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ISIN
US4642874402
CUSIP
464287440
Issuer
iShares
Inception Date
Jul 26, 2002
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
ICE U.S. Treasury 7-10 Year Bond Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$47B

Share Price Chart


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Performance

IEF Performance Chart

iShares 7-10 Year Treasury Bond ETF (IEF) is down 0.7% since the beginning of the year. IEF is currently trading at $94 per share. Investors who bought $1,000 worth of IEF shares 5 years ago would now be looking at an investment worth $941.


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S&P 500 Index

Returns By Period

iShares 7-10 Year Treasury Bond ETF (IEF) has returned -0.66% so far this year and 3.24% over the past 12 months. Over the last ten years, IEF has returned 0.51% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


iShares 7-10 Year Treasury Bond ETF

1D
-0.38%
1M
0.46%
YTD
-0.66%
6M
-0.64%
1Y
3.24%
3Y*
2.55%
5Y*
-1.20%
10Y*
0.51%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF Monthly Returns History

Based on dividend-adjusted daily data since Jul 26, 2002, IEF's average daily return is +0.01%, while the average monthly return is +0.30%. At this rate, an investment would double in approximately 19.3 years.

Historically, 54% of months were positive and 46% were negative. The best month was Nov 2008 with a return of +7.8%, while the worst month was Jul 2003 at -5.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 7 months.

On a daily basis, IEF closed higher 52% of trading days. The best single day was Mar 18, 2009 with a return of +3.4%, while the worst single day was Mar 17, 2020 at -2.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.23%2.47%-2.32%-0.15%-0.02%-0.35%-0.66%
20250.62%2.80%0.34%1.06%-1.24%1.60%-0.59%1.65%0.65%0.71%0.99%-0.76%8.03%
20240.07%-2.08%0.73%-3.13%1.80%1.22%2.90%1.35%1.38%-3.39%1.02%-2.26%-0.63%
20233.58%-3.27%3.72%0.81%-1.44%-1.26%-0.65%-0.73%-3.14%-1.93%4.55%3.77%3.64%
2022-2.11%-0.30%-4.06%-4.23%0.62%-0.86%2.96%-3.85%-4.73%-1.45%3.61%-1.49%-15.15%
2021-1.09%-2.36%-2.39%1.00%0.43%1.02%1.99%-0.39%-1.60%-0.44%1.09%-0.52%-3.33%

Benchmark Metrics

iShares 7-10 Year Treasury Bond ETF has an annualized alpha of 4.89%, beta of -0.11, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since July 26, 2002.

  • This ETF captured 4.07% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -17.38%) - a profile typical of hedging or uncorrelated assets.
  • Beta of -0.11 may look defensive, but with R2 of 0.09 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.09 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.89%
Beta
-0.11
0.09
Upside Capture
4.07%
Downside Capture
-17.38%

Expense Ratio

IEF has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

IEF ranks 19 for risk / return — in the bottom 19% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


IEF Risk / Return Rank: 1919
Overall Rank
IEF Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 1919
Sortino Ratio Rank
IEF Omega Ratio Rank: 1717
Omega Ratio Rank
IEF Calmar Ratio Rank: 1818
Calmar Ratio Rank
IEF Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IEFBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.71

Omega ratioGain probability vs. loss probability

1.12

1.37

-0.25

Calmar ratioReturn relative to maximum drawdown

0.80

2.78

-1.99

Martin ratioReturn relative to average drawdown

2.17

12.44

-10.27

Dividends

Dividend History

iShares 7-10 Year Treasury Bond ETF provided a 3.90% dividend yield over the last twelve months, with an annual payout of $3.67 per share. The fund has been increasing its distributions for 4 consecutive years.


1.00%1.50%2.00%2.50%3.00%3.50%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.67$3.62$3.35$2.81$1.88$0.96$1.29$2.29$2.34$1.92$1.90$2.01

Dividend yield

3.90%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%

Monthly Dividends

The table displays the monthly dividend distributions for iShares 7-10 Year Treasury Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.31$0.28$0.32$0.31$0.32$1.54
2025$0.00$0.30$0.28$0.30$0.31$0.31$0.30$0.31$0.31$0.29$0.30$0.60$3.62
2024$0.00$0.24$0.25$0.28$0.27$0.28$0.29$0.29$0.29$0.29$0.29$0.60$3.35
2023$0.00$0.21$0.20$0.20$0.24$0.23$0.23$0.24$0.24$0.24$0.25$0.53$2.81
2022$0.00$0.11$0.10$0.12$0.13$0.13$0.16$0.18$0.18$0.19$0.20$0.39$1.88
2021$0.00$0.08$0.07$0.07$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.19$0.96

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares 7-10 Year Treasury Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares 7-10 Year Treasury Bond ETF was 23.93%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current iShares 7-10 Year Treasury Bond ETF drawdown is 11.35%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-23.93%Oct 2023
3y 2mo
5y 10moAug 2020 - now
Financial crisis2007–2009
-10.40%Jun 2009
5mo 11d1y 18d
1y 5moDec 2008 - Jun 2010
2013 pullback2013
-9.08%Sep 2013
4mo 5d1y 1mo
1y 5moMay 2013 - Oct 2014
2018 pullback2018
-8.82%May 2018
1y 10mo1y 11d
2y 10moJul 2016 - May 2019
2003 pullback2003
-8.53%Sep 2003
2mo 18d6mo 16d
9mo 4dJun 2003 - Mar 2004

Drawdown Indicators


IEFBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-56.78%

+32.85%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-9.10%

+5.03%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-18.90%

+11.16%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-25.43%

+4.03%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-33.92%

+9.99%

Current Drawdown

Current decline from peak

-11.35%

-1.80%

-9.55%

Average Drawdown

Average peak-to-trough decline

-5.36%

-10.71%

+5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

2.03%

-0.54%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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