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IEF vs. VDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEF vs. VDC - Performance Comparison

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

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Returns By Period

In the year-to-date period, IEF achieves a -0.47% return, which is significantly lower than VDC's 10.55% return. Over the past 10 years, IEF has underperformed VDC with an annualized return of 0.59%, while VDC has yielded a comparatively higher 8.03% annualized 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%

VDC

1D
0.65%
1M
0.44%
YTD
10.55%
6M
8.59%
1Y
7.31%
3Y*
9.05%
5Y*
7.16%
10Y*
8.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEF vs. VDC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEF
iShares 7-10 Year Treasury Bond ETF
-0.47%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%
VDC
Vanguard Consumer Staples ETF
10.55%2.17%13.30%2.38%-1.79%17.64%10.86%26.11%-7.79%11.85%

Correlation

The correlation between IEF and VDC is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

-0.13

The correlation between IEF and VDC shifts across timeframes, from -0.13 (all time) to 0.20 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IEF vs. VDC — 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

VDC
VDC Risk / Return Rank: 1919
Overall Rank
VDC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VDC Sortino Ratio Rank: 1919
Sortino Ratio Rank
VDC Omega Ratio Rank: 1818
Omega Ratio Rank
VDC Calmar Ratio Rank: 2020
Calmar Ratio Rank
VDC Martin Ratio Rank: 1818
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. VDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) and Vanguard Consumer Staples ETF (VDC). 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.


IEFVDCDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.12

1.11

+0.02

Calmar ratioReturn relative to maximum drawdown

0.84

0.79

+0.05

Martin ratioReturn relative to average drawdown

2.35

1.60

+0.74

IEF vs. VDC - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.72, which is comparable to the VDC Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of IEF and VDC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IEF vs. VDC - Drawdown Comparison

The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for IEF and VDC.


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Drawdown Indicators


IEFVDCDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-34.24%

+10.31%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-9.28%

+5.21%

Max Drawdown (3Y)

Largest decline over 3 years

-7.74%

-11.78%

+4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-16.55%

-4.85%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

-25.31%

+1.38%

Current Drawdown

Current decline from peak

-11.18%

-4.37%

-6.81%

Average Drawdown

Average peak-to-trough decline

-5.35%

-3.73%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

4.57%

-3.12%

Volatility

IEF vs. VDC - Volatility Comparison

The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.62%, while Vanguard Consumer Staples ETF (VDC) has a volatility of 4.62%. This indicates that IEF experiences smaller price fluctuations and is considered to be less risky than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFVDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

4.62%

-3.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

10.02%

-6.60%

Volatility (1Y)

Calculated over the trailing 1-year period

4.72%

12.57%

-7.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

13.17%

-5.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.63%

14.66%

-8.03%

IEF vs. VDC - Expense Ratio Comparison

IEF has a 0.15% expense ratio, which is higher than VDC's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IEF vs. VDC - Dividend Comparison

IEF's dividend yield for the trailing twelve months is around 3.89%, more than VDC's 2.08% 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%
VDC
Vanguard Consumer Staples ETF
2.08%2.26%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%

Frequently Asked Questions


IEF and VDC have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VDC has higher volatility (4.62%) compared to IEF (1.62%). In terms of maximum drawdown, IEF dropped -23.93% vs VDC's -34.24%.

On 10-year performance, VDC leads with 8.03% vs 0.59% for IEF. On fees, VDC is cheaper at 0.09% per year. 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 10-year period, VDC has performed better with a 8.03% return vs 0.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VDC is cheaper with a 0.09% expense ratio, compared with 0.15% for IEF.

IEF has the higher dividend yield at 3.89%, compared with 2.08% for VDC.

IEF is categorized as Government Bonds, while VDC is Consumer Staples Equities. IEF tracks ICE U.S. Treasury 7-10 Year Bond Index, while VDC tracks MSCI US Investable Market Consumer Staples 25/50 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for IEF and 0.09% for VDC.

IEF currently has the higher Sharpe Ratio (0.72 vs 0.58), 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 VDC

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