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SPLB vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPLB vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Long Term Corporate Bond ETF (SPLB) 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, SPLB achieves a 1.42% return, which is significantly higher than IEF's -0.47% return. Over the past 10 years, SPLB has outperformed IEF with an annualized return of 2.20%, while IEF has yielded a comparatively lower 0.59% annualized return.


SPLB

1D
-0.09%
1M
1.50%
YTD
1.42%
6M
1.81%
1Y
5.82%
3Y*
4.70%
5Y*
-2.10%
10Y*
2.20%

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)

SPLB vs. IEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
1.42%7.05%-1.74%11.20%-25.68%-1.99%13.47%23.49%-7.35%12.26%
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 SPLB and IEF is 0.86, 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

0.86

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

0.89

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

0.86

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

0.79

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2009

0.75

The correlation between SPLB and IEF shifts across timeframes, from 0.75 (all time) to 0.89 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPLB vs. IEF — Risk / Return Rank

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

SPLB
SPLB Risk / Return Rank: 2323
Overall Rank
SPLB Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SPLB Sortino Ratio Rank: 2222
Sortino Ratio Rank
SPLB Omega Ratio Rank: 2121
Omega Ratio Rank
SPLB Calmar Ratio Rank: 2525
Calmar Ratio Rank
SPLB Martin Ratio Rank: 2323
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.

SPLB vs. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Long Term Corporate Bond ETF (SPLB) 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.


SPLBIEFDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.13

1.12

0.00

Calmar ratioReturn relative to maximum drawdown

1.08

0.84

+0.24

Martin ratioReturn relative to average drawdown

2.64

2.35

+0.29

SPLB vs. IEF - Sharpe Ratio Comparison

The current SPLB Sharpe Ratio is 0.73, which is comparable to the IEF Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of SPLB 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

SPLB vs. IEF - Drawdown Comparison

The maximum SPLB drawdown since its inception was -34.46%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for SPLB and IEF.


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Drawdown Indicators


SPLBIEFDifference

Max Drawdown

Largest peak-to-trough decline

-34.46%

-23.93%

-10.53%

Max Drawdown (1Y)

Largest decline over 1 year

-5.42%

-4.07%

-1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-12.91%

-7.74%

-5.17%

Max Drawdown (5Y)

Largest decline over 5 years

-34.46%

-21.40%

-13.06%

Max Drawdown (10Y)

Largest decline over 10 years

-34.46%

-23.93%

-10.53%

Current Drawdown

Current decline from peak

-14.11%

-11.18%

-2.93%

Average Drawdown

Average peak-to-trough decline

-8.02%

-5.35%

-2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

1.45%

+0.76%

Volatility

SPLB vs. IEF - Volatility Comparison

SPDR Portfolio Long Term Corporate Bond ETF (SPLB) has a higher volatility of 2.50% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.62%. This indicates that SPLB'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


SPLBIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

1.62%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

5.98%

3.42%

+2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

8.07%

4.72%

+3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.71%

7.71%

+5.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.95%

6.63%

+6.32%

SPLB vs. IEF - Expense Ratio Comparison

SPLB 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

SPLB vs. IEF - Dividend Comparison

SPLB's dividend yield for the trailing twelve months is around 5.35%, 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%
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
5.35%5.25%5.20%4.60%4.53%3.00%3.01%3.79%4.50%4.06%4.34%4.70%

Frequently Asked Questions


SPLB and IEF have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPLB has higher volatility (2.50%) compared to IEF (1.62%). In terms of maximum drawdown, SPLB dropped -34.46% vs IEF's -23.93%.

On 10-year performance, SPLB leads with 2.20% vs 0.59% for IEF. On fees, SPLB is cheaper at 0.07% per year. On volatility, IEF has been the lower-risk option at 1.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPLB has performed better with a 2.20% return vs 0.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SPLB has the higher dividend yield at 5.35%, compared with 3.89% for IEF.

SPLB is categorized as Corporate Bonds, while IEF is Government Bonds. SPLB tracks Bloomberg Barclays Long U.S. Corporate Index, while IEF tracks ICE U.S. Treasury 7-10 Year Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.07% for SPLB and 0.15% for IEF.

SPLB currently has the higher Sharpe Ratio (0.73 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 SPLB and IEF

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