IEF vs. EQT
IEF (iShares 7-10 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while EQT (EQT Corporation) is a stock. Over the past 10 years, IEF returned 0.59%/yr vs 3.39%/yr for EQT. At a correlation of -0.17, they often move in opposite directions.
Performance
IEF vs. EQT - Performance Comparison
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Returns By Period
In the year-to-date period, IEF achieves a -0.47% return, which is significantly higher than EQT's -2.55% return. Over the past 10 years, IEF has underperformed EQT with an annualized return of 0.59%, while EQT has yielded a comparatively higher 3.39% annualized return.
IEF
- 1D
- -0.17%
- 1M
- 0.25%
- YTD
- -0.47%
- 6M
- -0.18%
- 1Y
- 3.78%
- 3Y*
- 2.86%
- 5Y*
- -1.24%
- 10Y*
- 0.59%
EQT
- 1D
- 1.45%
- 1M
- -8.18%
- YTD
- -2.55%
- 6M
- -6.00%
- 1Y
- -7.55%
- 3Y*
- 11.65%
- 5Y*
- 19.29%
- 10Y*
- 3.39%
IEF vs. EQT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | -0.47% | 8.03% | -0.63% | 3.64% | -15.15% | -3.33% | 10.01% | 8.03% | 0.99% | 2.55% |
EQT EQT Corporation | -2.55% | 17.64% | 21.41% | 16.20% | 57.64% | 71.60% | 17.27% | -41.82% | -38.82% | -12.80% |
Correlation
The correlation between IEF and EQT is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.11 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2002 | -0.17 |
The correlation between IEF and EQT shifts across timeframes, from -0.17 (all time) to -0.00 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IEF vs. EQT — Risk / Return Rank
IEF
EQT
IEF vs. EQT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and EQT Corporation (EQT). 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.
| IEF | EQT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.00 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | -0.22 | +1.06 |
| Martin ratioReturn relative to average drawdown | 2.35 | -0.47 | +2.81 |
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Drawdowns
IEF vs. EQT - Drawdown Comparison
The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum EQT drawdown of -91.51%. Use the drawdown chart below to compare losses from any high point for IEF and EQT.
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Drawdown Indicators
| IEF | EQT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.93% | -91.51% | +67.58% |
Max Drawdown (1Y)Largest decline over 1 year | -4.07% | -24.42% | +20.35% |
Max Drawdown (3Y)Largest decline over 3 years | -7.74% | -31.62% | +23.88% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | -42.56% | +21.16% |
Max Drawdown (10Y)Largest decline over 10 years | -23.93% | -88.28% | +64.35% |
Current DrawdownCurrent decline from peak | -11.18% | -23.32% | +12.14% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -23.34% | +17.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 11.47% | -10.02% |
Volatility
IEF vs. EQT - Volatility Comparison
The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.62%, while EQT Corporation (EQT) has a volatility of 8.36%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than EQT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEF | EQT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 8.36% | -6.74% |
Volatility (6M)Calculated over the trailing 6-month period | 3.42% | 21.09% | -17.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.72% | 32.56% | -27.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.71% | 42.79% | -35.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.63% | 48.90% | -42.27% |
Dividends
IEF vs. EQT - Dividend Comparison
IEF's dividend yield for the trailing twelve months is around 3.89%, more than EQT's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQT EQT Corporation | 1.26% | 1.19% | 1.37% | 1.57% | 1.63% | 0.00% | 0.24% | 1.10% | 0.42% | 0.21% | 0.18% | 0.23% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.89% | 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 EQT have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EQT has higher volatility (8.36%) compared to IEF (1.62%). In terms of maximum drawdown, IEF dropped -23.93% vs EQT's -91.51%.
IEF currently has the higher Sharpe Ratio (0.72 vs -0.17), 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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