CE01.L vs. IEF
Compare and contrast key facts about iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (CE01.L) and iShares 7-10 Year Treasury Bond ETF (IEF).
CE01.L and IEF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CE01.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Euro Agg Govt TR EUR. It was launched on Jun 2, 2009. IEF is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 7-10 Year Treasury Bond Index. It was launched on Jul 26, 2002. Both CE01.L and IEF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CE01.L or IEF.
Key characteristics
| CE01.L | IEF | |
|---|---|---|
| YTD Return | -1.94% | 2.56% |
| 1Y Return | 6.88% | 11.01% |
| 3Y Return (Ann) | -4.35% | -3.20% |
| 5Y Return (Ann) | -3.21% | -1.06% |
| 10Y Return (Ann) | 1.17% | 1.00% |
| Sharpe Ratio | 1.07 | 1.33 |
| Sortino Ratio | 1.58 | 1.95 |
| Omega Ratio | 1.19 | 1.23 |
| Calmar Ratio | 0.27 | 0.41 |
| Martin Ratio | 1.99 | 4.59 |
| Ulcer Index | 3.72% | 2.16% |
| Daily Std Dev | 6.96% | 7.45% |
| Max Drawdown | -27.47% | -23.93% |
| Current Drawdown | -21.80% | -14.74% |
Correlation
The correlation between CE01.L and IEF is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CE01.L vs. IEF - Performance Comparison
In the year-to-date period, CE01.L achieves a -1.94% return, which is significantly lower than IEF's 2.56% return. Over the past 10 years, CE01.L has outperformed IEF with an annualized return of 1.17%, while IEF has yielded a comparatively lower 1.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CE01.L vs. IEF - Expense Ratio Comparison
Both CE01.L and IEF have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
CE01.L vs. IEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (CE01.L) 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.
Dividends
CE01.L vs. IEF - Dividend Comparison
CE01.L has not paid dividends to shareholders, while IEF's dividend yield for the trailing twelve months is around 3.36%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CE01.L iShares Euro Government Bond 7-10yr UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.36% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
Drawdowns
CE01.L vs. IEF - Drawdown Comparison
The maximum CE01.L drawdown since its inception was -27.47%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for CE01.L and IEF. For additional features, visit the drawdowns tool.
Volatility
CE01.L vs. IEF - Volatility Comparison
iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (CE01.L) has a higher volatility of 2.03% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.57%. This indicates that CE01.L'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.