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NEAR vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NEAR vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short Duration Bond Active ETF (NEAR) 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, NEAR achieves a 0.79% return, which is significantly higher than IEF's -0.47% return. Over the past 10 years, NEAR has outperformed IEF with an annualized return of 2.85%, while IEF has yielded a comparatively lower 0.59% annualized return.


NEAR

1D
-0.03%
1M
0.35%
YTD
0.79%
6M
1.16%
1Y
4.12%
3Y*
5.61%
5Y*
3.87%
10Y*
2.85%

IEF

1D
-0.17%
1M
1.05%
YTD
-0.47%
6M
-0.18%
1Y
3.78%
3Y*
2.86%
5Y*
-1.24%
10Y*
0.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEAR vs. IEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEAR
iShares Short Duration Bond Active ETF
0.79%5.90%5.09%7.42%0.41%0.32%1.39%3.55%1.71%1.41%
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 NEAR and IEF is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.73

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

0.62

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

0.43

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2013

0.36

Over the past year, NEAR and IEF have become more correlated (0.82) than their long-term average of 0.36, meaning their price movements have been converging.

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Return for Risk

NEAR vs. IEF — Risk / Return Rank

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

NEAR
NEAR Risk / Return Rank: 9090
Overall Rank
NEAR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
NEAR Sortino Ratio Rank: 9595
Sortino Ratio Rank
NEAR Omega Ratio Rank: 9494
Omega Ratio Rank
NEAR Calmar Ratio Rank: 7979
Calmar Ratio Rank
NEAR Martin Ratio Rank: 8888
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.

NEAR vs. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short Duration Bond Active ETF (NEAR) 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.


NEARIEFDifference
Sharpe ratioReturn per unit of total volatility

+2.27

Sortino ratioReturn per unit of downside risk

+3.61

Omega ratioGain probability vs. loss probability

1.62

1.12

+0.49

Calmar ratioReturn relative to maximum drawdown

3.59

0.84

+2.75

Martin ratioReturn relative to average drawdown

16.36

2.35

+14.02

NEAR vs. IEF - Sharpe Ratio Comparison

The current NEAR Sharpe Ratio is 2.99, which is higher than the IEF Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of NEAR 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

NEAR vs. IEF - Drawdown Comparison

The maximum NEAR drawdown since its inception was -9.61%, smaller than the maximum IEF drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for NEAR and IEF.


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Drawdown Indicators


NEARIEFDifference

Max Drawdown

Largest peak-to-trough decline

-9.61%

-23.93%

+14.32%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

-4.07%

+2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-1.16%

-7.74%

+6.58%

Max Drawdown (5Y)

Largest decline over 5 years

-1.32%

-21.40%

+20.08%

Max Drawdown (10Y)

Largest decline over 10 years

-9.61%

-23.93%

+14.32%

Current Drawdown

Current decline from peak

-0.03%

-11.18%

+11.15%

Average Drawdown

Average peak-to-trough decline

-0.16%

-5.35%

+5.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

1.45%

-1.20%

Volatility

NEAR vs. IEF - Volatility Comparison

The current volatility for iShares Short Duration Bond Active ETF (NEAR) is 0.44%, while iShares 7-10 Year Treasury Bond ETF (IEF) has a volatility of 1.62%. This indicates that NEAR 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


NEARIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

1.62%

-1.18%

Volatility (6M)

Calculated over the trailing 6-month period

1.02%

3.42%

-2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

1.36%

4.72%

-3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.34%

7.71%

-6.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.50%

6.63%

-4.13%

NEAR vs. IEF - Expense Ratio Comparison

NEAR has a 0.25% 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

NEAR vs. IEF - Dividend Comparison

NEAR's dividend yield for the trailing twelve months is around 4.43%, more 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%
NEAR
iShares Short Duration Bond Active ETF
4.43%4.54%5.00%4.59%1.78%0.76%1.53%2.69%2.25%1.52%1.07%0.85%

Frequently Asked Questions


NEAR and IEF have a correlation of 0.82, 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 NEAR (0.44%). In terms of maximum drawdown, NEAR dropped -9.61% vs IEF's -23.93%.

On 10-year performance, NEAR leads with 2.85% vs 0.59% for IEF. On fees, IEF is cheaper at 0.15% per year. On volatility, NEAR has been the lower-risk option at 0.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, NEAR has performed better with a 2.85% return vs 0.59%. 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 0.25% for NEAR.

NEAR has the higher dividend yield at 4.43%, compared with 3.89% for IEF.

NEAR is categorized as Short-Term Bond, while IEF is Government Bonds. Their fees differ too: 0.25% for NEAR and 0.15% for IEF.

NEAR currently has the higher Sharpe Ratio (2.99 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

Find the right allocation for NEAR and IEF

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