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UTHY vs. IEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTHY vs. IEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 30 Year Bond ETF (UTHY) and iShares 3-7 Year Treasury Bond ETF (IEI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UTHY achieves a 0.07% return, which is significantly higher than IEI's -0.30% return.


UTHY

1D
-0.30%
1M
1.48%
YTD
0.07%
6M
0.39%
1Y
2.42%
3Y*
-1.74%
5Y*
10Y*

IEI

1D
-0.12%
1M
-0.00%
YTD
-0.30%
6M
-0.00%
1Y
2.97%
3Y*
3.77%
5Y*
0.21%
10Y*
1.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTHY vs. IEI - Yearly Performance Comparison


2026 (YTD)202520242023
UTHY
US Treasury 30 Year Bond ETF
0.07%3.47%-8.07%-2.77%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.30%6.96%1.81%1.85%

Correlation

The correlation between UTHY and IEI is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

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

0.82

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2023

0.82

The correlation between UTHY and IEI has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

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Return for Risk

UTHY vs. IEI — Risk / Return Rank

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

UTHY
UTHY Risk / Return Rank: 1313
Overall Rank
UTHY Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
UTHY Sortino Ratio Rank: 1313
Sortino Ratio Rank
UTHY Omega Ratio Rank: 1212
Omega Ratio Rank
UTHY Calmar Ratio Rank: 1414
Calmar Ratio Rank
UTHY Martin Ratio Rank: 1414
Martin Ratio Rank

IEI
IEI Risk / Return Rank: 2929
Overall Rank
IEI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 3232
Sortino Ratio Rank
IEI Omega Ratio Rank: 2929
Omega Ratio Rank
IEI Calmar Ratio Rank: 2828
Calmar Ratio Rank
IEI Martin Ratio Rank: 2727
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.

UTHY vs. IEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 30 Year Bond ETF (UTHY) and iShares 3-7 Year Treasury Bond ETF (IEI). 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.


UTHYIEIDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.07

Omega ratioGain probability vs. loss probability

1.05

1.17

-0.12

Calmar ratioReturn relative to maximum drawdown

0.33

1.19

-0.86

Martin ratioReturn relative to average drawdown

0.81

3.35

-2.54

UTHY vs. IEI - Sharpe Ratio Comparison

The current UTHY Sharpe Ratio is 0.26, which is lower than the IEI Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of UTHY and IEI, 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

UTHY vs. IEI - Drawdown Comparison

The maximum UTHY drawdown since its inception was -21.86%, which is greater than IEI's maximum drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for UTHY and IEI.


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Drawdown Indicators


UTHYIEIDifference

Max Drawdown

Largest peak-to-trough decline

-21.86%

-14.60%

-7.26%

Max Drawdown (1Y)

Largest decline over 1 year

-7.34%

-2.50%

-4.84%

Max Drawdown (3Y)

Largest decline over 3 years

-18.58%

-3.66%

-14.92%

Max Drawdown (5Y)

Largest decline over 5 years

-13.88%

Max Drawdown (10Y)

Largest decline over 10 years

-14.60%

Current Drawdown

Current decline from peak

-11.07%

-1.74%

-9.33%

Average Drawdown

Average peak-to-trough decline

-10.71%

-2.67%

-8.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

0.89%

+2.11%

Volatility

UTHY vs. IEI - Volatility Comparison

US Treasury 30 Year Bond ETF (UTHY) has a higher volatility of 2.79% compared to iShares 3-7 Year Treasury Bond ETF (IEI) at 0.98%. This indicates that UTHY's price experiences larger fluctuations and is considered to be riskier than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTHYIEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

0.98%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

6.36%

2.18%

+4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

9.33%

3.00%

+6.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.62%

4.78%

+8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.62%

3.93%

+9.69%

UTHY vs. IEI - Expense Ratio Comparison

Both UTHY and IEI have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

UTHY vs. IEI - Dividend Comparison

UTHY's dividend yield for the trailing twelve months is around 4.62%, more than IEI's 3.64% yield.


PositionTTM20252024202320222021202020192018201720162015
IEI
iShares 3-7 Year Treasury Bond ETF
3.64%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%
UTHY
US Treasury 30 Year Bond ETF
4.62%4.53%4.58%2.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UTHY and IEI have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTHY has higher volatility (2.79%) compared to IEI (0.98%). In terms of maximum drawdown, UTHY dropped -21.86% vs IEI's -14.60%.

On 3-year performance, IEI leads with 3.77% vs -1.74% for UTHY. Both ETFs have the same 0.15% expense ratio. On volatility, IEI has been the lower-risk option at 0.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IEI has performed better with a 3.77% return vs -1.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UTHY and IEI have the same expense ratio: 0.15% per year.

UTHY has the higher dividend yield at 4.62%, compared with 3.64% for IEI.

UTHY tracks ICE BofA Current 30-Year US Treasury Index - Benchmark TR Gross, while IEI tracks ICE U.S. Treasury 3-7 Year Bond Index. They also come from different issuers: US Benchmark Series and iShares.

IEI currently has the higher Sharpe Ratio (1.00 vs 0.26), 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.

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