IEF vs. THTA
Compare and contrast key facts about iShares 7-10 Year Treasury Bond ETF (IEF) and SoFi Enhanced Yield ETF (THTA).
IEF and THTA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEF is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 7-10 Year Treasury Bond Index. It was launched on Jul 26, 2002. THTA is an actively managed fund by SoFi. It was launched on Nov 14, 2023.
Performance
IEF vs. THTA - Performance Comparison
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IEF vs. THTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | -0.14% | 8.03% | -0.63% | 5.61% |
THTA SoFi Enhanced Yield ETF | 4.09% | -10.24% | 7.31% | 1.04% |
Returns By Period
In the year-to-date period, IEF achieves a -0.14% return, which is significantly lower than THTA's 4.09% return.
IEF
- 1D
- 0.18%
- 1M
- -2.32%
- YTD
- -0.14%
- 6M
- 0.79%
- 1Y
- 3.95%
- 3Y*
- 2.25%
- 5Y*
- -0.76%
- 10Y*
- 0.78%
THTA
- 1D
- 0.46%
- 1M
- 1.30%
- YTD
- 4.09%
- 6M
- 7.88%
- 1Y
- -7.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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IEF vs. THTA - Expense Ratio Comparison
IEF has a 0.15% expense ratio, which is lower than THTA's 0.49% expense ratio.
Return for Risk
IEF vs. THTA — Risk / Return Rank
IEF
THTA
IEF vs. THTA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and SoFi Enhanced Yield ETF (THTA). 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.
| IEF | THTA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | -0.26 | +1.01 |
Sortino ratioReturn per unit of downside risk | 1.09 | -0.11 | +1.21 |
Omega ratioGain probability vs. loss probability | 1.13 | 0.95 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | -0.23 | +1.55 |
Martin ratioReturn relative to average drawdown | 3.31 | -0.45 | +3.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IEF | THTA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | -0.26 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.03 | +0.48 |
Correlation
The correlation between IEF and THTA is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IEF vs. THTA - Dividend Comparison
IEF's dividend yield for the trailing twelve months is around 3.82%, less than THTA's 11.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 3.82% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
THTA SoFi Enhanced Yield ETF | 11.63% | 12.66% | 12.44% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IEF vs. THTA - Drawdown Comparison
The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum THTA drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for IEF and THTA.
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Drawdown Indicators
| IEF | THTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.93% | -31.41% | +7.48% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -30.83% | +27.61% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -23.93% | — | — |
Current DrawdownCurrent decline from peak | -10.88% | -9.20% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -7.51% | +2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.28% | 15.67% | -14.39% |
Volatility
IEF vs. THTA - Volatility Comparison
iShares 7-10 Year Treasury Bond ETF (IEF) has a higher volatility of 1.91% compared to SoFi Enhanced Yield ETF (THTA) at 1.69%. This indicates that IEF's price experiences larger fluctuations and is considered to be riskier than THTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEF | THTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.91% | 1.69% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 3.22% | 5.39% | -2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.35% | 29.10% | -23.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.70% | 20.97% | -13.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.63% | 20.97% | -14.34% |