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MUB vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUB vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares National AMT-Free Muni Bond ETF (MUB) 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, MUB achieves a 1.28% return, which is significantly higher than IEF's -0.47% return. Over the past 10 years, MUB has outperformed IEF with an annualized return of 1.92%, while IEF has yielded a comparatively lower 0.59% annualized return.


MUB

1D
-0.01%
1M
0.65%
YTD
1.28%
6M
1.80%
1Y
6.17%
3Y*
3.35%
5Y*
0.80%
10Y*
1.92%

IEF

1D
-0.17%
1M
0.19%
YTD
-0.47%
6M
-0.18%
1Y
3.39%
3Y*
2.86%
5Y*
-1.24%
10Y*
0.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUB vs. IEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUB
iShares National AMT-Free Muni Bond ETF
1.28%3.78%1.26%5.56%-7.34%1.02%5.12%7.06%0.93%4.72%
IEF
iShares 7-10 Year Treasury Bond ETF
-0.47%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%

Correlation

The correlation between MUB and IEF is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.82

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

0.76

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

0.72

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2007

0.56

The correlation between MUB and IEF shifts across timeframes, from 0.56 (all time) to 0.82 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

MUB vs. IEF — Risk / Return Rank

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

MUB
MUB Risk / Return Rank: 6969
Overall Rank
MUB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MUB Sortino Ratio Rank: 8181
Sortino Ratio Rank
MUB Omega Ratio Rank: 8585
Omega Ratio Rank
MUB Calmar Ratio Rank: 5151
Calmar Ratio Rank
MUB Martin Ratio Rank: 5151
Martin Ratio Rank

IEF
IEF Risk / Return Rank: 2222
Overall Rank
IEF Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2222
Sortino Ratio Rank
IEF Omega Ratio Rank: 2121
Omega Ratio Rank
IEF Calmar Ratio Rank: 2121
Calmar Ratio Rank
IEF Martin Ratio Rank: 2121
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.

MUB vs. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares National AMT-Free Muni Bond ETF (MUB) 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.


MUBIEFDifference
Sharpe ratioReturn per unit of total volatility

+1.43

Sortino ratioReturn per unit of downside risk

+2.02

Omega ratioGain probability vs. loss probability

1.44

1.12

+0.32

Calmar ratioReturn relative to maximum drawdown

2.22

0.84

+1.39

Martin ratioReturn relative to average drawdown

7.77

2.35

+5.42

MUB vs. IEF - Sharpe Ratio Comparison

The current MUB Sharpe Ratio is 2.16, which is higher than the IEF Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of MUB 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

MUB vs. IEF - Drawdown Comparison

The maximum MUB drawdown since its inception was -13.68%, smaller than the maximum IEF drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for MUB and IEF.


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Drawdown Indicators


MUBIEFDifference

Max Drawdown

Largest peak-to-trough decline

-13.68%

-23.93%

+10.25%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-4.07%

+1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-5.34%

-7.74%

+2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-11.88%

-21.40%

+9.52%

Max Drawdown (10Y)

Largest decline over 10 years

-13.68%

-23.93%

+10.25%

Current Drawdown

Current decline from peak

-0.66%

-11.18%

+10.52%

Average Drawdown

Average peak-to-trough decline

-2.23%

-5.35%

+3.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

1.45%

-0.65%

Volatility

MUB vs. IEF - Volatility Comparison

The current volatility for iShares National AMT-Free Muni Bond ETF (MUB) is 1.01%, while iShares 7-10 Year Treasury Bond ETF (IEF) has a volatility of 1.62%. This indicates that MUB experiences smaller price fluctuations and is considered to be less risky 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


MUBIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

1.62%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.25%

3.42%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

2.90%

4.72%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.06%

7.71%

-3.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

6.63%

-1.71%

MUB vs. IEF - Expense Ratio Comparison

MUB has a 0.07% expense ratio, which is lower than IEF's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MUB vs. IEF - Dividend Comparison

MUB's dividend yield for the trailing twelve months is around 3.17%, 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%
MUB
iShares National AMT-Free Muni Bond ETF
3.17%3.14%3.01%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%

Frequently Asked Questions


MUB and IEF have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEF has higher volatility (1.62%) compared to MUB (1.01%). In terms of maximum drawdown, MUB dropped -13.68% vs IEF's -23.93%.

On 10-year performance, MUB leads with 1.92% vs 0.59% for IEF. On fees, MUB is cheaper at 0.07% per year. On volatility, MUB has been the lower-risk option at 1.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, MUB has performed better with a 1.92% return vs 0.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MUB is cheaper with a 0.07% expense ratio, compared with 0.15% for IEF.

IEF has the higher dividend yield at 3.89%, compared with 3.17% for MUB.

MUB is categorized as Municipal Bonds, while IEF is Government Bonds. MUB tracks S&P National AMT-Free Municipal Bond Index, while IEF tracks ICE U.S. Treasury 7-10 Year Bond Index. Their fees differ too: 0.07% for MUB and 0.15% for IEF.

MUB currently has the higher Sharpe Ratio (2.16 vs 0.72), 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

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