IS0M.DE vs. IEF
IS0M.DE (iShares Italy Government Bond UCITS ETF EUR Dist) and IEF (iShares 7-10 Year Treasury Bond ETF) are both exchange-traded funds - IS0M.DE is a European Government Bonds fund tracking the Bloomberg Italy Treasury Bond, while IEF is a Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index. Both are passively managed. Over the past 10 years, IS0M.DE returned 0.92%/yr vs 0.45%/yr for IEF. At a 0.21 correlation, their price movements are largely independent. IS0M.DE charges 0.20%/yr vs 0.15%/yr for IEF.
Performance
IS0M.DE vs. IEF - Performance Comparison
Loading charts...
Different Trading Currencies
IS0M.DE is traded in EUR, while IEF is traded in USD. To make them comparable, the IEF values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IS0M.DE achieves a -0.32% return, which is significantly lower than IEF's 0.60% return. Over the past 10 years, IS0M.DE has outperformed IEF with an annualized return of 0.92%, while IEF has yielded a comparatively lower 0.45% annualized return.
IS0M.DE
- 1D
- 0.01%
- 1M
- 0.82%
- YTD
- -0.32%
- 6M
- -0.34%
- 1Y
- 0.84%
- 3Y*
- 4.15%
- 5Y*
- -0.79%
- 10Y*
- 0.92%
IEF
- 1D
- -0.01%
- 1M
- 0.57%
- YTD
- 0.60%
- 6M
- -0.47%
- 1Y
- 1.70%
- 3Y*
- -0.20%
- 5Y*
- -0.19%
- 10Y*
- 0.45%
IS0M.DE vs. IEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0M.DE iShares Italy Government Bond UCITS ETF EUR Dist | -0.32% | 3.07% | 4.66% | 9.14% | -17.24% | -2.99% | 7.54% | 10.45% | -1.48% | 0.31% |
IEF iShares 7-10 Year Treasury Bond ETF | 0.60% | -4.79% | 5.92% | 0.53% | -9.90% | 3.90% | 0.94% | 10.47% | 5.73% | -10.05% |
Correlation
The correlation between IS0M.DE and IEF is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2012 | 0.21 |
The correlation between IS0M.DE and IEF shifts across timeframes, from 0.11 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IS0M.DE vs. IEF — Risk / Return Rank
IS0M.DE
IEF
IS0M.DE vs. IEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) 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.
| IS0M.DE | IEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.05 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 0.34 | -0.14 |
| Martin ratioReturn relative to average drawdown | 0.58 | 0.96 | -0.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IS0M.DE | IEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 0.28 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | -0.02 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.05 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.36 | +0.12 |
Drawdowns
IS0M.DE vs. IEF - Drawdown Comparison
The maximum IS0M.DE drawdown since its inception was -21.08%, roughly equal to the maximum IEF drawdown of -21.59%. Use the drawdown chart below to compare losses from any high point for IS0M.DE and IEF.
Loading charts...
Drawdown Indicators
| IS0M.DE | IEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.08% | -21.59% | +0.51% |
Max Drawdown (1Y)Largest decline over 1 year | -4.28% | -5.08% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -4.42% | -11.07% | +6.65% |
Max Drawdown (5Y)Largest decline over 5 years | -20.85% | -15.81% | -5.04% |
Max Drawdown (10Y)Largest decline over 10 years | -21.08% | -21.59% | +0.51% |
Current DrawdownCurrent decline from peak | -6.33% | -16.64% | +10.31% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -9.55% | +4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 1.82% | -0.39% |
Volatility
IS0M.DE vs. IEF - Volatility Comparison
iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) has a higher volatility of 1.99% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.01%. This indicates that IS0M.DE'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.
Loading charts...
Volatility by Period
| IS0M.DE | IEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.99% | 1.01% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 4.25% | 4.60% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.84% | 6.15% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.80% | 9.19% | -2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.73% | 8.75% | -2.02% |
IS0M.DE vs. IEF - Expense Ratio Comparison
IS0M.DE has a 0.20% expense ratio, which is higher than IEF's 0.15% 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
IS0M.DE vs. IEF - Dividend Comparison
IS0M.DE's dividend yield for the trailing twelve months is around 2.83%, less than IEF's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 3.90% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
IS0M.DE iShares Italy Government Bond UCITS ETF EUR Dist | 2.83% | 2.82% | 2.66% | 2.10% | 1.05% | 0.74% | 0.98% | 1.45% | 1.37% | 1.37% | 1.47% | 1.83% |
Frequently Asked Questions
IS0M.DE and IEF have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IEF is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IEF is cheaper with a 0.15% expense ratio, compared with 0.20% for IS0M.DE.
IS0M.DE is categorized as European Government Bonds, while IEF is Government Bonds. IS0M.DE tracks Bloomberg Italy Treasury Bond, while IEF tracks ICE U.S. Treasury 7-10 Year Bond Index. Their fees differ too: 0.20% for IS0M.DE and 0.15% for IEF.
Find the right allocation for IS0M.DE and IEF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer