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BLV vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLV vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Bond ETF (BLV) and iShares 7-10 Year Treasury Bond ETF (IEF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BLV achieves a 0.28% return, which is significantly higher than IEF's -0.66% return. Over the past 10 years, BLV has outperformed IEF with an annualized return of 0.99%, while IEF has yielded a comparatively lower 0.63% annualized return.


BLV

1D
-0.31%
1M
1.09%
YTD
0.28%
6M
-0.86%
1Y
6.59%
3Y*
2.02%
5Y*
-3.33%
10Y*
0.99%

IEF

1D
-0.25%
1M
-0.08%
YTD
-0.66%
6M
-1.17%
1Y
4.06%
3Y*
2.47%
5Y*
-1.14%
10Y*
0.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLV vs. IEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLV
Vanguard Long-Term Bond ETF
0.28%6.44%-3.65%7.35%-26.95%-2.89%16.13%18.99%-4.17%10.74%
IEF
iShares 7-10 Year Treasury Bond ETF
-0.66%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%

Correlation

The correlation between BLV and IEF is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2007

0.88

The correlation between BLV and IEF has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

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Return for Risk

BLV vs. IEF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BLV
BLV Risk / Return Rank: 2323
Overall Rank
BLV Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BLV Sortino Ratio Rank: 2222
Sortino Ratio Rank
BLV Omega Ratio Rank: 2121
Omega Ratio Rank
BLV Calmar Ratio Rank: 2424
Calmar Ratio Rank
BLV Martin Ratio Rank: 2323
Martin Ratio Rank

IEF
IEF Risk / Return Rank: 2323
Overall Rank
IEF Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2323
Sortino Ratio Rank
IEF Omega Ratio Rank: 2121
Omega Ratio Rank
IEF Calmar Ratio Rank: 2222
Calmar Ratio Rank
IEF Martin Ratio Rank: 2323
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.

BLV vs. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Bond ETF (BLV) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.


BLVIEFDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.14

1.15

-0.01

Calmar ratioReturn relative to maximum drawdown

1.15

1.00

+0.15

Martin ratioReturn relative to average drawdown

2.92

2.98

-0.06

BLV vs. IEF - Sharpe Ratio Comparison

The current BLV Sharpe Ratio is 0.81, which is comparable to the IEF Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of BLV and IEF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BLVIEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.85

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

-0.15

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.10

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.50

-0.13

Drawdowns

BLV vs. IEF - Drawdown Comparison

The maximum BLV drawdown since its inception was -38.29%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for BLV and IEF.


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Drawdown Indicators


BLVIEFDifference

Max Drawdown

Largest peak-to-trough decline

-38.29%

-23.93%

-14.36%

Max Drawdown (1Y)

Largest decline over 1 year

-5.73%

-4.07%

-1.66%

Max Drawdown (3Y)

Largest decline over 3 years

-15.16%

-7.74%

-7.42%

Max Drawdown (5Y)

Largest decline over 5 years

-36.27%

-21.40%

-14.87%

Max Drawdown (10Y)

Largest decline over 10 years

-38.29%

-23.93%

-14.36%

Current Drawdown

Current decline from peak

-24.14%

-11.35%

-12.79%

Average Drawdown

Average peak-to-trough decline

-9.51%

-5.34%

-4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

1.37%

+0.89%

Volatility

BLV vs. IEF - Volatility Comparison

Vanguard Long-Term Bond ETF (BLV) has a higher volatility of 2.50% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.54%. This indicates that BLV's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLVIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

1.54%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

5.62%

3.34%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

8.15%

4.78%

+3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.97%

7.71%

+5.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.98%

6.62%

+5.36%

BLV vs. IEF - Expense Ratio Comparison

BLV has a 0.03% expense ratio, which is lower than IEF's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BLV vs. IEF - Dividend Comparison

BLV's dividend yield for the trailing twelve months is around 4.80%, more than IEF's 3.90% yield.


PositionTTM20252024202320222021202020192018201720162015
BLV
Vanguard Long-Term Bond ETF
4.80%4.67%5.09%4.06%4.17%3.37%6.12%3.57%4.07%3.63%4.16%4.37%
IEF
iShares 7-10 Year Treasury Bond ETF
3.90%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%

Frequently Asked Questions


With a correlation of 0.91, BLV and IEF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BLV has higher volatility (2.50%) compared to IEF (1.54%). In terms of maximum drawdown, BLV dropped -38.29% vs IEF's -23.93%.

On 10-year performance, BLV leads with 0.99% vs 0.63% for IEF. On fees, BLV is cheaper at 0.03% per year. On volatility, IEF has been the lower-risk option at 1.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BLV has performed better with a 0.99% return vs 0.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BLV is cheaper with a 0.03% expense ratio, compared with 0.15% for IEF.

BLV has the higher dividend yield at 4.80%, compared with 3.90% for IEF.

BLV is categorized as Long-Term Bond, while IEF is Government Bonds. BLV tracks Bloomberg U.S. Long Government/Credit Float Adjusted Index, while IEF tracks ICE U.S. Treasury 7-10 Year Bond Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for BLV and 0.15% for IEF.

IEF currently has the higher Sharpe Ratio (0.85 vs 0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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