iShares 7-10 Year Treasury Bond ETF (IEF)
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.
ETF Info
| ISIN | US4642874402 |
|---|---|
| CUSIP | 464287440 |
| Issuer | iShares |
| Inception Date | Jul 26, 2002 |
| Region | North America (U.S.) |
| Category | Government Bonds |
| Index Tracked | Barclays Capital U.S. 7-10 Year Treasury Bond Index |
| ETF Home Page | www.ishares.com |
| Asset Class | Bond |
Expense Ratio
The iShares 7-10 Year Treasury Bond ETF features an expense ratio of 0.15%, falling within the medium range.
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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| 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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | -0.29 | ||||
^GSPC S&P 500 | 0.89 |
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.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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, 2020 | 558 | Oct 20, 2022 | — | — | — |
| -10.4% | Dec 31, 2008 | 111 | Jun 10, 2009 | 264 | Jun 28, 2010 | 375 |
| -9.08% | May 3, 2013 | 87 | Sep 5, 2013 | 279 | Oct 14, 2014 | 366 |
| -8.82% | Jul 11, 2016 | 468 | May 17, 2018 | 257 | May 28, 2019 | 725 |
| -8.53% | Jun 16, 2003 | 55 | Sep 2, 2003 | 135 | Mar 16, 2004 | 190 |
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.
Portfolios with iShares 7-10 Year Treasury Bond ETF
| Portfolio Name | YTD Return | 10Y Return | Div. Yield | 10Y Volatility | Max. Drawdown | Expense Ratio | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Mebane Faber Ivy Portfolio | 3.33% | 4.36% | 2.46% | 12.06% | -48.90% | 0.22% | 0.57 | 1.3 | 1.1 | 1.0 | 3.2% |
| Ray Dalio All Weather Portfolio | -0.21% | 4.61% | 2.36% | 8.18% | -24.28% | 0.19% | 0.01 | 0.5 | 1.1 | 0.0 | 3.1% |