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IEI vs. CGCP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEI vs. CGCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 3-7 Year Treasury Bond ETF (IEI) and Capital Group Core Plus Income ETF (CGCP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEI achieves a -0.42% return, which is significantly lower than CGCP's 0.33% return.


IEI

1D
-0.13%
1M
-0.17%
YTD
-0.42%
6M
-0.49%
1Y
3.28%
3Y*
3.52%
5Y*
0.23%
10Y*
1.28%

CGCP

1D
-0.31%
1M
0.27%
YTD
0.33%
6M
0.37%
1Y
5.84%
3Y*
5.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEI vs. CGCP - Yearly Performance Comparison


2026 (YTD)2025202420232022
IEI
iShares 3-7 Year Treasury Bond ETF
-0.42%6.96%1.81%4.42%-7.20%
CGCP
Capital Group Core Plus Income ETF
0.33%7.35%2.95%7.17%-9.78%

Correlation

The correlation between IEI and CGCP is 0.88, 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

0.88

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

0.88

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2022

0.88

The correlation between IEI and CGCP has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.

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Return for Risk

IEI vs. CGCP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IEI
IEI Risk / Return Rank: 2828
Overall Rank
IEI Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 3030
Sortino Ratio Rank
IEI Omega Ratio Rank: 2727
Omega Ratio Rank
IEI Calmar Ratio Rank: 2727
Calmar Ratio Rank
IEI Martin Ratio Rank: 2727
Martin Ratio Rank

CGCP
CGCP Risk / Return Rank: 4545
Overall Rank
CGCP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CGCP Sortino Ratio Rank: 4747
Sortino Ratio Rank
CGCP Omega Ratio Rank: 4444
Omega Ratio Rank
CGCP Calmar Ratio Rank: 4545
Calmar Ratio Rank
CGCP Martin Ratio Rank: 4545
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.

IEI vs. CGCP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 3-7 Year Treasury Bond ETF (IEI) and Capital Group Core Plus Income ETF (CGCP). 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.


IEICGCPDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.19

1.29

-0.10

Calmar ratioReturn relative to maximum drawdown

1.32

2.27

-0.95

Martin ratioReturn relative to average drawdown

3.96

7.46

-3.50

IEI vs. CGCP - Sharpe Ratio Comparison

The current IEI Sharpe Ratio is 1.09, which is lower than the CGCP Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of IEI and CGCP, 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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Sharpe Ratios by Period


IEICGCPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.58

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.26

+0.44

Drawdowns

IEI vs. CGCP - Drawdown Comparison

The maximum IEI drawdown since its inception was -14.60%, roughly equal to the maximum CGCP drawdown of -15.06%. Use the drawdown chart below to compare losses from any high point for IEI and CGCP.


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Drawdown Indicators


IEICGCPDifference

Max Drawdown

Largest peak-to-trough decline

-14.60%

-15.06%

+0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-2.59%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-3.66%

-5.37%

+1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-13.88%

Max Drawdown (10Y)

Largest decline over 10 years

-14.60%

Current Drawdown

Current decline from peak

-1.85%

-1.16%

-0.69%

Average Drawdown

Average peak-to-trough decline

-2.67%

-4.93%

+2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.78%

+0.05%

Volatility

IEI vs. CGCP - Volatility Comparison

The current volatility for iShares 3-7 Year Treasury Bond ETF (IEI) is 0.91%, while Capital Group Core Plus Income ETF (CGCP) has a volatility of 1.33%. This indicates that IEI experiences smaller price fluctuations and is considered to be less risky than CGCP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEICGCPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

1.33%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.13%

2.73%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

3.04%

3.70%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.77%

6.36%

-1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.93%

6.36%

-2.43%

IEI vs. CGCP - Expense Ratio Comparison

IEI has a 0.15% expense ratio, which is lower than CGCP's 0.34% expense ratio.


Dividends

IEI vs. CGCP - Dividend Comparison

IEI's dividend yield for the trailing twelve months is around 3.64%, less than CGCP's 5.16% yield.


PositionTTM20252024202320222021202020192018201720162015
CGCP
Capital Group Core Plus Income ETF
5.16%5.10%5.17%4.98%2.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEI
iShares 3-7 Year Treasury Bond ETF
3.64%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%

Frequently Asked Questions


IEI and CGCP have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGCP has higher volatility (1.33%) compared to IEI (0.91%). In terms of maximum drawdown, IEI dropped -14.60% vs CGCP's -15.06%.

On 3-year performance, CGCP leads with 5.07% vs 3.52% for IEI. On fees, IEI is cheaper at 0.15% per year. On volatility, IEI has been the lower-risk option at 0.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CGCP has performed better with a 5.07% return vs 3.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEI is cheaper with a 0.15% expense ratio, compared with 0.34% for CGCP.

CGCP has the higher dividend yield at 5.16%, compared with 3.64% for IEI.

IEI is categorized as Government Bonds, while CGCP is Intermediate Core-Plus Bond. They also come from different issuers: iShares and Capital Group. Their fees differ too: 0.15% for IEI and 0.34% for CGCP.

CGCP currently has the higher Sharpe Ratio (1.58 vs 1.09), 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

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