IEF vs. ETH-USD
IEF (iShares 7-10 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, IEF returned 0.53%/yr vs 61.34%/yr for ETH-USD. At a 0.01 correlation, their price movements are largely independent.
Performance
IEF vs. ETH-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IEF achieves a -1.16% return, which is significantly higher than ETH-USD's -43.98% return. Over the past 10 years, IEF has underperformed ETH-USD with an annualized return of 0.53%, while ETH-USD has yielded a comparatively higher 61.34% annualized return.
IEF
- 1D
- -0.11%
- 1M
- -1.19%
- YTD
- -1.16%
- 6M
- -0.96%
- 1Y
- 3.91%
- 3Y*
- 2.43%
- 5Y*
- -1.34%
- 10Y*
- 0.53%
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
IEF vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | -1.16% | 8.03% | -0.63% | 3.64% | -15.15% | -3.33% | 10.01% | 8.03% | 0.99% | 2.55% |
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between IEF and ETH-USD is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.01 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IEF vs. ETH-USD — Risk / Return Rank
IEF
ETH-USD
IEF vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and Ethereum (ETH-USD). 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.
| IEF | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.96 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | -0.50 | +1.46 |
| Martin ratioReturn relative to average drawdown | 2.79 | -0.88 | +3.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IEF | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | -0.50 | +1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | -0.12 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.65 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.75 | -0.25 |
Drawdowns
IEF vs. ETH-USD - Drawdown Comparison
The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for IEF and ETH-USD.
Loading charts...
Drawdown Indicators
| IEF | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.93% | -94.01% | +70.08% |
Max Drawdown (1Y)Largest decline over 1 year | -4.07% | -67.53% | +63.46% |
Max Drawdown (3Y)Largest decline over 3 years | -7.74% | -67.53% | +59.79% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | -79.35% | +57.95% |
Max Drawdown (10Y)Largest decline over 10 years | -23.93% | -94.01% | +70.08% |
Current DrawdownCurrent decline from peak | -11.80% | -65.60% | +53.80% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -50.89% | +45.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 44.58% | -43.18% |
Volatility
IEF vs. ETH-USD - Volatility Comparison
The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.51%, while Ethereum (ETH-USD) has a volatility of 16.88%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IEF | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 16.88% | -15.37% |
Volatility (6M)Calculated over the trailing 6-month period | 3.36% | 46.80% | -43.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.69% | 56.55% | -51.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.71% | 59.65% | -51.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.63% | 78.04% | -71.41% |
Frequently Asked Questions
IEF and ETH-USD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (16.88%) compared to IEF (1.51%). In terms of maximum drawdown, IEF dropped -23.93% vs ETH-USD's -94.01%.
IEF currently has the higher Sharpe Ratio (0.84 vs -0.50), 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.
Find the right allocation for IEF and ETH-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer