IVLU vs. IEF
Compare and contrast key facts about iShares MSCI Intl Value Factor ETF (IVLU) and iShares 7-10 Year Treasury Bond ETF (IEF).
IVLU and IEF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVLU is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Enhanced Value. It was launched on Jun 16, 2015. IEF is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 7-10 Year Treasury Bond Index. It was launched on Jul 26, 2002. Both IVLU and IEF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IVLU or IEF.
Key characteristics
| IVLU | IEF | |
|---|---|---|
| YTD Return | 7.03% | -0.30% |
| 1Y Return | 16.17% | 6.05% |
| 3Y Return (Ann) | 6.27% | -4.15% |
| 5Y Return (Ann) | 6.61% | -1.53% |
| Sharpe Ratio | 1.28 | 0.83 |
| Sortino Ratio | 1.77 | 1.24 |
| Omega Ratio | 1.22 | 1.14 |
| Calmar Ratio | 2.08 | 0.27 |
| Martin Ratio | 6.92 | 2.44 |
| Ulcer Index | 2.41% | 2.46% |
| Daily Std Dev | 13.05% | 7.22% |
| Max Drawdown | -41.86% | -23.93% |
| Current Drawdown | -7.13% | -17.12% |
Correlation
The correlation between IVLU and IEF is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
IVLU vs. IEF - Performance Comparison
In the year-to-date period, IVLU achieves a 7.03% return, which is significantly higher than IEF's -0.30% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IVLU vs. IEF - Expense Ratio Comparison
IVLU has a 0.30% expense ratio, which is higher than IEF's 0.15% expense ratio.
Risk-Adjusted Performance
IVLU vs. IEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Value Factor ETF (IVLU) 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.
Dividends
IVLU vs. IEF - Dividend Comparison
IVLU's dividend yield for the trailing twelve months is around 4.55%, more than IEF's 3.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVLU iShares MSCI Intl Value Factor ETF | 4.55% | 4.69% | 3.59% | 3.25% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% | 0.00% | 0.00% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.51% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
Drawdowns
IVLU vs. IEF - Drawdown Comparison
The maximum IVLU drawdown since its inception was -41.86%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for IVLU and IEF. For additional features, visit the drawdowns tool.
Volatility
IVLU vs. IEF - Volatility Comparison
iShares MSCI Intl Value Factor ETF (IVLU) has a higher volatility of 4.13% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 2.06%. This indicates that IVLU'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.