IEF vs. DJP
Compare and contrast key facts about iShares 7-10 Year Treasury Bond ETF (IEF) and iPath Bloomberg Commodity Index Total Return ETN (DJP).
IEF and DJP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEF is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 7-10 Year Treasury Bond Index. It was launched on Jul 26, 2002. DJP is a passively managed fund by Barclays Capital that tracks the performance of the Bloomberg Commodity Index. It was launched on Jun 6, 2006. Both IEF and DJP are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEF or DJP.
Performance
IEF vs. DJP - Performance Comparison
Returns By Period
In the year-to-date period, IEF achieves a 0.10% return, which is significantly lower than DJP's 3.98% return. Over the past 10 years, IEF has outperformed DJP with an annualized return of 0.82%, while DJP has yielded a comparatively lower -0.79% annualized return.
IEF
0.10%
-2.00%
2.39%
4.72%
-1.52%
0.82%
DJP
3.98%
-0.22%
-7.41%
-0.16%
7.45%
-0.79%
Key characteristics
| IEF | DJP | |
|---|---|---|
| Sharpe Ratio | 0.70 | 0.05 |
| Sortino Ratio | 1.03 | 0.17 |
| Omega Ratio | 1.12 | 1.02 |
| Calmar Ratio | 0.23 | 0.01 |
| Martin Ratio | 1.90 | 0.11 |
| Ulcer Index | 2.56% | 6.28% |
| Daily Std Dev | 6.98% | 13.91% |
| Max Drawdown | -23.93% | -78.35% |
| Current Drawdown | -16.78% | -56.79% |
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IEF vs. DJP - Expense Ratio Comparison
IEF has a 0.15% expense ratio, which is lower than DJP's 0.70% expense ratio.
Correlation
The correlation between IEF and DJP is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
IEF vs. DJP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and iPath Bloomberg Commodity Index Total Return ETN (DJP). 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.
Dividends
IEF vs. DJP - Dividend Comparison
IEF's dividend yield for the trailing twelve months is around 3.50%, while DJP has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 3.50% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
DJP iPath Bloomberg Commodity Index Total Return ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IEF vs. DJP - Drawdown Comparison
The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum DJP drawdown of -78.35%. Use the drawdown chart below to compare losses from any high point for IEF and DJP. For additional features, visit the drawdowns tool.
Volatility
IEF vs. DJP - Volatility Comparison
The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.82%, while iPath Bloomberg Commodity Index Total Return ETN (DJP) has a volatility of 4.86%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than DJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.