iShares 3-7 Year Treasury Bond ETF (IEI) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares 3-7 Year Treasury Bond ETF (IEI): 1Y return -1.7%, Sharpe ratio -0.53, volatility 3.0%, max drawdown -4.0%. A ETF in the Fixed Income asset class. Compare IEI with other assets and invest through your own broker with pfolio.
iShares 3-7 Year Treasury Bond ETF (IEI) Overview
- Type: ETF
- Asset Class: Fixed Income
- Region: Americas
- Country: US (Developed)
- Currency: USD
IEI Performance
- MTD
- Return: 0.4%, Sharpe: 4.68, Volatility: 2.4%, Max Drawdown: -0.2%
- YTD
- Return: -2.2%, Sharpe: -0.87, Volatility: 3.2%, Max Drawdown: -4.0%
- 1Y
- Return: -1.7%, Sharpe: -0.53, Volatility: 3.0%, Max Drawdown: -4.0%
- 5Y
- Return: 0.0%, Sharpe: 0.02, Volatility: 4.7%, Max Drawdown: -12.6%
- 10Y
- Return: 11.3%, Sharpe: 0.29, Volatility: 3.9%, Max Drawdown: -14.6%
Frequently Asked Questions
- What is iShares 3-7 Year Treasury Bond ETF (IEI)?
- iShares 3-7 Year Treasury Bond ETF (IEI) 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 IEI compare to other assets?
- You can compare IEI with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in IEI through pfolio?
- pfolio helps you build diversified portfolios that may include IEI. You invest through your own broker — pfolio provides the analytics.