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IEF vs. BUCK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEF vs. BUCK - Performance Comparison

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

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IEF vs. BUCK - Yearly Performance Comparison


2026 (YTD)2025202420232022
IEF
iShares 7-10 Year Treasury Bond ETF
-0.14%8.03%-0.63%3.64%1.61%
BUCK
Simplify Stable Income ETF
0.97%4.13%7.25%4.63%0.39%

Returns By Period

In the year-to-date period, IEF achieves a -0.14% return, which is significantly lower than BUCK's 0.97% return.


IEF

1D
0.18%
1M
-2.32%
YTD
-0.14%
6M
0.79%
1Y
3.95%
3Y*
2.25%
5Y*
-0.76%
10Y*
0.78%

BUCK

1D
0.02%
1M
0.13%
YTD
0.97%
6M
2.27%
1Y
2.66%
3Y*
5.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEF vs. BUCK - Expense Ratio Comparison

IEF has a 0.15% expense ratio, which is lower than BUCK's 0.35% expense ratio.


Return for Risk

IEF vs. BUCK — Risk / Return Rank

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

IEF
IEF Risk / Return Rank: 4343
Overall Rank
IEF Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 4242
Sortino Ratio Rank
IEF Omega Ratio Rank: 3434
Omega Ratio Rank
IEF Calmar Ratio Rank: 5757
Calmar Ratio Rank
IEF Martin Ratio Rank: 3838
Martin Ratio Rank

BUCK
BUCK Risk / Return Rank: 2727
Overall Rank
BUCK Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BUCK Sortino Ratio Rank: 2626
Sortino Ratio Rank
BUCK Omega Ratio Rank: 3030
Omega Ratio Rank
BUCK Calmar Ratio Rank: 2525
Calmar Ratio Rank
BUCK Martin Ratio Rank: 2323
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. BUCK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and Simplify Stable Income ETF (BUCK). 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.


IEFBUCKDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.55

+0.19

Sortino ratio

Return per unit of downside risk

1.09

0.72

+0.37

Omega ratio

Gain probability vs. loss probability

1.13

1.12

+0.01

Calmar ratio

Return relative to maximum drawdown

1.32

0.51

+0.82

Martin ratio

Return relative to average drawdown

3.31

1.35

+1.97

IEF vs. BUCK - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.74, which is higher than the BUCK Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of IEF and BUCK, 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


IEFBUCKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.55

+0.19

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

1.44

-0.93

Correlation

The correlation between IEF and BUCK is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IEF vs. BUCK - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.82%, less than BUCK's 7.57% yield.


TTM20252024202320222021202020192018201720162015
IEF
iShares 7-10 Year Treasury Bond ETF
3.82%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%
BUCK
Simplify Stable Income ETF
7.57%7.59%8.84%4.84%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IEF vs. BUCK - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, which is greater than BUCK's maximum drawdown of -5.43%. Use the drawdown chart below to compare losses from any high point for IEF and BUCK.


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Drawdown Indicators


IEFBUCKDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-5.43%

-18.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-5.43%

+2.21%

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

-10.88%

-0.13%

-10.75%

Average Drawdown

Average peak-to-trough decline

-5.30%

-0.52%

-4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

2.04%

-0.76%

Volatility

IEF vs. BUCK - Volatility Comparison

iShares 7-10 Year Treasury Bond ETF (IEF) has a higher volatility of 1.91% compared to Simplify Stable Income ETF (BUCK) at 0.33%. This indicates that IEF's price experiences larger fluctuations and is considered to be riskier than BUCK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFBUCKDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

0.33%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

1.68%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

5.35%

4.83%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.70%

3.55%

+4.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

3.55%

+3.08%