PortfoliosLab logoPortfoliosLab logo
IB01.L vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IB01.L vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) and iShares 7-10 Year Treasury Bond ETF (IEF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IB01.L achieves a 1.53% return, which is significantly higher than IEF's -0.47% return.


IB01.L

1D
0.00%
1M
0.32%
YTD
1.53%
6M
1.75%
1Y
3.95%
3Y*
4.72%
5Y*
3.22%
10Y*

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)

IB01.L vs. IEF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
1.53%4.34%5.25%4.92%1.08%-0.85%0.88%2.06%
IEF
iShares 7-10 Year Treasury Bond ETF
-0.47%8.03%-0.63%3.64%-15.15%-3.33%10.01%7.37%

Correlation

The correlation between IB01.L and IEF is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.14

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

0.17

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

0.15

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IB01.L vs. IEF — Risk / Return Rank

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

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 9999
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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.

IB01.L vs. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.

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.


IB01.LIEFDifference
Sharpe ratioReturn per unit of total volatility

+11.17

Sortino ratioReturn per unit of downside risk

+35.62

Omega ratioGain probability vs. loss probability

7.97

1.12

+6.85

Calmar ratioReturn relative to maximum drawdown

114.57

0.84

+113.74

Martin ratioReturn relative to average drawdown

566.04

2.35

+563.69

IB01.L vs. IEF - Sharpe Ratio Comparison

The current IB01.L Sharpe Ratio is 11.90, which is higher than the IEF Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of IB01.L 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.


Loading charts...

Drawdowns

IB01.L vs. IEF - Drawdown Comparison

The maximum IB01.L drawdown since its inception was -1.28%, smaller than the maximum IEF drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for IB01.L and IEF.


Loading charts...

Drawdown Indicators


IB01.LIEFDifference

Max Drawdown

Largest peak-to-trough decline

-1.28%

-23.93%

+22.65%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-4.07%

+4.04%

Max Drawdown (3Y)

Largest decline over 3 years

-0.09%

-7.74%

+7.65%

Max Drawdown (5Y)

Largest decline over 5 years

-1.15%

-21.40%

+20.25%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

Current Drawdown

Current decline from peak

0.00%

-11.18%

+11.18%

Average Drawdown

Average peak-to-trough decline

-0.24%

-5.35%

+5.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.45%

-1.44%

Volatility

IB01.L vs. IEF - Volatility Comparison

The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) is 0.10%, while iShares 7-10 Year Treasury Bond ETF (IEF) has a volatility of 1.62%. This indicates that IB01.L 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.


Loading charts...

Volatility by Period


IB01.LIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

1.62%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

0.23%

3.42%

-3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

4.72%

-4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.54%

7.71%

-7.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.79%

6.63%

-5.84%

IB01.L vs. IEF - Expense Ratio Comparison

IB01.L has a 0.07% 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

IB01.L vs. IEF - Dividend Comparison

IB01.L has not paid dividends to shareholders, while IEF's dividend yield for the trailing twelve months is around 3.89%.


PositionTTM20252024202320222021202020192018201720162015
IB01.L
iShares USD Treasury Bond 0-1yr 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
3.89%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


IB01.L and IEF have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IB01.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IB01.L is cheaper with a 0.07% expense ratio, compared with 0.15% for IEF.

IB01.L tracks ICE U.S. Treasury Short Bond Index, while IEF tracks ICE U.S. Treasury 7-10 Year Bond Index. Their fees differ too: 0.07% for IB01.L and 0.15% for IEF.

Portfolio Optimizer

Find the right allocation for IB01.L and IEF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer