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IEF vs. AUDUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

IEF vs. AUDUSD=X - Performance Comparison

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

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Returns By Period

In the year-to-date period, IEF achieves a -0.47% return, which is significantly lower than AUDUSD=X's 5.54% return. Over the past 10 years, IEF has outperformed AUDUSD=X with an annualized return of 0.59%, while AUDUSD=X has yielded a comparatively lower -0.44% annualized return.


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%

AUDUSD=X

1D
-0.08%
1M
-2.95%
YTD
5.54%
6M
5.93%
1Y
7.81%
3Y*
1.34%
5Y*
-1.78%
10Y*
-0.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. AUDUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
AUDUSD=X
AUD/USD
5.54%7.81%-9.12%-0.06%-6.27%-5.58%9.75%-0.37%-9.73%8.36%

Correlation

The correlation between IEF and AUDUSD=X is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.22

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

0.18

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2007

-0.05

The correlation between IEF and AUDUSD=X shifts across timeframes, from -0.05 (all time) to 0.22 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IEF vs. AUDUSD=X — Risk / Return Rank

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

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

AUDUSD=X
AUDUSD=X Risk / Return Rank: 8181
Overall Rank
AUDUSD=X Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
AUDUSD=X Sortino Ratio Rank: 7979
Sortino Ratio Rank
AUDUSD=X Omega Ratio Rank: 7878
Omega Ratio Rank
AUDUSD=X Calmar Ratio Rank: 8484
Calmar Ratio Rank
AUDUSD=X Martin Ratio Rank: 8484
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.

IEF vs. AUDUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and AUD/USD (AUDUSD=X). 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.


IEFAUDUSD=XDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.12

1.14

-0.02

Calmar ratioReturn relative to maximum drawdown

0.84

1.49

-0.65

Martin ratioReturn relative to average drawdown

2.35

3.83

-1.49

IEF vs. AUDUSD=X - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.72, which is comparable to the AUDUSD=X Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of IEF and AUDUSD=X, 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

IEF vs. AUDUSD=X - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum AUDUSD=X drawdown of -47.87%. Use the drawdown chart below to compare losses from any high point for IEF and AUDUSD=X.


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Drawdown Indicators


IEFAUDUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-47.87%

+23.94%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-4.20%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-13.83%

+6.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-22.74%

+1.34%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-29.18%

+5.25%

Current Drawdown

Current decline from peak

-11.18%

-36.06%

+24.88%

Average Drawdown

Average peak-to-trough decline

-5.35%

-25.87%

+20.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.69%

-0.24%

Volatility

IEF vs. AUDUSD=X - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.62%, while AUD/USD (AUDUSD=X) has a volatility of 2.13%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than AUDUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFAUDUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

2.13%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

6.65%

-3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

7.64%

-2.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

10.08%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

9.66%

-3.03%

Frequently Asked Questions


IEF and AUDUSD=X have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AUDUSD=X has higher volatility (2.13%) compared to IEF (1.62%). In terms of maximum drawdown, IEF dropped -23.93% vs AUDUSD=X's -47.87%.

AUDUSD=X currently has the higher Sharpe Ratio (0.82 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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