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XFIV vs. IEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XFIV vs. IEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) 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, XFIV achieves a -0.47% return, which is significantly lower than IEI's -0.42% return.


XFIV

1D
-0.18%
1M
-0.16%
YTD
-0.47%
6M
-0.68%
1Y
3.51%
3Y*
3.51%
5Y*
10Y*

IEI

1D
-0.13%
1M
-0.17%
YTD
-0.42%
6M
-0.49%
1Y
3.28%
3Y*
3.52%
5Y*
0.23%
10Y*
1.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFIV vs. IEI - Yearly Performance Comparison


2026 (YTD)2025202420232022
XFIV
BondBloxx Bloomberg Five Year Target Duration US Treasury ETF
-0.47%7.43%1.52%4.40%-0.56%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.42%6.96%1.81%4.42%-0.46%

Correlation

The correlation between XFIV and IEI is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2022

0.99

The correlation between XFIV and IEI has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

XFIV vs. IEI — Risk / Return Rank

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

XFIV
XFIV Risk / Return Rank: 2727
Overall Rank
XFIV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XFIV Sortino Ratio Rank: 2828
Sortino Ratio Rank
XFIV Omega Ratio Rank: 2626
Omega Ratio Rank
XFIV Calmar Ratio Rank: 2626
Calmar Ratio Rank
XFIV Martin Ratio Rank: 2727
Martin Ratio Rank

IEI
IEI Risk / Return Rank: 2828
Overall Rank
IEI Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 3030
Sortino Ratio Rank
IEI Omega Ratio Rank: 2727
Omega Ratio Rank
IEI Calmar Ratio Rank: 2727
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.

XFIV vs. IEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) 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.


XFIVIEIDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.09

-0.07

Sortino ratio

Return per unit of downside risk

1.53

1.65

-0.12

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.21

1.32

-0.11

Martin ratio

Return relative to average drawdown

3.61

3.96

-0.35

XFIV vs. IEI - Sharpe Ratio Comparison

The current XFIV Sharpe Ratio is 1.01, which is comparable to the IEI Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of XFIV 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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Sharpe Ratios by Period


XFIVIEIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.09

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.70

-0.09

Drawdowns

XFIV vs. IEI - Drawdown Comparison

The maximum XFIV drawdown since its inception was -6.38%, smaller than the maximum IEI drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for XFIV and IEI.


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Drawdown Indicators


XFIVIEIDifference

Max Drawdown

Largest peak-to-trough decline

-6.38%

-14.60%

+8.22%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-2.50%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-4.47%

-3.66%

-0.81%

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

-2.15%

-1.85%

-0.30%

Average Drawdown

Average peak-to-trough decline

-1.66%

-2.67%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.83%

+0.14%

Volatility

XFIV vs. IEI - Volatility Comparison

BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) has a higher volatility of 1.09% compared to iShares 3-7 Year Treasury Bond ETF (IEI) at 0.91%. This indicates that XFIV'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


XFIVIEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

0.91%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

2.13%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

3.04%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.42%

4.77%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.42%

3.93%

+1.49%

XFIV vs. IEI - Expense Ratio Comparison

XFIV has a 0.05% expense ratio, which is lower than IEI'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

XFIV vs. IEI - Dividend Comparison

XFIV's dividend yield for the trailing twelve months is around 3.82%, 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%
XFIV
BondBloxx Bloomberg Five Year Target Duration US Treasury ETF
3.82%4.05%3.92%3.63%1.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, XFIV and IEI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

XFIV has higher volatility (1.09%) compared to IEI (0.91%). In terms of maximum drawdown, XFIV dropped -6.38% vs IEI's -14.60%.

On 3-year performance, IEI leads with 3.52% vs 3.51% for XFIV. On fees, XFIV is cheaper at 0.05% per year. On volatility, IEI has been the lower-risk option at 0.91%. 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 3.52% return vs 3.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XFIV is cheaper with a 0.05% expense ratio, compared with 0.15% for IEI.

XFIV has the higher dividend yield at 3.82%, compared with 3.64% for IEI.

XFIV tracks Bloomberg US Treasury 5 Year Target Duration Index, while IEI tracks ICE U.S. Treasury 3-7 Year Bond Index. They also come from different issuers: BondBloxx and iShares. Their fees differ too: 0.05% for XFIV and 0.15% for IEI.

IEI currently has the higher Sharpe Ratio (1.09 vs 1.01), 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

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