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IBB1.DE vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBB1.DE vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Dist (IBB1.DE) and iShares 7-10 Year Treasury Bond ETF (IEF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBB1.DE is traded in EUR, while IEF is traded in USD. To make them comparable, the IEF values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBB1.DE achieves a -1.42% return, which is significantly lower than IEF's 0.88% return.


IBB1.DE

1D
0.12%
1M
-0.59%
YTD
-1.42%
6M
-1.33%
1Y
1.68%
3Y*
0.63%
5Y*
-2.93%
10Y*

IEF

1D
0.27%
1M
0.83%
YTD
0.88%
6M
-0.02%
1Y
2.51%
3Y*
-0.19%
5Y*
-0.14%
10Y*
0.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBB1.DE vs. IEF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IBB1.DE
iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Dist
-1.42%6.10%-2.30%1.22%-16.97%-3.92%8.37%5.46%
IEF
iShares 7-10 Year Treasury Bond ETF
0.88%-4.79%5.92%0.53%-9.90%3.90%0.94%9.42%

Correlation

The correlation between IBB1.DE and IEF is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.42

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

0.48

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2019

0.47

Over the past year, the correlation between IBB1.DE and IEF has dropped to 0.19 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

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Return for Risk

IBB1.DE vs. IEF — Risk / Return Rank

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

IBB1.DE
IBB1.DE Risk / Return Rank: 1313
Overall Rank
IBB1.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IBB1.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
IBB1.DE Omega Ratio Rank: 1313
Omega Ratio Rank
IBB1.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IBB1.DE Martin Ratio Rank: 1414
Martin Ratio Rank

IEF
IEF Risk / Return Rank: 2020
Overall Rank
IEF Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2020
Sortino Ratio Rank
IEF Omega Ratio Rank: 1919
Omega Ratio Rank
IEF Calmar Ratio Rank: 1919
Calmar Ratio Rank
IEF Martin Ratio Rank: 2020
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.

IBB1.DE vs. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Dist (IBB1.DE) 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.


IBB1.DEIEFDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.06

1.08

-0.02

Calmar ratioReturn relative to maximum drawdown

0.35

0.50

-0.15

Martin ratioReturn relative to average drawdown

1.05

1.42

-0.37

IBB1.DE vs. IEF - Sharpe Ratio Comparison

The current IBB1.DE Sharpe Ratio is 0.33, which is comparable to the IEF Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of IBB1.DE 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


IBB1.DEIEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.41

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

-0.02

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.36

-0.48

Drawdowns

IBB1.DE vs. IEF - Drawdown Comparison

The maximum IBB1.DE drawdown since its inception was -27.50%, which is greater than IEF's maximum drawdown of -21.59%. Use the drawdown chart below to compare losses from any high point for IBB1.DE and IEF.


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Drawdown Indicators


IBB1.DEIEFDifference

Max Drawdown

Largest peak-to-trough decline

-27.50%

-21.59%

-5.91%

Max Drawdown (1Y)

Largest decline over 1 year

-4.42%

-5.08%

+0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-7.84%

-11.07%

+3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-24.54%

-15.81%

-8.73%

Max Drawdown (10Y)

Largest decline over 10 years

-21.59%

Current Drawdown

Current decline from peak

-19.67%

-16.41%

-3.26%

Average Drawdown

Average peak-to-trough decline

-13.52%

-9.56%

-3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

1.77%

-0.30%

Volatility

IBB1.DE vs. IEF - Volatility Comparison

iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Dist (IBB1.DE) has a higher volatility of 1.82% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.04%. This indicates that IBB1.DE'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


IBB1.DEIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

1.04%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

4.61%

-1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.65%

6.14%

-1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.45%

9.18%

-1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.05%

8.75%

-1.70%

IBB1.DE vs. IEF - Expense Ratio Comparison

IBB1.DE has a 0.10% 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

IBB1.DE vs. IEF - Dividend Comparison

IBB1.DE's dividend yield for the trailing twelve months is around 4.35%, more than IEF's 3.92% yield.


PositionTTM20252024202320222021202020192018201720162015
IBB1.DE
iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Dist
4.35%4.12%3.98%3.06%2.05%1.15%1.56%1.68%0.00%0.00%0.00%0.00%
IEF
iShares 7-10 Year Treasury Bond ETF
3.92%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


IBB1.DE and IEF have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBB1.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBB1.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for IEF.

IBB1.DE is categorized as Intermediate Core Bond, while IEF is Government Bonds. Both ETFs track ICE U.S. Treasury 7-10 Year Bond Index. Their fees differ too: 0.10% for IBB1.DE and 0.15% for IEF.

Portfolio Optimizer

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