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PSP vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSP vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global Listed Private Equity ETF (PSP) 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, PSP achieves a -12.54% return, which is significantly lower than IEF's -0.30% return. Over the past 10 years, PSP has outperformed IEF with an annualized return of 7.95%, while IEF has yielded a comparatively lower 0.60% annualized return.


PSP

1D
1.16%
1M
-4.02%
YTD
-12.54%
6M
-12.47%
1Y
-8.70%
3Y*
9.46%
5Y*
-0.03%
10Y*
7.95%

IEF

1D
0.69%
1M
0.36%
YTD
-0.30%
6M
-0.28%
1Y
4.02%
3Y*
2.67%
5Y*
-1.21%
10Y*
0.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSP vs. IEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSP
Invesco Global Listed Private Equity ETF
-12.54%6.49%17.42%37.72%-37.37%27.30%12.47%35.73%-15.12%24.13%
IEF
iShares 7-10 Year Treasury Bond ETF
-0.30%8.03%-0.63%3.64%-15.15%-3.33%10.01%8.03%0.99%2.55%

Correlation

The correlation between PSP and IEF is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.24

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

0.15

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2006

-0.21

The correlation between PSP and IEF shifts across timeframes, from -0.21 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PSP vs. IEF — Risk / Return Rank

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

PSP
PSP Risk / Return Rank: 66
Overall Rank
PSP Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PSP Sortino Ratio Rank: 66
Sortino Ratio Rank
PSP Omega Ratio Rank: 66
Omega Ratio Rank
PSP Calmar Ratio Rank: 66
Calmar Ratio Rank
PSP Martin Ratio Rank: 66
Martin Ratio Rank

IEF
IEF Risk / Return Rank: 2727
Overall Rank
IEF Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2828
Sortino Ratio Rank
IEF Omega Ratio Rank: 2626
Omega Ratio Rank
IEF Calmar Ratio Rank: 2525
Calmar Ratio Rank
IEF Martin Ratio Rank: 2626
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.

PSP vs. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Listed Private Equity ETF (PSP) 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.


PSPIEFDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.77

Omega ratioGain probability vs. loss probability

0.94

1.15

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.39

0.99

-1.38

Martin ratioReturn relative to average drawdown

-0.87

2.80

-3.67

PSP vs. IEF - Sharpe Ratio Comparison

The current PSP Sharpe Ratio is -0.43, which is lower than the IEF Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of PSP 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

PSP vs. IEF - Drawdown Comparison

The maximum PSP drawdown since its inception was -85.40%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for PSP and IEF.


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Drawdown Indicators


PSPIEFDifference

Max Drawdown

Largest peak-to-trough decline

-85.40%

-23.93%

-61.47%

Max Drawdown (1Y)

Largest decline over 1 year

-22.37%

-4.07%

-18.30%

Max Drawdown (3Y)

Largest decline over 3 years

-22.94%

-7.74%

-15.20%

Max Drawdown (5Y)

Largest decline over 5 years

-47.16%

-21.40%

-25.76%

Max Drawdown (10Y)

Largest decline over 10 years

-47.16%

-23.93%

-23.23%

Current Drawdown

Current decline from peak

-16.81%

-11.02%

-5.79%

Average Drawdown

Average peak-to-trough decline

-30.67%

-5.35%

-25.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.03%

1.44%

+8.59%

Volatility

PSP vs. IEF - Volatility Comparison

Invesco Global Listed Private Equity ETF (PSP) has a higher volatility of 7.36% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.61%. This indicates that PSP'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


PSPIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

1.61%

+5.75%

Volatility (6M)

Calculated over the trailing 6-month period

16.50%

3.43%

+13.07%

Volatility (1Y)

Calculated over the trailing 1-year period

20.25%

4.73%

+15.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.85%

7.71%

+16.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.47%

6.63%

+15.84%

PSP vs. IEF - Expense Ratio Comparison

PSP has a 1.44% expense ratio, which is higher than IEF's 0.15% expense ratio.


Dividends

PSP vs. IEF - Dividend Comparison

PSP's dividend yield for the trailing twelve months is around 6.61%, 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%
PSP
Invesco Global Listed Private Equity ETF
6.61%5.87%8.62%3.96%2.88%10.34%4.66%5.87%6.81%10.18%4.12%6.23%

Frequently Asked Questions


PSP and IEF have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSP has higher volatility (7.36%) compared to IEF (1.61%). In terms of maximum drawdown, PSP dropped -85.40% vs IEF's -23.93%.

On 10-year performance, PSP leads with 7.95% vs 0.60% for IEF. On fees, IEF is cheaper at 0.15% per year. On volatility, IEF has been the lower-risk option at 1.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PSP has performed better with a 7.95% return vs 0.60%. 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 1.44% for PSP.

PSP has the higher dividend yield at 6.61%, compared with 3.89% for IEF.

PSP is categorized as Global Equities, while IEF is Government Bonds. PSP tracks Red Rocks Global Listed Private Equity 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: 1.44% for PSP and 0.15% for IEF.

IEF currently has the higher Sharpe Ratio (0.86 vs -0.43), 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 PSP and IEF

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