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IEF vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

IEF vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) and Bitcoin (BTC-USD). 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 -1.06% return, which is significantly higher than BTC-USD's -29.97% return. Over the past 10 years, IEF has underperformed BTC-USD with an annualized return of 0.60%, while BTC-USD has yielded a comparatively higher 59.37% annualized return.


IEF

1D
-0.53%
1M
-1.12%
YTD
-1.06%
6M
-1.06%
1Y
3.19%
3Y*
2.32%
5Y*
-1.22%
10Y*
0.60%

BTC-USD

1D
-3.97%
1M
-24.76%
YTD
-29.97%
6M
-31.42%
1Y
-39.67%
3Y*
31.02%
5Y*
11.35%
10Y*
59.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEF
iShares 7-10 Year Treasury Bond ETF
-1.06%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%
BTC-USD
Bitcoin
-29.97%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between IEF and BTC-USD is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.04

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

0.02

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

0.01

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2012

0.01

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Return for Risk

IEF vs. BTC-USD — Risk / Return Rank

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

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

BTC-USD
BTC-USD Risk / Return Rank: 3030
Overall Rank
BTC-USD Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2222
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. BTC-USD - Risk-Adjusted Trends Comparison

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


IEFBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+2.31

Omega ratioGain probability vs. loss probability

1.12

0.87

+0.25

Calmar ratioReturn relative to maximum drawdown

0.79

-0.78

+1.57

Martin ratioReturn relative to average drawdown

2.30

-1.39

+3.70

IEF vs. BTC-USD - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.68, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of IEF and BTC-USD, 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


IEFBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

-0.93

+1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.21

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.87

-0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

1.13

-0.63

Drawdowns

IEF vs. BTC-USD - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for IEF and BTC-USD.


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Drawdown Indicators


IEFBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-85.30%

+61.37%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-50.87%

+46.80%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-50.87%

+43.13%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-76.67%

+55.27%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-83.80%

+59.87%

Current Drawdown

Current decline from peak

-11.70%

-50.87%

+39.17%

Average Drawdown

Average peak-to-trough decline

-5.35%

-42.29%

+36.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

34.02%

-32.63%

Volatility

IEF vs. BTC-USD - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.53%, while Bitcoin (BTC-USD) has a volatility of 10.54%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

10.54%

-9.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.38%

34.26%

-30.88%

Volatility (1Y)

Calculated over the trailing 1-year period

4.76%

35.65%

-30.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

44.98%

-37.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.62%

56.70%

-50.08%

Frequently Asked Questions


IEF and BTC-USD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (10.54%) compared to IEF (1.53%). In terms of maximum drawdown, IEF dropped -23.93% vs BTC-USD's -85.30%.

IEF currently has the higher Sharpe Ratio (0.68 vs -0.93), 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.

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