bond ETF a high-risk investment?

iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ.US) has an annualized volatility of 19.3% and experienced a maximum drawdown of 58.6% over the last 10 years. Its primary macro risk driver is TLT.US.

What is the 10-year return of GOVZ.US?

Over the past 10 years, GOVZ.US has generated a Compound Annual Growth Rate (CAGR) of -13.7%. It has had a positive return in 17% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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