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.
Performance
IVLU vs. IEF - Performance Comparison
Loading graphics...
IVLU vs. IEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVLU iShares MSCI Intl Value Factor ETF | 4.28% | 46.09% | 6.76% | 20.07% | -5.73% | 15.60% | -4.50% | 15.60% | -15.10% | 23.10% |
IEF iShares 7-10 Year Treasury Bond ETF | -0.14% | 8.03% | -0.63% | 3.64% | -15.15% | -3.33% | 10.01% | 8.03% | 0.99% | 2.55% |
Returns By Period
In the year-to-date period, IVLU achieves a 4.28% return, which is significantly higher than IEF's -0.14% return. Over the past 10 years, IVLU has outperformed IEF with an annualized return of 10.58%, while IEF has yielded a comparatively lower 0.78% annualized return.
IVLU
- 1D
- 3.04%
- 1M
- -7.33%
- YTD
- 4.28%
- 6M
- 13.88%
- 1Y
- 36.26%
- 3Y*
- 22.21%
- 5Y*
- 13.77%
- 10Y*
- 10.58%
IEF
- 1D
- 0.18%
- 1M
- -2.32%
- YTD
- -0.14%
- 6M
- 0.79%
- 1Y
- 3.95%
- 3Y*
- 2.25%
- 5Y*
- -0.76%
- 10Y*
- 0.78%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IVLU vs. IEF - Expense Ratio Comparison
IVLU has a 0.30% expense ratio, which is higher than IEF's 0.15% expense ratio.
Return for Risk
IVLU vs. IEF — Risk / Return Rank
IVLU
IEF
IVLU vs. IEF - Risk-Adjusted Trends 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.
| IVLU | IEF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 0.74 | +1.28 |
Sortino ratioReturn per unit of downside risk | 2.70 | 1.09 | +1.61 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.13 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 2.94 | 1.32 | +1.62 |
Martin ratioReturn relative to average drawdown | 11.44 | 3.31 | +8.13 |
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 graphics...
Sharpe Ratios by Period
| IVLU | IEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 0.74 | +1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | -0.10 | +0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.12 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.51 | -0.07 |
Correlation
The correlation between IVLU and IEF is -0.10. 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.
Dividends
IVLU vs. IEF - Dividend Comparison
IVLU's dividend yield for the trailing twelve months is around 3.56%, less than IEF's 3.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVLU iShares MSCI Intl Value Factor ETF | 3.56% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.82% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
Drawdowns
IVLU vs. IEF - Drawdown Comparison
The maximum IVLU drawdown since its inception was -41.85%, 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.
Loading graphics...
Drawdown Indicators
| IVLU | IEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.85% | -23.93% | -17.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -3.22% | -8.67% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -21.40% | -4.64% |
Max Drawdown (10Y)Largest decline over 10 years | -41.85% | -23.93% | -17.92% |
Current DrawdownCurrent decline from peak | -7.74% | -10.88% | +3.14% |
Average DrawdownAverage peak-to-trough decline | -8.69% | -5.30% | -3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 1.28% | +1.79% |
Volatility
IVLU vs. IEF - Volatility Comparison
iShares MSCI Intl Value Factor ETF (IVLU) has a higher volatility of 7.58% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.91%. 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.
Loading graphics...
Volatility by Period
| IVLU | IEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 1.91% | +5.67% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 3.22% | +7.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 5.35% | +12.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 7.70% | +8.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 6.63% | +11.02% |