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iShares 7-10 Year Treasury Bond ETF (IEF)

ETF · Currency in USD · Last updated Sep 30, 2023

iShares 7-10 Year Treasury Bond ETF (IEF) is an exchange-traded fund (ETF) that provides investors with exposure to the performance of intermediate-term U.S. Treasury bonds. The ETF tracks the investment results of the Barclays Capital U.S. 7-10 Year Treasury Bond Index, which consists of U.S. Treasury bonds with maturities between 7 and 10 years. The 7-10 year maturity range provides investors with a balance of yield and capital preservation, as bonds with longer maturities typically offer higher yields but are also more sensitive to changes in interest rates.

IEF launched on July 26, 2002, and has a 0.15% expense ratio which is considered relatively low, making it an attractive option for cost-conscious investors.

Summary

ETF Info

ISINUS4642874402
CUSIP464287440
IssueriShares
Inception DateJul 26, 2002
RegionNorth America (U.S.)
CategoryGovernment Bonds
Index TrackedBarclays Capital U.S. 7-10 Year Treasury Bond Index
ETF Home Pagewww.ishares.com
Asset ClassBond

Expense Ratio

The iShares 7-10 Year Treasury Bond ETF features an expense ratio of 0.15%, falling within the medium range.


0.15%
0.00%2.15%

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in iShares 7-10 Year Treasury Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptember
-6.71%
3.97%
IEF (iShares 7-10 Year Treasury Bond ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with IEF

iShares 7-10 Year Treasury Bond ETF

Popular comparisons: IEF vs. TLT, IEF vs. VGIT, IEF vs. LQD, IEF vs. IEI, IEF vs. BND, IEF vs. SHY, IEF vs. GOVT, IEF vs. TIP, IEF vs. BSV, IEF vs. DJP

Return

iShares 7-10 Year Treasury Bond ETF had a return of -2.60% year-to-date (YTD) and -2.28% in the last 12 months. Over the past 10 years, iShares 7-10 Year Treasury Bond ETF had an annualized return of 0.75%, while the S&P 500 had an annualized return of 9.74%, indicating that iShares 7-10 Year Treasury Bond ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-2.94%-5.02%
6 months-6.27%4.35%
Year-To-Date-2.60%11.68%
1 year-2.28%17.79%
5 years (annualized)-0.28%8.05%
10 years (annualized)0.75%9.74%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-3.27%3.72%0.81%-1.44%-1.26%-0.65%-0.73%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IEF
iShares 7-10 Year Treasury Bond ETF
-0.29
^GSPC
S&P 500
0.89

Sharpe Ratio

The current iShares 7-10 Year Treasury Bond ETF Sharpe ratio is -0.29. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptember
-0.29
0.89
IEF (iShares 7-10 Year Treasury Bond ETF)
Benchmark (^GSPC)

Dividend History

iShares 7-10 Year Treasury Bond ETF granted a 2.80% dividend yield in the last twelve months. The annual payout for that period amounted to $2.56 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$2.56$1.88$0.96$1.29$2.29$2.34$1.92$1.90$2.01$2.17$1.76$1.92

Dividend yield

2.80%2.00%0.87%1.13%2.20%2.42%2.01%2.04%2.18%2.39%2.11%2.17%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.21$0.20$0.20$0.24$0.23$0.23$0.24
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
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
2020$0.00$0.15$0.14$0.14$0.13$0.12$0.11$0.10$0.09$0.08$0.08$0.15
2019$0.00$0.22$0.20$0.22$0.21$0.21$0.19$0.19$0.19$0.17$0.17$0.32
2018$0.00$0.17$0.16$0.18$0.19$0.20$0.19$0.20$0.21$0.20$0.22$0.42
2017$0.00$0.16$0.14$0.16$0.16$0.16$0.16$0.17$0.16$0.16$0.16$0.32
2016$0.00$0.16$0.16$0.17$0.16$0.16$0.16$0.16$0.16$0.15$0.15$0.31
2015$0.00$0.18$0.17$0.17$0.16$0.17$0.16$0.16$0.17$0.16$0.16$0.33
2014$0.00$0.18$0.17$0.19$0.19$0.18$0.19$0.20$0.18$0.19$0.18$0.34
2013$0.00$0.14$0.13$0.14$0.13$0.14$0.14$0.14$0.15$0.15$0.16$0.33
2012$0.19$0.17$0.18$0.17$0.17$0.16$0.16$0.15$0.14$0.15$0.29

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%MayJuneJulyAugustSeptember
-21.87%
-10.60%
IEF (iShares 7-10 Year Treasury Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the iShares 7-10 Year Treasury Bond ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares 7-10 Year Treasury Bond ETF is 22.65%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.65%Aug 5, 2020558Oct 20, 2022
-10.4%Dec 31, 2008111Jun 10, 2009264Jun 28, 2010375
-9.08%May 3, 201387Sep 5, 2013279Oct 14, 2014366
-8.82%Jul 11, 2016468May 17, 2018257May 28, 2019725
-8.53%Jun 16, 200355Sep 2, 2003135Mar 16, 2004190

Volatility Chart

The current iShares 7-10 Year Treasury Bond ETF volatility is 1.60%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%MayJuneJulyAugustSeptember
1.60%
3.17%
IEF (iShares 7-10 Year Treasury Bond ETF)
Benchmark (^GSPC)

Portfolios with iShares 7-10 Year Treasury Bond ETF


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownExpense RatioSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
Mebane Faber Ivy Portfolio3.33%4.36%2.46%12.06%-48.90%0.22%0.571.31.11.03.2%
Ray Dalio All Weather Portfolio-0.21%4.61%2.36%8.18%-24.28%0.19%0.010.51.10.03.1%