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IEF vs. DAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEF vs. DAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) and Global X DAX Germany ETF (DAX). 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 -0.82% return, which is significantly higher than DAX's -2.21% return. Over the past 10 years, IEF has underperformed DAX with an annualized return of 0.49%, while DAX has yielded a comparatively higher 9.07% annualized return.


IEF

1D
-0.32%
1M
-0.54%
6M
-0.58%
YTD
-0.82%
1Y
2.96%
3Y*
2.64%
5Y*
-1.58%
10Y*
0.49%
ALL TIME*
3.37%

DAX

1D
-0.16%
1M
-1.66%
6M
-4.43%
YTD
-2.21%
1Y
-0.30%
3Y*
15.55%
5Y*
8.39%
10Y*
9.07%
ALL TIME*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. DAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEF
iShares 7-10 Year Treasury Bond ETF
-0.82%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%
DAX
Global X DAX Germany ETF
-2.21%39.00%10.55%23.62%-18.47%7.73%12.27%22.11%-22.92%28.23%

Correlation

The correlation between IEF and DAX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.25

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

0.17

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2014

-0.05

The correlation between IEF and DAX shifts across timeframes, from -0.05 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IEF vs. DAX — 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: 2424
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2222
Sortino Ratio Rank
IEF Omega Ratio Rank: 2121
Omega Ratio Rank
IEF Calmar Ratio Rank: 2222
Calmar Ratio Rank
IEF Martin Ratio Rank: 2222
Martin Ratio Rank

DAX
DAX Risk / Return Rank: 1010
Overall Rank
DAX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
DAX Omega Ratio Rank: 1010
Omega Ratio Rank
DAX Calmar Ratio Rank: 1010
Calmar Ratio Rank
DAX Martin Ratio Rank: 1010
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. DAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and Global X DAX Germany ETF (DAX). 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.


IEFDAXDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.11

1.01

+0.10

Calmar ratioReturn relative to maximum drawdown

0.73

-0.02

+0.75

Martin ratioReturn relative to average drawdown

1.82

-0.06

+1.88

IEF vs. DAX - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.63, which is higher than the DAX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IEF and DAX, 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. DAX - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum DAX drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for IEF and DAX.


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Drawdown Indicators


IEFDAXDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-45.58%

+21.65%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-14.82%

+10.75%

Max Drawdown (3Y)

Largest decline over 3 years

-7.05%

-16.03%

+8.98%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-38.92%

+17.52%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-45.58%

+21.65%

Current Drawdown

Current decline from peak

-11.49%

-6.12%

-5.37%

Average Drawdown

Average peak-to-trough decline

-5.37%

-10.45%

+5.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

4.99%

-3.36%

Volatility

IEF vs. DAX - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.40%, while Global X DAX Germany ETF (DAX) has a volatility of 4.69%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than DAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

4.69%

-3.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.62%

15.31%

-11.69%

Volatility (1Y)

Calculated over the trailing 1-year period

4.71%

18.04%

-13.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.70%

20.41%

-12.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.61%

20.91%

-14.30%

IEF vs. DAX - Expense Ratio Comparison

IEF has a 0.15% expense ratio, which is lower than DAX's 0.20% 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

IEF vs. DAX - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.93%, more than DAX's 2.15% yield.


PositionTTM20252024202320222021202020192018201720162015
DAX
Global X DAX Germany ETF
2.15%1.47%2.24%2.48%2.80%2.65%2.25%2.47%3.33%1.73%1.78%1.41%
IEF
iShares 7-10 Year Treasury Bond ETF
3.93%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


IEF and DAX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DAX has higher volatility (4.69%) compared to IEF (1.40%). In terms of maximum drawdown, IEF dropped -23.93% vs DAX's -45.58%.

On 10-year performance, DAX leads with 9.07% vs 0.49% for IEF. On fees, IEF is cheaper at 0.15% per year. On volatility, IEF has been the lower-risk option at 1.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DAX has performed better with a 9.07% return vs 0.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEF is cheaper with a 0.15% expense ratio, compared with 0.20% for DAX.

IEF has the higher dividend yield at 3.93%, compared with 2.15% for DAX.

IEF is categorized as Government Bonds, while DAX is Europe Equities. IEF tracks ICE U.S. Treasury 7-10 Year Bond Index, while DAX tracks DAX Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.15% for IEF and 0.20% for DAX.

IEF currently has the higher Sharpe Ratio (0.63 vs -0.02), 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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