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IEI vs. UTHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEI vs. UTHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 3-7 Year Treasury Bond ETF (IEI) and US Treasury 30 Year Bond ETF (UTHY). 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 UTHY's 0.07% return.


IEI

1D
-0.12%
1M
-0.00%
YTD
-0.30%
6M
-0.00%
1Y
2.97%
3Y*
3.77%
5Y*
0.21%
10Y*
1.24%

UTHY

1D
-0.30%
1M
1.48%
YTD
0.07%
6M
0.39%
1Y
2.42%
3Y*
-1.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEI vs. UTHY - Yearly Performance Comparison


2026 (YTD)202520242023
IEI
iShares 3-7 Year Treasury Bond ETF
-0.30%6.96%1.81%1.85%
UTHY
US Treasury 30 Year Bond ETF
0.07%3.47%-8.07%-2.77%

Correlation

The correlation between IEI and UTHY is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

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

0.82

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2023

0.82

The correlation between IEI and UTHY has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

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Return for Risk

IEI vs. UTHY — 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

UTHY
UTHY Risk / Return Rank: 1313
Overall Rank
UTHY Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
UTHY Sortino Ratio Rank: 1313
Sortino Ratio Rank
UTHY Omega Ratio Rank: 1212
Omega Ratio Rank
UTHY Calmar Ratio Rank: 1414
Calmar Ratio Rank
UTHY Martin Ratio Rank: 1414
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. UTHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 3-7 Year Treasury Bond ETF (IEI) and US Treasury 30 Year Bond ETF (UTHY). 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.


IEIUTHYDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.17

1.05

+0.12

Calmar ratioReturn relative to maximum drawdown

1.19

0.33

+0.86

Martin ratioReturn relative to average drawdown

3.35

0.81

+2.54

IEI vs. UTHY - Sharpe Ratio Comparison

The current IEI Sharpe Ratio is 1.00, which is higher than the UTHY Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of IEI and UTHY, 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. UTHY - Drawdown Comparison

The maximum IEI drawdown since its inception was -14.60%, smaller than the maximum UTHY drawdown of -21.86%. Use the drawdown chart below to compare losses from any high point for IEI and UTHY.


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Drawdown Indicators


IEIUTHYDifference

Max Drawdown

Largest peak-to-trough decline

-14.60%

-21.86%

+7.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-7.34%

+4.84%

Max Drawdown (3Y)

Largest decline over 3 years

-3.66%

-18.58%

+14.92%

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

-1.74%

-11.07%

+9.33%

Average Drawdown

Average peak-to-trough decline

-2.67%

-10.71%

+8.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

3.00%

-2.11%

Volatility

IEI vs. UTHY - Volatility Comparison

The current volatility for iShares 3-7 Year Treasury Bond ETF (IEI) is 0.98%, while US Treasury 30 Year Bond ETF (UTHY) has a volatility of 2.79%. This indicates that IEI experiences smaller price fluctuations and is considered to be less risky than UTHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEIUTHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

2.79%

-1.81%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

6.36%

-4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.00%

9.33%

-6.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.78%

13.62%

-8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.93%

13.62%

-9.69%

IEI vs. UTHY - Expense Ratio Comparison

Both IEI and UTHY have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IEI vs. UTHY - Dividend Comparison

IEI's dividend yield for the trailing twelve months is around 3.64%, less than UTHY's 4.62% 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%
UTHY
US Treasury 30 Year Bond ETF
4.62%4.53%4.58%2.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IEI and UTHY have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTHY has higher volatility (2.79%) compared to IEI (0.98%). In terms of maximum drawdown, IEI dropped -14.60% vs UTHY's -21.86%.

On 3-year performance, IEI leads with 3.77% vs -1.74% for UTHY. Both ETFs have the same 0.15% expense ratio. 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 3-year period, IEI has performed better with a 3.77% return vs -1.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEI and UTHY have the same expense ratio: 0.15% per year.

UTHY has the higher dividend yield at 4.62%, compared with 3.64% for IEI.

IEI tracks ICE U.S. Treasury 3-7 Year Bond Index, while UTHY tracks ICE BofA Current 30-Year US Treasury Index - Benchmark TR Gross. They also come from different issuers: iShares and US Benchmark Series.

IEI currently has the higher Sharpe Ratio (1.00 vs 0.26), 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

Find the right allocation for IEI and UTHY

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