TRTY vs. IEF
Compare and contrast key facts about Cambria Trinity ETF (TRTY) and iShares 7-10 Year Treasury Bond ETF (IEF).
TRTY and IEF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TRTY is a passively managed fund by Cambria that tracks the performance of the Cambria Trinity Index. It was launched on Sep 10, 2018. IEF is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 7-10 Year Treasury Bond Index. It was launched on Jul 26, 2002. Both TRTY and IEF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRTY or IEF.
Key characteristics
| TRTY | IEF | |
|---|---|---|
| YTD Return | 7.48% | 0.61% |
| 1Y Return | 13.61% | 7.07% |
| 3Y Return (Ann) | 1.98% | -4.16% |
| 5Y Return (Ann) | 5.37% | -1.16% |
| Sharpe Ratio | 1.47 | 0.83 |
| Sortino Ratio | 2.06 | 1.23 |
| Omega Ratio | 1.26 | 1.14 |
| Calmar Ratio | 1.36 | 0.27 |
| Martin Ratio | 8.14 | 2.49 |
| Ulcer Index | 1.64% | 2.42% |
| Daily Std Dev | 9.09% | 7.25% |
| Max Drawdown | -22.33% | -23.93% |
| Current Drawdown | -0.34% | -16.36% |
Correlation
The correlation between TRTY and IEF is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TRTY vs. IEF - Performance Comparison
In the year-to-date period, TRTY achieves a 7.48% return, which is significantly higher than IEF's 0.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TRTY vs. IEF - Expense Ratio Comparison
TRTY has a 0.44% expense ratio, which is higher than IEF's 0.15% expense ratio.
Risk-Adjusted Performance
TRTY vs. IEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Trinity ETF (TRTY) 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.
Dividends
TRTY vs. IEF - Dividend Comparison
TRTY's dividend yield for the trailing twelve months is around 4.28%, more than IEF's 3.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRTY Cambria Trinity ETF | 4.28% | 3.24% | 5.17% | 4.52% | 1.99% | 2.64% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.48% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
Drawdowns
TRTY vs. IEF - Drawdown Comparison
The maximum TRTY drawdown since its inception was -22.33%, smaller than the maximum IEF drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for TRTY and IEF. For additional features, visit the drawdowns tool.
Volatility
TRTY vs. IEF - Volatility Comparison
Cambria Trinity ETF (TRTY) has a higher volatility of 3.09% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.98%. This indicates that TRTY'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.