IEF vs. O
IEF (iShares 7-10 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while O (Realty Income Corporation) is a stock. Over the past 10 years, IEF returned 0.47%/yr vs 4.33%/yr for O. At a 0.00 correlation, their price movements are largely independent.
Performance
IEF vs. O - Performance Comparison
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Returns By Period
In the year-to-date period, IEF achieves a -1.06% return, which is significantly lower than O's 18.32% return. Over the past 10 years, IEF has underperformed O with an annualized return of 0.47%, while O has yielded a comparatively higher 4.33% annualized return.
IEF
- 1D
- -0.25%
- 1M
- -0.79%
- 6M
- -0.43%
- YTD
- -1.06%
- 1Y
- 2.35%
- 3Y*
- 2.56%
- 5Y*
- -1.68%
- 10Y*
- 0.47%
- ALL TIME*
- 3.36%
O
- 1D
- -0.29%
- 1M
- 8.35%
- 6M
- 8.24%
- YTD
- 18.32%
- 1Y
- 21.63%
- 3Y*
- 6.96%
- 5Y*
- 4.39%
- 10Y*
- 4.33%
- ALL TIME*
- 13.57%
IEF vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | -1.06% | 8.03% | -0.63% | 3.64% | -15.15% | -3.33% | 10.01% | 8.03% | 0.99% | 2.55% |
O Realty Income Corporation | 18.32% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
Correlation
The correlation between IEF and O is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2002 | 0.00 |
Over the past year, IEF and O have become more correlated (0.21) than their long-term average of 0.00, meaning their price movements have been converging.
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Return for Risk
IEF vs. O — Risk / Return Rank
IEF
O
IEF vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and Realty Income Corporation (O). 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.
| IEF | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.22 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.96 | -1.38 |
| Martin ratioReturn relative to average drawdown | 1.43 | 4.46 | -3.02 |
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Drawdowns
IEF vs. O - Drawdown Comparison
The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for IEF and O.
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Drawdown Indicators
| IEF | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.93% | -48.45% | +24.52% |
Max Drawdown (1Y)Largest decline over 1 year | -4.07% | -11.10% | +7.03% |
Max Drawdown (3Y)Largest decline over 3 years | -7.05% | -26.49% | +19.44% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | -34.48% | +13.08% |
Max Drawdown (10Y)Largest decline over 10 years | -23.93% | -48.28% | +24.35% |
Current DrawdownCurrent decline from peak | -11.71% | -2.11% | -9.60% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -9.19% | +3.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 4.87% | -3.23% |
Volatility
IEF vs. O - Volatility Comparison
The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.36%, while Realty Income Corporation (O) has a volatility of 6.32%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEF | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 6.32% | -4.96% |
Volatility (6M)Calculated over the trailing 6-month period | 3.60% | 12.96% | -9.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.71% | 16.75% | -12.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.70% | 19.03% | -11.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.61% | 25.68% | -19.07% |
Dividends
IEF vs. O - Dividend Comparison
IEF's dividend yield for the trailing twelve months is around 3.94%, less than O's 4.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 3.94% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
O Realty Income Corporation | 4.98% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Frequently Asked Questions
IEF and O have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
O has higher volatility (6.32%) compared to IEF (1.36%). In terms of maximum drawdown, IEF dropped -23.93% vs O's -48.45%.
O currently has the higher Sharpe Ratio (1.30 vs 0.50), 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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