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PPA vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPA vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Aerospace & Defense ETF (PPA) 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, PPA achieves a 8.41% return, which is significantly higher than IEF's -1.16% return. Over the past 10 years, PPA has outperformed IEF with an annualized return of 17.28%, while IEF has yielded a comparatively lower 0.53% annualized return.


PPA

1D
-0.43%
1M
1.28%
YTD
8.41%
6M
11.71%
1Y
25.14%
3Y*
28.15%
5Y*
17.94%
10Y*
17.28%

IEF

1D
-0.11%
1M
-1.19%
YTD
-1.16%
6M
-0.96%
1Y
3.91%
3Y*
2.43%
5Y*
-1.34%
10Y*
0.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPA vs. IEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPA
Invesco Aerospace & Defense ETF
8.41%37.15%25.28%18.41%9.52%7.09%0.45%39.63%-7.51%30.10%
IEF
iShares 7-10 Year Treasury Bond ETF
-1.16%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%

Correlation

The correlation between PPA and IEF is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.12

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

0.05

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

-0.10

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2005

-0.25

The correlation between PPA and IEF shifts across timeframes, from -0.25 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PPA vs. IEF — Risk / Return Rank

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

PPA
PPA Risk / Return Rank: 4040
Overall Rank
PPA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PPA Sortino Ratio Rank: 4242
Sortino Ratio Rank
PPA Omega Ratio Rank: 3838
Omega Ratio Rank
PPA Calmar Ratio Rank: 4141
Calmar Ratio Rank
PPA Martin Ratio Rank: 3737
Martin Ratio Rank

IEF
IEF Risk / Return Rank: 2424
Overall Rank
IEF Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2525
Sortino Ratio Rank
IEF Omega Ratio Rank: 2323
Omega Ratio Rank
IEF Calmar Ratio Rank: 2323
Calmar Ratio Rank
IEF Martin Ratio Rank: 2323
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.

PPA vs. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Aerospace & Defense ETF (PPA) 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.


PPAIEFDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.23

1.14

+0.08

Calmar ratioReturn relative to maximum drawdown

1.84

0.96

+0.88

Martin ratioReturn relative to average drawdown

5.29

2.79

+2.50

PPA vs. IEF - Sharpe Ratio Comparison

The current PPA Sharpe Ratio is 1.32, which is higher than the IEF Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of PPA 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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Sharpe Ratios by Period


PPAIEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.84

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

-0.17

+1.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.08

+0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.50

+0.16

Drawdowns

PPA vs. IEF - Drawdown Comparison

The maximum PPA drawdown since its inception was -57.37%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for PPA and IEF.


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Drawdown Indicators


PPAIEFDifference

Max Drawdown

Largest peak-to-trough decline

-57.37%

-23.93%

-33.44%

Max Drawdown (1Y)

Largest decline over 1 year

-13.71%

-4.07%

-9.64%

Max Drawdown (3Y)

Largest decline over 3 years

-15.24%

-7.74%

-7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-18.37%

-21.40%

+3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-43.92%

-23.93%

-19.99%

Current Drawdown

Current decline from peak

-8.50%

-11.80%

+3.30%

Average Drawdown

Average peak-to-trough decline

-9.18%

-5.35%

-3.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

1.40%

+3.36%

Volatility

PPA vs. IEF - Volatility Comparison

Invesco Aerospace & Defense ETF (PPA) has a higher volatility of 6.71% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.51%. This indicates that PPA'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.


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Volatility by Period


PPAIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

1.51%

+5.20%

Volatility (6M)

Calculated over the trailing 6-month period

16.11%

3.36%

+12.75%

Volatility (1Y)

Calculated over the trailing 1-year period

19.23%

4.69%

+14.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.53%

7.71%

+10.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.66%

6.63%

+14.03%

PPA vs. IEF - Expense Ratio Comparison

PPA has a 0.58% expense ratio, which is higher than IEF's 0.15% expense ratio.


Dividends

PPA vs. IEF - Dividend Comparison

PPA's dividend yield for the trailing twelve months is around 0.39%, less than IEF's 3.92% yield.


PositionTTM20252024202320222021202020192018201720162015
IEF
iShares 7-10 Year Treasury Bond ETF
3.92%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%
PPA
Invesco Aerospace & Defense ETF
0.39%0.42%0.61%0.67%0.83%0.59%0.88%0.95%0.90%0.67%1.70%1.41%

Frequently Asked Questions


PPA and IEF have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PPA has higher volatility (6.71%) compared to IEF (1.51%). In terms of maximum drawdown, PPA dropped -57.37% vs IEF's -23.93%.

On 10-year performance, PPA leads with 17.28% vs 0.53% for IEF. On fees, IEF is cheaper at 0.15% per year. On volatility, IEF has been the lower-risk option at 1.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PPA has performed better with a 17.28% return vs 0.53%. 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 0.58% for PPA.

IEF has the higher dividend yield at 3.92%, compared with 0.39% for PPA.

PPA is categorized as Aerospace & Defense, while IEF is Government Bonds. PPA tracks SPADE Defense Index, while IEF tracks ICE U.S. Treasury 7-10 Year Bond Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.58% for PPA and 0.15% for IEF.

PPA currently has the higher Sharpe Ratio (1.32 vs 0.84), 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 PPA and IEF

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