PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares 3-7 Year Treasury Bond ETF (IEI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642886612
CUSIP464288661
IssueriShares
Inception DateJan 11, 2007
RegionNorth America (U.S.)
CategoryGovernment Bonds
Index TrackedBarclays Capital U.S. 3-7 Year Treasury Bond Index
Home Pagewww.ishares.com
Asset ClassBond

Expense Ratio

The iShares 3-7 Year Treasury Bond ETF features an expense ratio of 0.15%, falling within the medium range.


0.50%1.00%1.50%2.00%0.15%

Share Price Chart


Loading data...

Compare to other instruments

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

iShares 3-7 Year Treasury Bond ETF

Popular comparisons: IEI vs. VGIT, IEI vs. IEF, IEI vs. BSV, IEI vs. IMTB, IEI vs. MMIT, IEI vs. TLH, IEI vs. TLT, IEI vs. BND, IEI vs. TIP, IEI vs. BLV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares 3-7 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.


50.00%100.00%150.00%200.00%250.00%OctoberNovemberDecember2024FebruaryMarch
58.58%
268.62%
IEI (iShares 3-7 Year Treasury Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares 3-7 Year Treasury Bond ETF had a return of -0.50% year-to-date (YTD) and 1.53% in the last 12 months. Over the past 10 years, iShares 3-7 Year Treasury Bond ETF had an annualized return of 1.15%, while the S&P 500 had an annualized return of 10.96%, indicating that iShares 3-7 Year Treasury Bond ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-0.50%10.04%
1 month0.86%3.53%
6 months4.34%22.79%
1 year1.53%32.16%
5 years (annualized)0.34%13.15%
10 years (annualized)1.15%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.31%-1.38%
2023-0.03%-1.28%-0.56%2.70%2.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for iShares 3-7 Year Treasury Bond ETF (IEI) and compares them with a selected benchmark (^GSPC). These performance indicators 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
IEI
iShares 3-7 Year Treasury Bond ETF
0.26
^GSPC
S&P 500
2.76

Sharpe Ratio

The current iShares 3-7 Year Treasury Bond ETF Sharpe ratio is 0.26. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.26
2.76
IEI (iShares 3-7 Year Treasury Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares 3-7 Year Treasury Bond ETF granted a 2.55% dividend yield in the last twelve months. The annual payout for that period amounted to $2.95 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.95$2.76$1.58$0.94$1.49$2.53$2.37$1.84$1.63$1.70$1.51$0.93

Dividend yield

2.55%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%1.23%0.77%

Monthly Dividends

The table displays the monthly dividend distributions for iShares 3-7 Year Treasury Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.29
2023$0.00$0.18$0.19$0.20$0.20$0.22$0.22$0.23$0.23$0.24$0.27$0.57
2022$0.00$0.08$0.08$0.10$0.09$0.10$0.12$0.14$0.15$0.16$0.17$0.37
2021$0.00$0.09$0.08$0.08$0.08$0.08$0.07$0.08$0.08$0.07$0.08$0.16
2020$0.00$0.20$0.18$0.16$0.13$0.12$0.11$0.12$0.11$0.10$0.09$0.18
2019$0.00$0.23$0.22$0.23$0.23$0.23$0.21$0.22$0.22$0.20$0.19$0.36
2018$0.00$0.17$0.16$0.18$0.19$0.21$0.19$0.21$0.20$0.21$0.22$0.43
2017$0.00$0.14$0.13$0.14$0.15$0.15$0.15$0.16$0.16$0.16$0.17$0.33
2016$0.00$0.15$0.13$0.14$0.14$0.14$0.13$0.14$0.13$0.13$0.14$0.26
2015$0.00$0.14$0.13$0.14$0.14$0.15$0.14$0.14$0.14$0.14$0.15$0.29
2014$0.00$0.11$0.10$0.12$0.12$0.12$0.12$0.13$0.13$0.14$0.14$0.27
2013$0.07$0.06$0.07$0.06$0.06$0.06$0.09$0.08$0.09$0.11$0.19

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-8.82%
0
IEI (iShares 3-7 Year Treasury Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares 3-7 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 3-7 Year Treasury Bond ETF was 14.60%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current iShares 3-7 Year Treasury Bond ETF drawdown is 8.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.6%Aug 5, 2020558Oct 20, 2022
-5.97%Dec 17, 2008118Jun 8, 2009229May 5, 2010347
-5.25%Mar 18, 200863Jun 16, 200863Sep 15, 2008126
-4.92%Nov 5, 201065Feb 8, 201183Jun 8, 2011148
-4.49%Jul 6, 2016470May 16, 2018208Mar 15, 2019678

Volatility

Volatility Chart

The current iShares 3-7 Year Treasury Bond ETF volatility is 0.97%, 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
0.97%
2.82%
IEI (iShares 3-7 Year Treasury Bond ETF)
Benchmark (^GSPC)