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DIA vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIA vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) 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, DIA achieves a 7.27% return, which is significantly higher than IEF's -0.47% return. Over the past 10 years, DIA has outperformed IEF with an annualized return of 13.40%, while IEF has yielded a comparatively lower 0.59% annualized return.


DIA

1D
0.73%
1M
3.26%
YTD
7.27%
6M
6.43%
1Y
21.01%
3Y*
16.29%
5Y*
10.14%
10Y*
13.40%

IEF

1D
-0.17%
1M
0.19%
YTD
-0.47%
6M
-0.18%
1Y
3.39%
3Y*
2.86%
5Y*
-1.24%
10Y*
0.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIA vs. IEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
7.27%14.71%14.82%16.02%-7.02%20.83%9.59%24.70%-3.74%28.08%
IEF
iShares 7-10 Year Treasury Bond ETF
-0.47%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%

Correlation

The correlation between DIA and IEF is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.18

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

0.09

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

-0.10

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2002

-0.27

The correlation between DIA and IEF shifts across timeframes, from -0.27 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DIA vs. IEF — Risk / Return Rank

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

DIA
DIA Risk / Return Rank: 5555
Overall Rank
DIA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DIA Sortino Ratio Rank: 6060
Sortino Ratio Rank
DIA Omega Ratio Rank: 5555
Omega Ratio Rank
DIA Calmar Ratio Rank: 4949
Calmar Ratio Rank
DIA Martin Ratio Rank: 5555
Martin Ratio Rank

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

DIA vs. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DIAIEFDifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.30

1.12

+0.17

Calmar ratioReturn relative to maximum drawdown

2.16

0.84

+1.33

Martin ratioReturn relative to average drawdown

8.35

2.35

+6.00

DIA vs. IEF - Sharpe Ratio Comparison

The current DIA Sharpe Ratio is 1.69, which is higher than the IEF Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of DIA 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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Drawdowns

DIA vs. IEF - Drawdown Comparison

The maximum DIA drawdown since its inception was -51.87%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for DIA and IEF.


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Drawdown Indicators


DIAIEFDifference

Max Drawdown

Largest peak-to-trough decline

-51.87%

-23.93%

-27.94%

Max Drawdown (1Y)

Largest decline over 1 year

-9.76%

-4.07%

-5.69%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

-7.74%

-8.21%

Max Drawdown (5Y)

Largest decline over 5 years

-20.76%

-21.40%

+0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

-23.93%

-12.77%

Current Drawdown

Current decline from peak

-0.70%

-11.18%

+10.48%

Average Drawdown

Average peak-to-trough decline

-7.14%

-5.35%

-1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

1.45%

+1.08%

Volatility

DIA vs. IEF - Volatility Comparison

State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) has a higher volatility of 4.32% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.62%. This indicates that DIA'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


DIAIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

1.62%

+2.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

3.42%

+6.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.52%

4.72%

+7.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

7.71%

+7.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.56%

6.63%

+10.93%

DIA vs. IEF - Expense Ratio Comparison

DIA has a 0.16% expense ratio, which is higher than IEF's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DIA vs. IEF - Dividend Comparison

DIA's dividend yield for the trailing twelve months is around 1.37%, less than IEF's 3.89% yield.


PositionTTM20252024202320222021202020192018201720162015
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
1.37%1.43%1.61%1.81%1.91%1.58%1.87%1.85%2.24%1.97%2.26%2.33%
IEF
iShares 7-10 Year Treasury Bond ETF
3.89%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


DIA and IEF have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIA has higher volatility (4.32%) compared to IEF (1.62%). In terms of maximum drawdown, DIA dropped -51.87% vs IEF's -23.93%.

On 10-year performance, DIA leads with 13.40% vs 0.59% for IEF. On fees, IEF is cheaper at 0.15% per year. On volatility, IEF has been the lower-risk option at 1.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DIA has performed better with a 13.40% return vs 0.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEF is cheaper with a 0.15% expense ratio, compared with 0.16% for DIA.

IEF has the higher dividend yield at 3.89%, compared with 1.37% for DIA.

DIA is categorized as Large Cap Blend Equities, while IEF is Government Bonds. DIA tracks Dow Jones Industrial Average, while IEF tracks ICE U.S. Treasury 7-10 Year Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.16% for DIA and 0.15% for IEF.

DIA currently has the higher Sharpe Ratio (1.69 vs 0.72), 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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