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GOVT vs. IEF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GOVT and IEF is -0.19. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

Performance

GOVT vs. IEF - Performance Comparison

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

10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
14.48%
17.47%
GOVT
IEF

Key characteristics

Sharpe Ratio

GOVT:

1.08

IEF:

1.10

Sortino Ratio

GOVT:

1.59

IEF:

1.65

Omega Ratio

GOVT:

1.21

IEF:

1.19

Calmar Ratio

GOVT:

0.39

IEF:

0.35

Martin Ratio

GOVT:

2.88

IEF:

2.32

Ulcer Index

GOVT:

2.22%

IEF:

3.12%

Daily Std Dev

GOVT:

5.97%

IEF:

6.59%

Max Drawdown

GOVT:

-19.78%

IEF:

-23.93%

Current Drawdown

GOVT:

-10.90%

IEF:

-14.46%

Returns By Period

In the year-to-date period, GOVT achieves a 0.35% return, which is significantly lower than IEF's 3.55% return. Over the past 10 years, GOVT has outperformed IEF with an annualized return of 0.75%, while IEF has yielded a comparatively lower 0.71% annualized return.


GOVT

YTD

0.35%

1M

0.40%

6M

1.57%

1Y

6.60%

5Y*

-2.12%

10Y*

0.75%

IEF

YTD

3.55%

1M

0.55%

6M

1.62%

1Y

7.42%

5Y*

-2.87%

10Y*

0.71%

*Annualized

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GOVT vs. IEF - Expense Ratio Comparison

Both GOVT 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%.


Expense ratio chart for GOVT: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GOVT: 0.15%
Expense ratio chart for IEF: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IEF: 0.15%

Risk-Adjusted Performance

GOVT vs. IEF — Risk-Adjusted Performance Rank

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

GOVT
The Risk-Adjusted Performance Rank of GOVT is 7575
Overall Rank
The Sharpe Ratio Rank of GOVT is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of GOVT is 8383
Sortino Ratio Rank
The Omega Ratio Rank of GOVT is 8282
Omega Ratio Rank
The Calmar Ratio Rank of GOVT is 5555
Calmar Ratio Rank
The Martin Ratio Rank of GOVT is 7373
Martin Ratio Rank

IEF
The Risk-Adjusted Performance Rank of IEF is 7373
Overall Rank
The Sharpe Ratio Rank of IEF is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of IEF is 8484
Sortino Ratio Rank
The Omega Ratio Rank of IEF is 7979
Omega Ratio Rank
The Calmar Ratio Rank of IEF is 5252
Calmar Ratio Rank
The Martin Ratio Rank of IEF is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GOVT vs. IEF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Treasury Bond ETF (GOVT) 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.


The chart of Sharpe ratio for GOVT, currently valued at 1.08, compared to the broader market-1.000.001.002.003.004.00
GOVT: 1.08
IEF: 1.10
The chart of Sortino ratio for GOVT, currently valued at 1.59, compared to the broader market-2.000.002.004.006.008.00
GOVT: 1.59
IEF: 1.65
The chart of Omega ratio for GOVT, currently valued at 1.21, compared to the broader market0.501.001.502.002.50
GOVT: 1.21
IEF: 1.19
The chart of Calmar ratio for GOVT, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.0012.00
GOVT: 0.39
IEF: 0.35
The chart of Martin ratio for GOVT, currently valued at 2.88, compared to the broader market0.0020.0040.0060.00
GOVT: 2.88
IEF: 2.32

The current GOVT Sharpe Ratio is 1.08, which is comparable to the IEF Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of GOVT and IEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
1.08
1.10
GOVT
IEF

Dividends

GOVT vs. IEF - Dividend Comparison

GOVT's dividend yield for the trailing twelve months is around 3.31%, less than IEF's 3.65% yield.


TTM20242023202220212020201920182017201620152014
GOVT
iShares U.S. Treasury Bond ETF
3.31%3.14%2.65%1.77%0.96%1.28%1.98%1.97%1.57%1.40%1.25%1.17%
IEF
iShares 7-10 Year Treasury Bond ETF
3.65%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%

Drawdowns

GOVT vs. IEF - Drawdown Comparison

The maximum GOVT drawdown since its inception was -19.78%, smaller than the maximum IEF drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for GOVT and IEF. For additional features, visit the drawdowns tool.


-18.00%-16.00%-14.00%-12.00%-10.00%NovemberDecember2025FebruaryMarchApril
-10.90%
-14.46%
GOVT
IEF

Volatility

GOVT vs. IEF - Volatility Comparison

The current volatility for iShares U.S. Treasury Bond ETF (GOVT) is 1.88%, while iShares 7-10 Year Treasury Bond ETF (IEF) has a volatility of 2.54%. This indicates that GOVT experiences smaller price fluctuations and is considered to be less risky than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%NovemberDecember2025FebruaryMarchApril
1.88%
2.54%
GOVT
IEF