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IEF vs. ISHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEF vs. ISHG - 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 1-3 Year International Treasury Bond ETF (ISHG). 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 ISHG's -0.18% return. Over the past 10 years, IEF has outperformed ISHG with an annualized return of 0.59%, while ISHG has yielded a comparatively lower -0.14% annualized 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%

ISHG

1D
0.06%
1M
-0.91%
YTD
-0.18%
6M
0.19%
1Y
0.99%
3Y*
4.08%
5Y*
-1.07%
10Y*
-0.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. ISHG - 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%
ISHG
iShares 1-3 Year International Treasury Bond ETF
-0.18%13.31%-4.16%3.76%-10.95%-7.05%7.47%-0.64%-3.54%10.91%

Correlation

The correlation between IEF and ISHG is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.45

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

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2009

0.20

Over the past year, IEF and ISHG have become more correlated (0.53) than their long-term average of 0.20, meaning their price movements have been converging.

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Return for Risk

IEF vs. ISHG — 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

ISHG
ISHG Risk / Return Rank: 1111
Overall Rank
ISHG Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ISHG Sortino Ratio Rank: 1111
Sortino Ratio Rank
ISHG Omega Ratio Rank: 1111
Omega Ratio Rank
ISHG Calmar Ratio Rank: 1212
Calmar Ratio Rank
ISHG Martin Ratio Rank: 1212
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. ISHG - 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 1-3 Year International Treasury Bond ETF (ISHG). 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.


IEFISHGDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.12

1.03

+0.09

Calmar ratioReturn relative to maximum drawdown

0.84

0.20

+0.64

Martin ratioReturn relative to average drawdown

2.35

0.49

+1.86

IEF vs. ISHG - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.72, which is higher than the ISHG Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of IEF and ISHG, 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. ISHG - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum ISHG drawdown of -37.24%. Use the drawdown chart below to compare losses from any high point for IEF and ISHG.


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Drawdown Indicators


IEFISHGDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-37.24%

+13.31%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-5.02%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-8.21%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-23.55%

+2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-25.56%

+1.63%

Current Drawdown

Current decline from peak

-11.18%

-22.37%

+11.19%

Average Drawdown

Average peak-to-trough decline

-5.35%

-18.44%

+13.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

2.05%

-0.60%

Volatility

IEF vs. ISHG - Volatility Comparison

iShares 7-10 Year Treasury Bond ETF (IEF) and iShares 1-3 Year International Treasury Bond ETF (ISHG) have volatilities of 1.62% and 1.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFISHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

1.67%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

4.76%

-1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

6.51%

-1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

7.58%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

6.94%

-0.31%

IEF vs. ISHG - Expense Ratio Comparison

IEF has a 0.15% expense ratio, which is lower than ISHG's 0.35% expense ratio.


Dividends

IEF vs. ISHG - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.89%, more than ISHG's 1.45% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
ISHG
iShares 1-3 Year International Treasury Bond ETF
1.45%1.45%2.56%0.18%0.00%1.29%0.00%0.00%1.80%0.46%0.00%0.09%

Frequently Asked Questions


IEF and ISHG have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISHG has higher volatility (1.67%) compared to IEF (1.62%). In terms of maximum drawdown, IEF dropped -23.93% vs ISHG's -37.24%.

On 10-year performance, IEF leads with 0.59% vs -0.14% for ISHG. On fees, IEF is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IEF has performed better with a 0.59% return vs -0.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEF is cheaper with a 0.15% expense ratio, compared with 0.35% for ISHG.

IEF has the higher dividend yield at 3.89%, compared with 1.45% for ISHG.

IEF is categorized as Government Bonds, while ISHG is International Government Bonds. IEF tracks ICE U.S. Treasury 7-10 Year Bond Index, while ISHG tracks S&P/Citigroup International Treasury Bond Index Ex-US 1-3 Year. Their fees differ too: 0.15% for IEF and 0.35% for ISHG.

IEF currently has the higher Sharpe Ratio (0.72 vs 0.15), 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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