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IEI vs. VIGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEI vs. VIGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 3-7 Year Treasury Bond ETF (IEI) and Vanguard International Dividend Appreciation ETF (VIGI). 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 VIGI's 3.10% return. Over the past 10 years, IEI has underperformed VIGI with an annualized return of 1.24%, while VIGI has yielded a comparatively higher 8.31% annualized 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%

VIGI

1D
-0.22%
1M
0.88%
YTD
3.10%
6M
3.92%
1Y
6.49%
3Y*
9.51%
5Y*
4.27%
10Y*
8.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEI vs. VIGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEI
iShares 3-7 Year Treasury Bond ETF
-0.30%6.96%1.81%4.42%-9.51%-2.54%6.95%5.71%1.36%1.22%
VIGI
Vanguard International Dividend Appreciation ETF
3.10%16.88%2.73%16.30%-16.79%12.51%14.66%27.53%-11.50%27.97%

Correlation

The correlation between IEI and VIGI is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.31

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

0.23

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

0.06

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2016

0.05

Over the past year, IEI and VIGI have become more correlated (0.36) than their long-term average of 0.05, meaning their price movements have been converging.

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Return for Risk

IEI vs. VIGI — 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

VIGI
VIGI Risk / Return Rank: 1616
Overall Rank
VIGI Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 1515
Sortino Ratio Rank
VIGI Omega Ratio Rank: 1515
Omega Ratio Rank
VIGI Calmar Ratio Rank: 1616
Calmar Ratio Rank
VIGI Martin Ratio Rank: 1818
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. VIGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 3-7 Year Treasury Bond ETF (IEI) and Vanguard International Dividend Appreciation ETF (VIGI). 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.


IEIVIGIDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.17

1.08

+0.10

Calmar ratioReturn relative to maximum drawdown

1.19

0.48

+0.71

Martin ratioReturn relative to average drawdown

3.35

1.70

+1.65

IEI vs. VIGI - Sharpe Ratio Comparison

The current IEI Sharpe Ratio is 1.00, which is higher than the VIGI Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of IEI and VIGI, 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. VIGI - Drawdown Comparison

The maximum IEI drawdown since its inception was -14.60%, smaller than the maximum VIGI drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for IEI and VIGI.


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Drawdown Indicators


IEIVIGIDifference

Max Drawdown

Largest peak-to-trough decline

-14.60%

-31.01%

+16.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-10.64%

+8.14%

Max Drawdown (3Y)

Largest decline over 3 years

-3.66%

-14.50%

+10.84%

Max Drawdown (5Y)

Largest decline over 5 years

-13.88%

-28.80%

+14.92%

Max Drawdown (10Y)

Largest decline over 10 years

-14.60%

-31.01%

+16.41%

Current Drawdown

Current decline from peak

-1.74%

-2.03%

+0.29%

Average Drawdown

Average peak-to-trough decline

-2.67%

-6.17%

+3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

3.04%

-2.15%

Volatility

IEI vs. VIGI - Volatility Comparison

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


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Volatility by Period


IEIVIGIDifference

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%

10.40%

-8.22%

Volatility (1Y)

Calculated over the trailing 1-year period

3.00%

13.20%

-10.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.78%

14.47%

-9.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.93%

15.87%

-11.94%

IEI vs. VIGI - Expense Ratio Comparison

Both IEI and VIGI 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. VIGI - Dividend Comparison

IEI's dividend yield for the trailing twelve months is around 3.64%, more than VIGI's 2.14% 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%
VIGI
Vanguard International Dividend Appreciation ETF
2.14%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%0.00%

Frequently Asked Questions


IEI and VIGI have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIGI has higher volatility (3.35%) compared to IEI (0.98%). In terms of maximum drawdown, IEI dropped -14.60% vs VIGI's -31.01%.

On 10-year performance, VIGI leads with 8.31% vs 1.24% for IEI. 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 10-year period, VIGI has performed better with a 8.31% return vs 1.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IEI has the higher dividend yield at 3.64%, compared with 2.14% for VIGI.

IEI is categorized as Government Bonds, while VIGI is Dividend. IEI tracks ICE U.S. Treasury 3-7 Year Bond Index, while VIGI tracks S&P Global Ex-U.S. Dividend Growers Index. They also come from different issuers: iShares and Vanguard.

IEI currently has the higher Sharpe Ratio (1.00 vs 0.39), 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 VIGI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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