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IEF vs. IBTE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEF vs. IBTE - 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 iBonds Dec 2024 Term Treasury ETF (IBTE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IEF

1D
-0.25%
1M
-0.08%
YTD
-0.66%
6M
-1.17%
1Y
4.06%
3Y*
2.47%
5Y*
-1.14%
10Y*
0.63%

IBTE

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

IEF vs. IBTE - Yearly Performance Comparison


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Return for Risk

IEF vs. IBTE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IEF
IEF Risk / Return Rank: 2323
Overall Rank
IEF Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2323
Sortino Ratio Rank
IEF Omega Ratio Rank: 2121
Omega Ratio Rank
IEF Calmar Ratio Rank: 2222
Calmar Ratio Rank
IEF Martin Ratio Rank: 2323
Martin Ratio Rank

IBTE
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. IBTE - 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 iBonds Dec 2024 Term Treasury ETF (IBTE). 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.


IEFIBTEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.00

Martin ratioReturn relative to average drawdown

2.98

IEF vs. IBTE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IEFIBTEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

Drawdowns

IEF vs. IBTE - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, which is greater than IBTE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IEF and IBTE.


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Drawdown Indicators


IEFIBTEDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

0.00%

-23.93%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

Current Drawdown

Current decline from peak

-11.35%

0.00%

-11.35%

Average Drawdown

Average peak-to-trough decline

-5.34%

0.00%

-5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

Volatility

IEF vs. IBTE - Volatility Comparison


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Volatility by Period


IEFIBTEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.78%

0.00%

+4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

0.00%

+7.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.62%

0.00%

+6.62%

IEF vs. IBTE - Expense Ratio Comparison

IEF has a 0.15% expense ratio, which is higher than IBTE'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. IBTE - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.90%, while IBTE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
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
3.90%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


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

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

IEF has the higher dividend yield at 3.90%, compared with 0.00% for IBTE.

IEF tracks ICE U.S. Treasury 7-10 Year Bond Index, while IBTE tracks ICE 2024 Maturity US Treasury Index. Their fees differ too: 0.15% for IEF and 0.07% for IBTE.

Portfolio Optimizer

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