IEI vs. BNDD
Compare and contrast key facts about iShares 3-7 Year Treasury Bond ETF (IEI) and Quadratic Deflation ETF (BNDD).
IEI and BNDD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEI is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 3-7 Year Treasury Bond Index. It was launched on Jan 11, 2007. BNDD is an actively managed fund by Quadratic. It was launched on Sep 16, 2021.
Performance
IEI vs. BNDD - Performance Comparison
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IEI vs. BNDD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IEI iShares 3-7 Year Treasury Bond ETF | -0.13% | 6.96% | 1.81% | 4.42% | -9.51% | -1.57% |
BNDD Quadratic Deflation ETF | 3.43% | -8.17% | -6.65% | 4.02% | -17.48% | 5.54% |
Returns By Period
In the year-to-date period, IEI achieves a -0.13% return, which is significantly lower than BNDD's 3.43% return.
IEI
- 1D
- -0.08%
- 1M
- -1.15%
- YTD
- -0.13%
- 6M
- 0.68%
- 1Y
- 3.73%
- 3Y*
- 3.40%
- 5Y*
- 0.45%
- 10Y*
- 1.35%
BNDD
- 1D
- 0.21%
- 1M
- -0.46%
- YTD
- 3.43%
- 6M
- 0.20%
- 1Y
- -5.98%
- 3Y*
- -4.56%
- 5Y*
- —
- 10Y*
- —
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IEI vs. BNDD - Expense Ratio Comparison
IEI has a 0.15% expense ratio, which is lower than BNDD's 1.04% expense ratio.
Return for Risk
IEI vs. BNDD — Risk / Return Rank
IEI
BNDD
IEI vs. BNDD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 3-7 Year Treasury Bond ETF (IEI) and Quadratic Deflation ETF (BNDD). 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.
| IEI | BNDD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | -0.49 | +1.58 |
Sortino ratioReturn per unit of downside risk | 1.64 | -0.58 | +2.22 |
Omega ratioGain probability vs. loss probability | 1.20 | 0.93 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | -0.45 | +2.23 |
Martin ratioReturn relative to average drawdown | 5.68 | -0.68 | +6.35 |
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
| IEI | BNDD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | -0.49 | +1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | -0.35 | +1.06 |
Correlation
The correlation between IEI and BNDD is 0.36, 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
IEI vs. BNDD - Dividend Comparison
IEI's dividend yield for the trailing twelve months is around 3.58%, less than BNDD's 3.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEI iShares 3-7 Year Treasury Bond ETF | 3.58% | 3.48% | 3.18% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% |
BNDD Quadratic Deflation ETF | 3.63% | 3.82% | 3.85% | 4.30% | 43.17% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IEI vs. BNDD - Drawdown Comparison
The maximum IEI drawdown since its inception was -14.60%, smaller than the maximum BNDD drawdown of -30.87%. Use the drawdown chart below to compare losses from any high point for IEI and BNDD.
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Drawdown Indicators
| IEI | BNDD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.60% | -30.87% | +16.27% |
Max Drawdown (1Y)Largest decline over 1 year | -2.20% | -10.93% | +8.73% |
Max Drawdown (5Y)Largest decline over 5 years | -13.88% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -14.60% | — | — |
Current DrawdownCurrent decline from peak | -1.57% | -27.13% | +25.56% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -19.04% | +16.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 7.27% | -6.58% |
Volatility
IEI vs. BNDD - Volatility Comparison
The current volatility for iShares 3-7 Year Treasury Bond ETF (IEI) is 1.25%, while Quadratic Deflation ETF (BNDD) has a volatility of 3.47%. This indicates that IEI experiences smaller price fluctuations and is considered to be less risky than BNDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEI | BNDD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 3.47% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 2.06% | 8.07% | -6.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.44% | 12.39% | -8.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.75% | 13.55% | -8.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.93% | 13.55% | -9.62% |