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IGF vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGF vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Infrastructure ETF (IGF) and iShares 7-10 Year Treasury Bond ETF (IEF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGF achieves a 8.95% return, which is significantly higher than IEF's -0.30% return. Over the past 10 years, IGF has outperformed IEF with an annualized return of 8.53%, while IEF has yielded a comparatively lower 0.60% annualized return.


IGF

1D
1.21%
1M
-0.77%
YTD
8.95%
6M
9.24%
1Y
16.47%
3Y*
16.15%
5Y*
10.07%
10Y*
8.53%

IEF

1D
0.69%
1M
0.36%
YTD
-0.30%
6M
-0.28%
1Y
4.02%
3Y*
2.67%
5Y*
-1.21%
10Y*
0.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGF vs. IEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGF
iShares Global Infrastructure ETF
8.95%21.31%14.81%6.14%-1.26%11.57%-6.50%25.82%-9.95%19.31%
IEF
iShares 7-10 Year Treasury Bond ETF
-0.30%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%

Correlation

The correlation between IGF and IEF 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

0.32

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

0.22

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

0.09

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2007

-0.13

The correlation between IGF and IEF shifts across timeframes, from -0.13 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IGF vs. IEF — Risk / Return Rank

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

IGF
IGF Risk / Return Rank: 5858
Overall Rank
IGF Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 5656
Sortino Ratio Rank
IGF Omega Ratio Rank: 5454
Omega Ratio Rank
IGF Calmar Ratio Rank: 6868
Calmar Ratio Rank
IGF Martin Ratio Rank: 5656
Martin Ratio Rank

IEF
IEF Risk / Return Rank: 2727
Overall Rank
IEF Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2828
Sortino Ratio Rank
IEF Omega Ratio Rank: 2626
Omega Ratio Rank
IEF Calmar Ratio Rank: 2525
Calmar Ratio Rank
IEF Martin Ratio Rank: 2626
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.

IGF vs. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.


IGFIEFDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.28

1.15

+0.13

Calmar ratioReturn relative to maximum drawdown

2.82

0.99

+1.83

Martin ratioReturn relative to average drawdown

8.14

2.80

+5.35

IGF vs. IEF - Sharpe Ratio Comparison

The current IGF Sharpe Ratio is 1.57, which is higher than the IEF Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IGF and IEF, 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

IGF vs. IEF - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for IGF and IEF.


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Drawdown Indicators


IGFIEFDifference

Max Drawdown

Largest peak-to-trough decline

-58.33%

-23.93%

-34.40%

Max Drawdown (1Y)

Largest decline over 1 year

-5.87%

-4.07%

-1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-14.28%

-7.74%

-6.54%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

-21.40%

+0.57%

Max Drawdown (10Y)

Largest decline over 10 years

-42.11%

-23.93%

-18.18%

Current Drawdown

Current decline from peak

-3.63%

-11.02%

+7.39%

Average Drawdown

Average peak-to-trough decline

-11.86%

-5.35%

-6.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

1.44%

+0.59%

Volatility

IGF vs. IEF - Volatility Comparison

iShares Global Infrastructure ETF (IGF) has a higher volatility of 3.81% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.61%. This indicates that IGF's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGFIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

1.61%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.71%

3.43%

+5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

10.57%

4.73%

+5.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

7.71%

+6.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.83%

6.63%

+10.20%

IGF vs. IEF - Expense Ratio Comparison

IGF has a 0.39% expense ratio, which is higher than IEF's 0.15% expense ratio.


Dividends

IGF vs. IEF - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 2.96%, less than IEF's 3.89% yield.


PositionTTM20252024202320222021202020192018201720162015
IEF
iShares 7-10 Year Treasury Bond ETF
3.89%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%
IGF
iShares Global Infrastructure ETF
2.96%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%

Frequently Asked Questions


IGF and IEF 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.

IGF has higher volatility (3.81%) compared to IEF (1.61%). In terms of maximum drawdown, IGF dropped -58.33% vs IEF's -23.93%.

On 10-year performance, IGF leads with 8.53% vs 0.60% for IEF. On fees, IEF is cheaper at 0.15% per year. On volatility, IEF has been the lower-risk option at 1.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGF has performed better with a 8.53% return vs 0.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEF is cheaper with a 0.15% expense ratio, compared with 0.39% for IGF.

IEF has the higher dividend yield at 3.89%, compared with 2.96% for IGF.

IGF is categorized as Industrials Equities, while IEF is Government Bonds. IGF tracks S&P Global Infrastructure Index, while IEF tracks ICE U.S. Treasury 7-10 Year Bond Index. Their fees differ too: 0.39% for IGF and 0.15% for IEF.

IGF currently has the higher Sharpe Ratio (1.57 vs 0.86), 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 IGF and IEF

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