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IEF vs. META
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IEF vs. META

Last updated Jun 14, 2026

IEF (iShares 7-10 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while META (Meta Platforms, Inc.) is a stock. Over the past 10 years, IEF returned 0.59%/yr vs 17.39%/yr for META. At a correlation of -0.08, they often move in opposite directions.

Performance

IEF vs. META - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) and Meta Platforms, Inc. (META). 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 META's -14.03% return. Over the past 10 years, IEF has underperformed META with an annualized return of 0.59%, while META has yielded a comparatively higher 17.39% annualized 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%

META

1D
-0.26%
1M
-7.69%
YTD
-14.03%
6M
-11.84%
1Y
-16.71%
3Y*
28.18%
5Y*
11.52%
10Y*
17.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. META - 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%
META
Meta Platforms, Inc.		-14.03%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%53.38%

Correlation

The correlation between IEF and META is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.10

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

0.05

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

0.04

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

-0.03

Correlation (All Time)
Calculated using the full available price history since May 18, 2012

-0.08

The correlation between IEF and META shifts across timeframes, from -0.08 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares 7-10 Year Treasury Bond ETF

Meta Platforms, Inc.

Often compared with IEF:
IEF vs. TLTIEF vs. VGITIEF vs. LQDIEF vs. SHYIEF vs. BNDIEF vs. IEIIEF vs. TIP
Often compared with META:
META vs. MSFTMETA vs. GOOGMETA vs. AMZNMETA vs. AAPLMETA vs. TSLAMETA vs. SPYMETA vs. NVDA

Return for Risk

IEF vs. META — 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
META
META Risk / Return Rank: 2121
Overall Rank
META Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
META Sortino Ratio Rank: 2020
Sortino Ratio Rank
META Omega Ratio Rank: 2020
Omega Ratio Rank
META Calmar Ratio Rank: 2424
Calmar Ratio Rank
META Martin Ratio Rank: 1818
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. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and Meta Platforms, Inc. (META). 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.

IEFMETADifference
Sharpe ratioReturn per unit of total volatility
0.72
-0.51

+1.23

Sortino ratioReturn per unit of downside risk
1.10
-0.54

+1.65

Omega ratioGain probability vs. loss probability

1.12

0.93

+0.19

Calmar ratioReturn relative to maximum drawdown

0.84

-0.54

+1.38

Martin ratioReturn relative to average drawdown

2.35

-1.12

+3.47

IEF vs. META - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.72, which is higher than the META Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of IEF and META, 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. META - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for IEF and META.

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Drawdown Indicators

IEFMETADifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-76.74%

+52.81%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-33.30%

+29.23%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-34.15%

+26.41%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-76.74%

+55.34%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-76.74%

+52.81%

Current Drawdown

Current decline from peak

-11.18%

-28.06%

+16.88%

Average Drawdown

Average peak-to-trough decline

-5.35%

-15.83%

+10.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

16.06%

-14.61%

Volatility

IEF vs. META - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.62%, while Meta Platforms, Inc. (META) has a volatility of 10.17%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IEFMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

10.17%

-8.55%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

26.91%

-23.49%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

35.52%

-30.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

44.04%

-36.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

38.67%

-32.04%

Dividends

IEF vs. META - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.89%, more than META's 0.37% 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%
META
Meta Platforms, Inc.		0.37%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IEF and META have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

META has higher volatility (10.17%) compared to IEF (1.62%). In terms of maximum drawdown, IEF dropped -23.93% vs META's -76.74%.

IEF currently has the higher Sharpe Ratio (0.72 vs -0.51), 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.

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