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IEI vs. MBB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEI vs. MBB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 3-7 Year Treasury Bond ETF (IEI) and iShares MBS Bond ETF (MBB). 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 -0.18% return, which is significantly lower than MBB's 1.01% return. Over the past 10 years, IEI has underperformed MBB with an annualized return of 1.25%, while MBB has yielded a comparatively higher 1.33% annualized return.


IEI

1D
0.43%
1M
0.16%
YTD
-0.18%
6M
0.03%
1Y
3.35%
3Y*
3.65%
5Y*
0.24%
10Y*
1.25%

MBB

1D
0.65%
1M
0.67%
YTD
1.01%
6M
1.29%
1Y
6.49%
3Y*
4.43%
5Y*
0.41%
10Y*
1.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEI vs. MBB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEI
iShares 3-7 Year Treasury Bond ETF
-0.18%6.96%1.81%4.42%-9.51%-2.54%6.95%5.71%1.36%1.22%
MBB
iShares MBS Bond ETF
1.01%8.38%1.31%5.01%-11.74%-1.43%4.08%6.18%0.82%2.49%

Correlation

The correlation between IEI and MBB is 0.91, 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

0.91

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

0.92

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

0.92

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

0.86

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2007

0.80

The correlation between IEI and MBB shifts across timeframes, from 0.80 (all time) to 0.92 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IEI vs. MBB — Risk / Return Rank

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

IEI
IEI Risk / Return Rank: 3535
Overall Rank
IEI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 3939
Sortino Ratio Rank
IEI Omega Ratio Rank: 3535
Omega Ratio Rank
IEI Calmar Ratio Rank: 3333
Calmar Ratio Rank
IEI Martin Ratio Rank: 3131
Martin Ratio Rank

MBB
MBB Risk / Return Rank: 5151
Overall Rank
MBB Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MBB Sortino Ratio Rank: 5353
Sortino Ratio Rank
MBB Omega Ratio Rank: 5050
Omega Ratio Rank
MBB Calmar Ratio Rank: 5353
Calmar Ratio Rank
MBB Martin Ratio Rank: 5050
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. MBB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 3-7 Year Treasury Bond ETF (IEI) and iShares MBS Bond ETF (MBB). 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.


IEIMBBDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.20

1.26

-0.07

Calmar ratioReturn relative to maximum drawdown

1.35

2.21

-0.87

Martin ratioReturn relative to average drawdown

3.80

7.06

-3.26

IEI vs. MBB - Sharpe Ratio Comparison

The current IEI Sharpe Ratio is 1.12, which is comparable to the MBB Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of IEI and MBB, 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. MBB - Drawdown Comparison

The maximum IEI drawdown since its inception was -14.60%, smaller than the maximum MBB drawdown of -17.64%. Use the drawdown chart below to compare losses from any high point for IEI and MBB.


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Drawdown Indicators


IEIMBBDifference

Max Drawdown

Largest peak-to-trough decline

-14.60%

-17.64%

+3.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-2.94%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-3.66%

-7.68%

+4.02%

Max Drawdown (5Y)

Largest decline over 5 years

-13.88%

-17.19%

+3.31%

Max Drawdown (10Y)

Largest decline over 10 years

-14.60%

-17.64%

+3.04%

Current Drawdown

Current decline from peak

-1.62%

-1.09%

-0.53%

Average Drawdown

Average peak-to-trough decline

-2.67%

-2.35%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.92%

-0.04%

Volatility

IEI vs. MBB - Volatility Comparison

The current volatility for iShares 3-7 Year Treasury Bond ETF (IEI) is 0.97%, while iShares MBS Bond ETF (MBB) has a volatility of 1.57%. This indicates that IEI experiences smaller price fluctuations and is considered to be less risky than MBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEIMBBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

1.57%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.19%

3.31%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.01%

4.47%

-1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.78%

6.82%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.93%

5.31%

-1.38%

IEI vs. MBB - Expense Ratio Comparison

IEI has a 0.15% expense ratio, which is higher than MBB's 0.06% 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

IEI vs. MBB - Dividend Comparison

IEI's dividend yield for the trailing twelve months is around 3.63%, less than MBB's 4.26% yield.


PositionTTM20252024202320222021202020192018201720162015
IEI
iShares 3-7 Year Treasury Bond ETF
3.63%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%
MBB
iShares MBS Bond ETF
4.26%4.21%3.94%3.40%2.31%1.05%2.10%2.77%2.64%2.23%2.58%2.66%

Frequently Asked Questions


With a correlation of 0.91, IEI and MBB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MBB has higher volatility (1.57%) compared to IEI (0.97%). In terms of maximum drawdown, IEI dropped -14.60% vs MBB's -17.64%.

On 10-year performance, MBB leads with 1.33% vs 1.25% for IEI. On fees, MBB is cheaper at 0.06% per year. On volatility, IEI has been the lower-risk option at 0.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MBB has performed better with a 1.33% return vs 1.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MBB is cheaper with a 0.06% expense ratio, compared with 0.15% for IEI.

MBB has the higher dividend yield at 4.26%, compared with 3.63% for IEI.

IEI is categorized as Government Bonds, while MBB is Mortgage Backed Securities. IEI tracks ICE U.S. Treasury 3-7 Year Bond Index, while MBB tracks Barclays Capital U.S. MBS Index. Their fees differ too: 0.15% for IEI and 0.06% for MBB.

MBB currently has the higher Sharpe Ratio (1.46 vs 1.12), 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.

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