IEI vs. BSV
Compare and contrast key facts about iShares 3-7 Year Treasury Bond ETF (IEI) and Vanguard Short-Term Bond ETF (BSV).
IEI and BSV 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. BSV is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 1-5 Year Government/Credit Float Adjusted Index. It was launched on Apr 3, 2007. Both IEI and BSV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEI or BSV.
Performance
IEI vs. BSV - Performance Comparison
Returns By Period
In the year-to-date period, IEI achieves a 1.69% return, which is significantly lower than BSV's 3.27% return. Over the past 10 years, IEI has underperformed BSV with an annualized return of 1.13%, while BSV has yielded a comparatively higher 1.57% annualized return.
IEI
1.69%
-0.90%
2.77%
4.69%
-0.01%
1.13%
BSV
3.27%
-0.33%
3.10%
5.49%
1.23%
1.57%
Key characteristics
| IEI | BSV | |
|---|---|---|
| Sharpe Ratio | 1.11 | 2.19 |
| Sortino Ratio | 1.63 | 3.36 |
| Omega Ratio | 1.20 | 1.42 |
| Calmar Ratio | 0.43 | 1.33 |
| Martin Ratio | 3.29 | 9.05 |
| Ulcer Index | 1.47% | 0.62% |
| Daily Std Dev | 4.37% | 2.55% |
| Max Drawdown | -14.60% | -8.54% |
| Current Drawdown | -6.81% | -1.34% |
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IEI vs. BSV - Expense Ratio Comparison
IEI has a 0.15% expense ratio, which is higher than BSV's 0.04% 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%.
Correlation
The correlation between IEI and BSV 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.
Risk-Adjusted Performance
IEI vs. BSV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 3-7 Year Treasury Bond ETF (IEI) and Vanguard Short-Term Bond ETF (BSV). 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.
Dividends
IEI vs. BSV - Dividend Comparison
IEI's dividend yield for the trailing twelve months is around 3.10%, less than BSV's 3.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEI iShares 3-7 Year Treasury Bond ETF | 3.10% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% | 0.77% |
BSV Vanguard Short-Term Bond ETF | 3.26% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% | 1.48% |
Drawdowns
IEI vs. BSV - Drawdown Comparison
The maximum IEI drawdown since its inception was -14.60%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for IEI and BSV. For additional features, visit the drawdowns tool.
Volatility
IEI vs. BSV - Volatility Comparison
iShares 3-7 Year Treasury Bond ETF (IEI) has a higher volatility of 1.02% compared to Vanguard Short-Term Bond ETF (BSV) at 0.55%. This indicates that IEI's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.