IEF vs. USD=X
IEF (iShares 7-10 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while USD=X (USD Cash) is a currency. Over the past 10 years, IEF returned 0.53%/yr vs 0.00%/yr for USD=X.
Performance
IEF vs. USD=X - Performance Comparison
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Returns By Period
IEF
- 1D
- -0.11%
- 1M
- -1.19%
- YTD
- -1.16%
- 6M
- -0.96%
- 1Y
- 3.91%
- 3Y*
- 2.43%
- 5Y*
- -1.34%
- 10Y*
- 0.53%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
IEF vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | -1.16% | 8.03% | -0.63% | 3.64% | -15.15% | -3.33% | 10.01% | 8.03% | 0.99% | 2.55% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
IEF vs. USD=X — Risk / Return Rank
IEF
USD=X
IEF vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.14 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | — | — |
| Martin ratioReturn relative to average drawdown | 2.79 | — | — |
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 | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | — | — |
Drawdowns
IEF vs. USD=X - Drawdown Comparison
The maximum IEF drawdown since its inception was -23.93%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IEF and USD=X.
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Drawdown Indicators
| IEF | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.93% | 0.00% | -23.93% |
Max Drawdown (1Y)Largest decline over 1 year | -4.07% | 0.00% | -4.07% |
Max Drawdown (3Y)Largest decline over 3 years | -7.74% | 0.00% | -7.74% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | 0.00% | -21.40% |
Max Drawdown (10Y)Largest decline over 10 years | -23.93% | 0.00% | -23.93% |
Current DrawdownCurrent decline from peak | -11.80% | 0.00% | -11.80% |
Average DrawdownAverage peak-to-trough decline | -5.35% | 0.00% | -5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 0.00% | +1.40% |
Volatility
IEF vs. USD=X - Volatility Comparison
iShares 7-10 Year Treasury Bond ETF (IEF) has a higher volatility of 1.51% compared to USD Cash (USD=X) at 0.00%. This indicates that IEF's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEF | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 0.00% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 3.36% | 0.00% | +3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.69% | 0.00% | +4.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.71% | 0.00% | +7.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.63% | 0.00% | +6.63% |
Frequently Asked Questions
IEF has higher volatility (1.51%) compared to USD=X (0.00%). In terms of maximum drawdown, IEF dropped -23.93% vs USD=X's 0.00%.
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