iShares 7-10 Year Treasury Bond ETF (IEF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares 7-10 Year Treasury Bond ETF (IEF): 1Y return 3.4%, Sharpe ratio 0.72, volatility 4.6%, max drawdown -4.1%. 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: -0.3%, Sharpe: -1.18, Volatility: 5.3%, Max Drawdown: -0.9%
- YTD
- Return: -0.6%, Sharpe: -0.25, Volatility: 4.9%, Max Drawdown: -4.1%
- 1Y
- Return: 3.4%, Sharpe: 0.72, Volatility: 4.6%, Max Drawdown: -4.1%
- 5Y
- Return: -5.6%, Sharpe: -0.11, Volatility: 7.6%, Max Drawdown: -21.4%
- 10Y
- Return: 5.8%, Sharpe: 0.12, 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.