iShares 7-10 Year Treasury Bond ETF

10-Year Study

IEF.US · · US · ETF

Executive Summary: iShares 7-10 Year Treasury Bond ETF has compounded at 0.8% annually over the last 10 years, with a maximum drawdown of 23.2% and an annualized volatility of 6.6%.

1Y CAGR
+4.2%
3Y CAGR
+2.4%
5Y CAGR
-1.0%
10Y CAGR
+0.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.84
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +10.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.22.2-2.60.3————————-0.5%
20250.62.80.31.1-1.21.6-0.61.60.70.71.0-0.88.0%
20240.1-2.10.7-3.11.81.22.91.31.4-3.41.0-2.3-0.6%
20233.6-3.33.70.8-1.4-1.3-0.7-0.7-3.1-1.94.63.83.6%
2022-2.1-0.3-4.1-4.20.6-0.93.0-3.9-4.7-1.53.6-1.5-15.2%
2021-1.1-2.4-2.41.00.41.02.0-0.4-1.6-0.41.1-0.5-3.3%
20203.53.03.70.30.30.00.9-1.00.3-1.40.3-0.210.0%
20190.7-0.52.7-0.53.01.20.04.0-1.20.2-0.7-0.98.0%
2018-2.2-0.91.2-1.31.00.2-0.51.0-1.2-0.31.32.81.0%
20170.20.70.11.10.8-0.50.41.5-1.4-0.2-0.30.22.6%
2016———-0.2-0.13.10.2-1.00.2-1.5-4.2-0.1-3.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 6.6%. The dominant macroeconomic risk driver is LQD.US, accounting for 45.8% of variance. Idiosyncratic stock-specific factors contribute 5.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019984.414035499856
2016-05-019974.52033629542
2016-06-0110282.749725551494
2016-07-0110307.834093054984
2016-08-0110203.611426093163
2016-09-0110227.882612840122
2016-10-0110074.993336435467
2016-11-019649.078621026143
2016-12-019637.660207903213
2017-01-019658.802907572972
2017-02-019728.725158457306
2017-03-019736.540729061724
2017-04-019844.467886136623
2017-05-019925.887609384106
2017-06-019875.27840146734
2017-07-019912.323302598112
2017-08-0110056.821005362475
2017-09-019911.894123865499
2017-10-019893.145789756632
2017-11-019865.542820743338
2017-12-019883.760328525026
2018-01-019671.237796641564
2018-02-019580.997321021174
2018-03-019691.75931656675
2018-04-019568.065488156926
2018-05-019662.42833844583
2018-06-019681.538086224265
2018-07-019630.409346157494
2018-08-019728.047507826865
2018-09-019610.88171382362
2018-10-019581.77661924618
2018-11-019709.242702832129
2018-12-019981.50013778896
2019-01-0110046.644951728687
2019-02-019993.855967617335
2019-03-0110259.212660320845
2019-04-0110205.99449747688
2019-05-0110517.081313557981
2019-06-0110645.044340939585
2019-07-0110649.14412725375
2019-08-0111069.919992048897
2019-09-0110938.636476578136
2019-10-0110959.157996503322
2019-11-0110883.859717284156
2019-12-0110782.901067525625
2020-01-0111156.614096036645
2020-02-0111487.070425971184
2020-03-0111914.724444665308
2020-04-0111947.52273517865
2020-05-0111986.645764909443
2020-06-0111991.78461552362
2020-07-0112094.222802491946
2020-08-0111976.91018418544
2020-09-0112016.168744042321
2020-10-0111850.279869710372
2020-11-0111890.374198678128
2020-12-0111861.946754731132
2021-01-0111732.402542545164
2021-02-0111455.085316214372
2021-03-0111181.788816957529
2021-04-0111293.71411275203
2021-05-0111341.748248273121
2021-06-0111457.69427114157
2021-07-0111685.701119930607
2021-08-0111639.62087706062
2021-09-0111453.763897485012
2021-10-0111403.053041973679
2021-11-0111527.627816203076
2021-12-0111467.181379967744
2022-01-0111224.864808699227
2022-02-0111190.745099456522
2022-03-0110736.301292505637
2022-04-0110282.388311881925
2022-05-0110345.985823548812
2022-06-0110256.671470456691
2022-07-0110560.462248083377
2022-08-0110153.48786779488
2022-09-019672.71733385136
2022-10-019532.037062971815
2022-11-019876.328759944523
2022-12-019729.346338201876
2023-01-0110077.771704020275
2023-02-019748.173731550962
2023-03-0110110.931408203185
2023-04-0110193.299842333288
2023-05-0110046.65624590586
2023-06-019920.500286872099
2023-07-019855.829828373684
2023-08-019783.750389649113
2023-09-019476.627829756091
2023-10-019293.944513966379
2023-11-019717.20509773981
2023-12-0110083.712441213807
2024-01-0110091.042362199745
2024-02-019880.869019168478
2024-03-019953.34375409414
2024-04-019642.143996241297
2024-05-019815.712911051578
2024-06-019935.205305552669
2024-07-0110223.059999186818
2024-08-0110360.656959697859
2024-09-0110503.79936120134
2024-10-0110147.987603511132
2024-11-0110251.543914019687
2024-12-0110019.968105243659
2025-01-0110081.74725438553
2025-02-0110364.056507027237
2025-03-0110399.53151753082
2025-04-0110509.322213839432
2025-05-0110379.08905684585
2025-06-0110545.373227378894
2025-07-0110482.76960330332
2025-08-0110655.514043179899
2025-09-0110725.131351280535
2025-10-0110801.468694799709
2025-11-0110908.176080739813
2025-12-0110825.163878510795
2026-01-0110800.395747968178
2026-02-0111035.224279770322
2026-03-0110743.337564885047
2026-04-0110775.77444172882
Annual Return Matrix
YearAnnual Return
20170.02553525599709383
20180.009888929518237388
20190.0802886258251545
20200.10007007209360541
2021-0.033279982023687205
2022-0.1515485788688864
20230.03642239578012818
2024-0.006321514654623939
20250.08035911539935525
2026-0.004562465505027369
Total Factor Risk
0.06649639077691102
VTI.US Exposure
-0.0310423651830679
VEA.US Exposure
0.010488839468624436
VWO.US Exposure
-0.011712495326408886
QQQ.US Exposure
0.0133332575670452
VTV.US Exposure
0.009136997533253435
IJR.US Exposure
0.0008722390972257186
QUAL.US Exposure
-0.019605219471376306
SHV.US Exposure
0.058357428643645376
TLT.US Exposure
0.1492746346656934
LQD.US Exposure
0.45847510905623007
HYG.US Exposure
-0.017341825175365068
GLD.US Exposure
0.024353737143697655
USO.US Exposure
0.0203794880610273
VNQ.US Exposure
-0.023059922849974296
BTC-USD.CC Exposure
0.0005943112449967663
CPER.US Exposure
-0.012775390982957527
VIX.INDX Exposure
0.0018234525432606027
UUP.US Exposure
0.012555692738141251
TIP.US Exposure
0.3030320009216097
Idiosyncratic Exposure
0.052860030304699004
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.72%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$68
Avg Yield on Cost
0.68%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$67.760.68%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.18
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares 7-10 Year Treasury Bond ETF a high-risk investment?

iShares 7-10 Year Treasury Bond ETF (IEF.US) has an annualized volatility of 6.6% and experienced a maximum drawdown of 23.2% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of IEF.US?

Over the past 10 years, IEF.US has generated a Compound Annual Growth Rate (CAGR) of 0.8%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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