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IEI vs. KMLM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEI vs. KMLM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 3-7 Year Treasury Bond ETF (IEI) and KFA Mount Lucas Index Strategy ETF (KMLM). 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 -0.30% return, which is significantly lower than KMLM's 8.32% return.


IEI

1D
-0.12%
1M
0.10%
YTD
-0.30%
6M
-0.00%
1Y
3.16%
3Y*
3.77%
5Y*
0.21%
10Y*
1.24%

KMLM

1D
-0.53%
1M
-5.13%
YTD
8.32%
6M
9.68%
1Y
13.24%
3Y*
-1.51%
5Y*
4.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEI vs. KMLM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IEI
iShares 3-7 Year Treasury Bond ETF
-0.30%6.96%1.81%4.42%-9.51%-2.54%0.32%
KMLM
KFA Mount Lucas Index Strategy ETF
8.32%-2.98%-1.69%-5.66%30.61%7.04%5.74%

Correlation

The correlation between IEI and KMLM is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.21

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

-0.27

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

-0.37

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2020

-0.36

The correlation between IEI and KMLM shifts across timeframes, from -0.37 (5 years) to -0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IEI vs. KMLM — Risk / Return Rank

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

IEI
IEI Risk / Return Rank: 2929
Overall Rank
IEI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 3232
Sortino Ratio Rank
IEI Omega Ratio Rank: 2929
Omega Ratio Rank
IEI Calmar Ratio Rank: 2828
Calmar Ratio Rank
IEI Martin Ratio Rank: 2727
Martin Ratio Rank

KMLM
KMLM Risk / Return Rank: 3636
Overall Rank
KMLM Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
KMLM Sortino Ratio Rank: 3131
Sortino Ratio Rank
KMLM Omega Ratio Rank: 3232
Omega Ratio Rank
KMLM Calmar Ratio Rank: 4141
Calmar Ratio Rank
KMLM Martin Ratio Rank: 4141
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. KMLM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 3-7 Year Treasury Bond ETF (IEI) and KFA Mount Lucas Index Strategy ETF (KMLM). 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.


IEIKMLMDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratioReturn relative to maximum drawdown

1.19

1.78

-0.59

Martin ratioReturn relative to average drawdown

3.35

5.86

-2.51

IEI vs. KMLM - Sharpe Ratio Comparison

The current IEI Sharpe Ratio is 1.00, which is comparable to the KMLM Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of IEI and KMLM, 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

IEI vs. KMLM - Drawdown Comparison

The maximum IEI drawdown since its inception was -14.60%, smaller than the maximum KMLM drawdown of -27.47%. Use the drawdown chart below to compare losses from any high point for IEI and KMLM.


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Drawdown Indicators


IEIKMLMDifference

Max Drawdown

Largest peak-to-trough decline

-14.60%

-27.47%

+12.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-6.83%

+4.33%

Max Drawdown (3Y)

Largest decline over 3 years

-3.66%

-22.28%

+18.62%

Max Drawdown (5Y)

Largest decline over 5 years

-13.88%

-27.47%

+13.59%

Max Drawdown (10Y)

Largest decline over 10 years

-14.60%

Current Drawdown

Current decline from peak

-1.74%

-15.54%

+13.80%

Average Drawdown

Average peak-to-trough decline

-2.67%

-12.74%

+10.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

2.10%

-1.21%

Volatility

IEI vs. KMLM - Volatility Comparison

The current volatility for iShares 3-7 Year Treasury Bond ETF (IEI) is 0.98%, while KFA Mount Lucas Index Strategy ETF (KMLM) has a volatility of 3.35%. This indicates that IEI experiences smaller price fluctuations and is considered to be less risky than KMLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEIKMLMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

3.35%

-2.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

9.77%

-7.59%

Volatility (1Y)

Calculated over the trailing 1-year period

3.00%

11.50%

-8.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.78%

14.62%

-9.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.93%

14.71%

-10.78%

IEI vs. KMLM - Expense Ratio Comparison

IEI has a 0.15% expense ratio, which is lower than KMLM's 0.90% expense ratio.


Dividends

IEI vs. KMLM - Dividend Comparison

IEI's dividend yield for the trailing twelve months is around 3.64%, less than KMLM's 4.64% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
KMLM
KFA Mount Lucas Index Strategy ETF
4.64%5.02%0.82%0.00%13.22%6.94%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IEI and KMLM have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KMLM has higher volatility (3.35%) compared to IEI (0.98%). In terms of maximum drawdown, IEI dropped -14.60% vs KMLM's -27.47%.

On 5-year performance, KMLM leads with 4.11% vs 0.21% for IEI. On fees, IEI is cheaper at 0.15% per year. On volatility, IEI has been the lower-risk option at 0.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, KMLM has performed better with a 4.11% return vs 0.21%. 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 0.90% for KMLM.

KMLM has the higher dividend yield at 4.64%, compared with 3.64% for IEI.

IEI is categorized as Government Bonds, while KMLM is Systematic Trend. IEI tracks ICE U.S. Treasury 3-7 Year Bond Index, while KMLM tracks KFA MLM Index. They also come from different issuers: iShares and KraneShares. Their fees differ too: 0.15% for IEI and 0.90% for KMLM.

KMLM currently has the higher Sharpe Ratio (1.06 vs 1.00), 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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