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IEF vs. EQT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEF vs. EQT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) and EQT Corporation (EQT). 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 -0.47% 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. EQT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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: 2323
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2222
Sortino Ratio Rank
IEF Omega Ratio Rank: 2121
Omega Ratio Rank
IEF Calmar Ratio Rank: 2121
Calmar Ratio Rank
IEF Martin Ratio Rank: 2121
Martin Ratio Rank

EQT
EQT Risk / Return Rank: 3434
Overall Rank
EQT Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EQT Sortino Ratio Rank: 3232
Sortino Ratio Rank
EQT Omega Ratio Rank: 3232
Omega Ratio Rank
EQT Calmar Ratio Rank: 3636
Calmar Ratio Rank
EQT Martin Ratio Rank: 3535
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. 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.


IEFEQTDifference
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

IEF vs. EQT - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.72, which is higher than the EQT Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of IEF and EQT, 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. 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


IEFEQTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.18%

-23.32%

+12.14%

Average Drawdown

Average peak-to-trough decline

-5.35%

-23.34%

+17.99%

Ulcer Index

Depth 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


IEFEQTDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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