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IEF vs. MAXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEF vs. MAXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) and Simplify Bitcoin Strategy PLUS Income ETF (MAXI). 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 MAXI's -35.37% return.


IEF

1D
-0.17%
1M
1.05%
YTD
-0.47%
6M
-0.18%
1Y
3.78%
3Y*
2.86%
5Y*
-1.24%
10Y*
0.59%

MAXI

1D
-0.01%
1M
-24.38%
YTD
-35.37%
6M
-40.13%
1Y
-60.40%
3Y*
12.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. MAXI - Yearly Performance Comparison


2026 (YTD)2025202420232022
IEF
iShares 7-10 Year Treasury Bond ETF
-0.47%8.03%-0.63%3.64%0.32%
MAXI
Simplify Bitcoin Strategy PLUS Income ETF
-35.37%-28.59%92.92%144.12%-13.34%

Correlation

The correlation between IEF and MAXI is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.02

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2022

0.03

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Return for Risk

IEF vs. MAXI — 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

MAXI
MAXI Risk / Return Rank: 22
Overall Rank
MAXI Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MAXI Sortino Ratio Rank: 11
Sortino Ratio Rank
MAXI Omega Ratio Rank: 22
Omega Ratio Rank
MAXI Calmar Ratio Rank: 11
Calmar Ratio Rank
MAXI Martin Ratio Rank: 22
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. MAXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and Simplify Bitcoin Strategy PLUS Income ETF (MAXI). 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.


IEFMAXIDifference
Sharpe ratioReturn per unit of total volatility

+1.68

Sortino ratioReturn per unit of downside risk

+2.66

Omega ratioGain probability vs. loss probability

1.12

0.83

+0.29

Calmar ratioReturn relative to maximum drawdown

0.84

-0.90

+1.74

Martin ratioReturn relative to average drawdown

2.35

-1.40

+3.75

IEF vs. MAXI - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.72, which is higher than the MAXI Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of IEF and MAXI, 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. MAXI - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum MAXI drawdown of -68.91%. Use the drawdown chart below to compare losses from any high point for IEF and MAXI.


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Drawdown Indicators


IEFMAXIDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-68.91%

+44.98%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-68.91%

+64.84%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-68.91%

+61.17%

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

-11.18%

-67.24%

+56.06%

Average Drawdown

Average peak-to-trough decline

-5.35%

-19.09%

+13.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

44.17%

-42.72%

Volatility

IEF vs. MAXI - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.62%, while Simplify Bitcoin Strategy PLUS Income ETF (MAXI) has a volatility of 13.26%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than MAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFMAXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

13.26%

-11.64%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

45.02%

-41.60%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

65.30%

-60.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

63.71%

-56.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

63.71%

-57.08%

IEF vs. MAXI - Expense Ratio Comparison

IEF has a 0.15% expense ratio, which is lower than MAXI's 0.97% expense ratio.


Dividends

IEF vs. MAXI - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.89%, less than MAXI's 68.29% 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%
MAXI
Simplify Bitcoin Strategy PLUS Income ETF
68.29%49.00%32.06%29.63%4.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IEF and MAXI have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MAXI has higher volatility (13.26%) compared to IEF (1.62%). In terms of maximum drawdown, IEF dropped -23.93% vs MAXI's -68.91%.

On 3-year performance, MAXI leads with 12.05% vs 2.86% for IEF. On fees, IEF is cheaper at 0.15% per year. On volatility, IEF has been the lower-risk option at 1.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, MAXI has performed better with a 12.05% return vs 2.86%. 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 0.97% for MAXI.

MAXI has the higher dividend yield at 68.29%, compared with 3.89% for IEF.

IEF is categorized as Government Bonds, while MAXI is Cryptocurrency. They also come from different issuers: iShares and Simplify. Their fees differ too: 0.15% for IEF and 0.97% for MAXI.

IEF currently has the higher Sharpe Ratio (0.72 vs -0.95), 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

Find the right allocation for IEF and MAXI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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