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IEF vs. BNDD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEF vs. BNDD - Performance Comparison

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

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IEF vs. BNDD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IEF
iShares 7-10 Year Treasury Bond ETF
-0.22%8.03%-0.63%3.64%-15.15%-1.41%
BNDD
Quadratic Deflation ETF
3.43%-8.17%-6.65%4.02%-17.48%5.54%

Returns By Period

In the year-to-date period, IEF achieves a -0.22% return, which is significantly lower than BNDD's 3.43% return.


IEF

1D
-0.09%
1M
-1.82%
YTD
-0.22%
6M
0.37%
1Y
3.49%
3Y*
2.22%
5Y*
-0.78%
10Y*
0.78%

BNDD

1D
0.21%
1M
-0.46%
YTD
3.43%
6M
0.20%
1Y
-5.98%
3Y*
-4.56%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEF vs. BNDD - Expense Ratio Comparison

IEF has a 0.15% expense ratio, which is lower than BNDD's 1.04% expense ratio.


Return for Risk

IEF vs. BNDD — Risk / Return Rank

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

IEF
IEF Risk / Return Rank: 3434
Overall Rank
IEF Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 3232
Sortino Ratio Rank
IEF Omega Ratio Rank: 2626
Omega Ratio Rank
IEF Calmar Ratio Rank: 4444
Calmar Ratio Rank
IEF Martin Ratio Rank: 3333
Martin Ratio Rank

BNDD
BNDD Risk / Return Rank: 55
Overall Rank
BNDD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BNDD Sortino Ratio Rank: 44
Sortino Ratio Rank
BNDD Omega Ratio Rank: 44
Omega Ratio Rank
BNDD Calmar Ratio Rank: 55
Calmar Ratio Rank
BNDD Martin Ratio Rank: 77
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. BNDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and Quadratic Deflation ETF (BNDD). 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.


IEFBNDDDifference

Sharpe ratio

Return per unit of total volatility

0.66

-0.49

+1.14

Sortino ratio

Return per unit of downside risk

0.97

-0.58

+1.55

Omega ratio

Gain probability vs. loss probability

1.11

0.93

+0.19

Calmar ratio

Return relative to maximum drawdown

1.20

-0.45

+1.65

Martin ratio

Return relative to average drawdown

2.98

-0.68

+3.66

IEF vs. BNDD - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.66, which is higher than the BNDD Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of IEF and BNDD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IEFBNDDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

-0.49

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

-0.35

+0.86

Correlation

The correlation between IEF and BNDD is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IEF vs. BNDD - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.85%, more than BNDD's 3.63% yield.


TTM20252024202320222021202020192018201720162015
IEF
iShares 7-10 Year Treasury Bond ETF
3.85%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%
BNDD
Quadratic Deflation ETF
3.63%3.82%3.85%4.30%43.17%1.04%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IEF vs. BNDD - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum BNDD drawdown of -30.87%. Use the drawdown chart below to compare losses from any high point for IEF and BNDD.


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Drawdown Indicators


IEFBNDDDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-30.87%

+6.94%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-10.93%

+7.71%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

Current Drawdown

Current decline from peak

-10.96%

-27.13%

+16.17%

Average Drawdown

Average peak-to-trough decline

-5.30%

-19.04%

+13.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

7.27%

-5.98%

Volatility

IEF vs. BNDD - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.91%, while Quadratic Deflation ETF (BNDD) has a volatility of 3.47%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than BNDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFBNDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

3.47%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

8.07%

-4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

5.35%

12.39%

-7.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.70%

13.55%

-5.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

13.55%

-6.92%