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IEF vs. IB01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEF vs. IB01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). 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 lower than IB01.L's 1.53% return.


IEF

1D
-0.17%
1M
0.19%
YTD
-0.47%
6M
-0.18%
1Y
3.39%
3Y*
2.86%
5Y*
-1.24%
10Y*
0.59%

IB01.L

1D
0.00%
1M
0.32%
YTD
1.53%
6M
1.75%
1Y
3.95%
3Y*
4.72%
5Y*
3.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. IB01.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IEF
iShares 7-10 Year Treasury Bond ETF
-0.47%8.03%-0.63%3.64%-15.15%-3.33%10.01%7.37%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
1.53%4.34%5.25%4.92%1.08%-0.85%0.88%2.06%

Correlation

The correlation between IEF and IB01.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.14

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

0.17

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

0.15

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Return for Risk

IEF vs. IB01.L — 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

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 9999
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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. IB01.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). 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.


IEFIB01.LDifference
Sharpe ratioReturn per unit of total volatility

-11.17

Sortino ratioReturn per unit of downside risk

-35.62

Omega ratioGain probability vs. loss probability

1.12

7.97

-6.85

Calmar ratioReturn relative to maximum drawdown

0.84

114.57

-113.74

Martin ratioReturn relative to average drawdown

2.35

566.04

-563.69

IEF vs. IB01.L - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.72, which is lower than the IB01.L Sharpe Ratio of 11.90. The chart below compares the historical Sharpe Ratios of IEF and IB01.L, 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. IB01.L - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, which is greater than IB01.L's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for IEF and IB01.L.


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Drawdown Indicators


IEFIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-1.28%

-22.65%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-0.03%

-4.04%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-0.09%

-7.65%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-1.15%

-20.25%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

Current Drawdown

Current decline from peak

-11.18%

0.00%

-11.18%

Average Drawdown

Average peak-to-trough decline

-5.35%

-0.24%

-5.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

0.01%

+1.44%

Volatility

IEF vs. IB01.L - Volatility Comparison

iShares 7-10 Year Treasury Bond ETF (IEF) has a higher volatility of 1.62% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 0.10%. This indicates that IEF's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

0.10%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

0.23%

+3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

0.33%

+4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

0.54%

+7.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

0.79%

+5.84%

IEF vs. IB01.L - Expense Ratio Comparison

IEF has a 0.15% expense ratio, which is higher than IB01.L's 0.07% expense ratio. However, 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. IB01.L - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.89%, while IB01.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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 IB01.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IB01.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IB01.L is cheaper with a 0.07% expense ratio, compared with 0.15% for IEF.

IEF tracks ICE U.S. Treasury 7-10 Year Bond Index, while IB01.L tracks ICE U.S. Treasury Short Bond Index. Their fees differ too: 0.15% for IEF and 0.07% for IB01.L.

Portfolio Optimizer

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