iShares 7-10 Year Treasury Bond ETF (IEF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares 7-10 Year Treasury Bond ETF (IEF): 1Y return -2.8%, Sharpe ratio -0.58, volatility 4.5%, max drawdown -5.1%. A ETF in the Fixed Income asset class. Compare IEF with other assets and invest through your own broker with pfolio.
iShares 7-10 Year Treasury Bond ETF (IEF) Overview
- Type: ETF
- Asset Class: Fixed Income
- Region: Americas
- Country: US (Developed)
- Currency: USD
IEF Performance
- MTD
- Return: -1.7%, Sharpe: -10.02, Volatility: 4.0%, Max Drawdown: -1.7%
- YTD
- Return: -3.0%, Sharpe: -0.85, Volatility: 4.8%, Max Drawdown: -5.1%
- 1Y
- Return: -2.8%, Sharpe: -0.58, Volatility: 4.5%, Max Drawdown: -5.1%
- 5Y
- Return: -9.9%, Sharpe: -0.23, Volatility: 7.6%, Max Drawdown: -20.8%
- 10Y
- Return: 3.5%, Sharpe: 0.08, Volatility: 6.5%, Max Drawdown: -23.9%
Frequently Asked Questions
- What is iShares 7-10 Year Treasury Bond ETF (IEF)?
- iShares 7-10 Year Treasury Bond ETF (IEF) is a ETF in the Fixed Income asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does IEF compare to other assets?
- You can compare IEF with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in IEF through pfolio?
- pfolio helps you build diversified portfolios that may include IEF. You invest through your own broker — pfolio provides the analytics.