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IEF vs. TUA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEF vs. TUA - 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 Short Term Treasury Futures Strategy ETF (TUA). The values are adjusted to include any dividend payments, if applicable.

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IEF vs. TUA - Yearly Performance Comparison


2026 (YTD)2025202420232022
IEF
iShares 7-10 Year Treasury Bond ETF
-0.22%8.03%-0.63%3.64%-0.27%
TUA
Simplify Short Term Treasury Futures Strategy ETF
-3.40%7.27%-3.59%-2.04%-0.81%

Returns By Period

In the year-to-date period, IEF achieves a -0.22% return, which is significantly higher than TUA's -3.40% return.


IEF

1D
-0.09%
1M
-1.82%
YTD
-0.22%
6M
0.37%
1Y
3.49%
3Y*
2.22%
5Y*
-0.78%
10Y*
0.78%

TUA

1D
-0.19%
1M
-3.25%
YTD
-3.40%
6M
-3.08%
1Y
-0.70%
3Y*
-1.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEF vs. TUA - Expense Ratio Comparison

IEF has a 0.15% expense ratio, which is lower than TUA's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IEF vs. TUA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IEF
IEF Risk / Return Rank: 3434
Overall Rank
IEF Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 3232
Sortino Ratio Rank
IEF Omega Ratio Rank: 2626
Omega Ratio Rank
IEF Calmar Ratio Rank: 4444
Calmar Ratio Rank
IEF Martin Ratio Rank: 3333
Martin Ratio Rank

TUA
TUA Risk / Return Rank: 99
Overall Rank
TUA Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TUA Sortino Ratio Rank: 88
Sortino Ratio Rank
TUA Omega Ratio Rank: 88
Omega Ratio Rank
TUA Calmar Ratio Rank: 1010
Calmar Ratio Rank
TUA Martin Ratio Rank: 1010
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. TUA - 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 Short Term Treasury Futures Strategy ETF (TUA). 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.


IEFTUADifference

Sharpe ratio

Return per unit of total volatility

0.66

-0.09

+0.75

Sortino ratio

Return per unit of downside risk

0.97

-0.08

+1.05

Omega ratio

Gain probability vs. loss probability

1.11

0.99

+0.12

Calmar ratio

Return relative to maximum drawdown

1.20

-0.10

+1.30

Martin ratio

Return relative to average drawdown

2.98

-0.29

+3.27

IEF vs. TUA - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.66, which is higher than the TUA Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of IEF and TUA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IEFTUADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

-0.09

+0.75

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

-0.08

+0.59

Correlation

The correlation between IEF and TUA is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IEF vs. TUA - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.85%, more than TUA's 3.75% yield.


TTM20252024202320222021202020192018201720162015
IEF
iShares 7-10 Year Treasury Bond ETF
3.85%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%
TUA
Simplify Short Term Treasury Futures Strategy ETF
3.75%3.84%5.19%4.83%0.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IEF vs. TUA - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, which is greater than TUA's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for IEF and TUA.


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Drawdown Indicators


IEFTUADifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-15.85%

-8.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-6.04%

+2.82%

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

-10.96%

-8.17%

-2.79%

Average Drawdown

Average peak-to-trough decline

-5.30%

-8.35%

+3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

2.12%

-0.83%

Volatility

IEF vs. TUA - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.91%, while Simplify Short Term Treasury Futures Strategy ETF (TUA) has a volatility of 3.08%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than TUA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFTUADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

3.08%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

3.22%

4.61%

-1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

5.35%

7.65%

-2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.70%

10.93%

-3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

10.93%

-4.30%