PortfoliosLab logoPortfoliosLab logo
IEF vs. UTHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEF vs. UTHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) and US Treasury 30 Year Bond ETF (UTHY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IEF achieves a -0.47% return, which is significantly lower than UTHY's 0.07% return.


IEF

1D
-0.17%
1M
0.19%
YTD
-0.47%
6M
-0.18%
1Y
3.39%
3Y*
2.86%
5Y*
-1.24%
10Y*
0.59%

UTHY

1D
-0.30%
1M
1.48%
YTD
0.07%
6M
0.39%
1Y
2.42%
3Y*
-1.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. UTHY - Yearly Performance Comparison


2026 (YTD)202520242023
IEF
iShares 7-10 Year Treasury Bond ETF
-0.47%8.03%-0.63%0.20%
UTHY
US Treasury 30 Year Bond ETF
0.07%3.47%-8.07%-2.77%

Correlation

The correlation between IEF and UTHY is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2023

0.92

The correlation between IEF and UTHY has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

IEF vs. UTHY — 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

UTHY
UTHY Risk / Return Rank: 1313
Overall Rank
UTHY Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
UTHY Sortino Ratio Rank: 1313
Sortino Ratio Rank
UTHY Omega Ratio Rank: 1212
Omega Ratio Rank
UTHY Calmar Ratio Rank: 1414
Calmar Ratio Rank
UTHY Martin Ratio Rank: 1414
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. UTHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and US Treasury 30 Year Bond ETF (UTHY). 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.


IEFUTHYDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.12

1.05

+0.07

Calmar ratioReturn relative to maximum drawdown

0.84

0.33

+0.51

Martin ratioReturn relative to average drawdown

2.35

0.81

+1.54

IEF vs. UTHY - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.72, which is higher than the UTHY Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of IEF and UTHY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IEF vs. UTHY - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, which is greater than UTHY's maximum drawdown of -21.86%. Use the drawdown chart below to compare losses from any high point for IEF and UTHY.


Loading charts...

Drawdown Indicators


IEFUTHYDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-21.86%

-2.07%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-7.34%

+3.27%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-18.58%

+10.84%

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

-11.18%

-11.07%

-0.11%

Average Drawdown

Average peak-to-trough decline

-5.35%

-10.71%

+5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

3.00%

-1.55%

Volatility

IEF vs. UTHY - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.62%, while US Treasury 30 Year Bond ETF (UTHY) has a volatility of 2.79%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than UTHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IEFUTHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

2.79%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

6.36%

-2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

9.33%

-4.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

13.62%

-5.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

13.62%

-6.99%

IEF vs. UTHY - Expense Ratio Comparison

Both IEF and UTHY have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IEF vs. UTHY - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.89%, less than UTHY's 4.62% 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%
UTHY
US Treasury 30 Year Bond ETF
4.62%4.53%4.58%2.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IEF and UTHY have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTHY has higher volatility (2.79%) compared to IEF (1.62%). In terms of maximum drawdown, IEF dropped -23.93% vs UTHY's -21.86%.

On 3-year performance, IEF leads with 2.86% vs -1.74% for UTHY. Both ETFs have the same 0.15% expense ratio. On volatility, IEF has been the lower-risk option at 1.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IEF has performed better with a 2.86% return vs -1.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEF and UTHY have the same expense ratio: 0.15% per year.

UTHY has the higher dividend yield at 4.62%, compared with 3.89% for IEF.

IEF tracks ICE U.S. Treasury 7-10 Year Bond Index, while UTHY tracks ICE BofA Current 30-Year US Treasury Index - Benchmark TR Gross. They also come from different issuers: iShares and US Benchmark Series.

IEF currently has the higher Sharpe Ratio (0.72 vs 0.26), 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.

Portfolio Optimizer

Find the right allocation for IEF and UTHY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer