Data Source: from January 1972 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 16 2022
Category: Fixed Income
ETF: iShares 7-10 Year Treasury Bond (IEF)
ETF • LIVE PERFORMANCE (USD currency)
0.12%
1 Day
Aug 16 2022
1.06%
Current Month
August 2022

In the last 30 Years, the iShares 7-10 Year Treasury Bond (IEF) ETF obtained a 5.40% compound annual return, with a 6.60% standard deviation.

In 2021, the ETF granted a 0.80% dividend yield. If you are interested in getting periodic income, please refer to the iShares 7-10 Year Treasury Bond (IEF) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Bond
  • Region: North America
  • Country: U.S.
  • Bond - Duration: Intermediate-Term

The iShares 7-10 Year Treasury Bond (IEF) ETF is part of the following Lazy Portfolios:

Portfolio Name Author IEF Weight
10-year Treasury 100.0%
Simplified Permanent Portfolio 50.0%

Historical Returns as of Jul 31, 2022

Historical returns and stats of iShares 7-10 Year Treasury Bond (IEF) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES 7-10 YEAR TREASURY BOND (IEF) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 1972 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
2.96
2.97
0.00
1 - 0
3M
2.70
0.22
-0.86
Jun 2022 - Jun 2022
2 - 1
6M
-5.92
-10.72
-8.62
Feb 2022 - Jun 2022
2 - 4
YTD
-7.91
-13.34
-10.56
Jan 2022 - Jun 2022
2 - 5
1Y
-9.63
-16.73
6.71
-12.23
Aug 2021 - Jun 2022
3 - 9
25% pos
3Y(*)
-0.28
-4.95
6.55
-15.19
Aug 2020 - Jun 2022
18 - 18
50% pos
5Y(*)
1.27
-2.52
5.88
-15.19
Aug 2020 - Jun 2022
31 - 29
52% pos
10Y(*)
1.33
-1.24
5.58
-15.19
Aug 2020 - Jun 2022
61 - 59
51% pos
15Y(*)
3.96
1.54
6.43
-15.19
Aug 2020 - Jun 2022
97 - 83
54% pos
20Y(*)
4.19
1.63
6.47
-15.19
Aug 2020 - Jun 2022
132 - 108
55% pos
25Y(*)
4.94
2.40
6.53
-15.19
Aug 2020 - Jun 2022
170 - 130
57% pos
30Y(*)
5.40
2.81
6.60
-15.19
Aug 2020 - Jun 2022
209 - 151
58% pos
MAX(*)
01 Jan 1972
6.88
2.78
7.72
-15.76
Jul 1979 - Feb 1980
360 - 247
59% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60% , 30Y: 2.52%

ETF Returns, up to December 2002, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Jul 31, 2022

Monthly correlations of iShares 7-10 Year Treasury Bond (IEF) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

ISHARES 7-10 YEAR TREASURY BOND (IEF) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs IEF
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.52
-0.11
-0.15
-0.17
-0.17
US Large Cap
SPY
0.50
-0.11
-0.14
-0.15
-0.15
US Small Cap
IJR
0.63
-0.25
-0.27
-0.24
-0.23
US REITs
VNQ
0.24
0.00
0.21
0.02
0.03
US Technology
QQQ
0.58
0.05
0.00
-0.16
-0.15
Preferred Stocks
PFF
0.61
0.07
0.17
0.12
0.12
EAFE Stocks
EFA
0.44
-0.17
-0.12
-0.16
-0.15
World All Countries
VT
0.50
-0.15
-0.14
-0.18
-0.17
Emerging Markets
EEM
0.41
-0.20
-0.08
-0.14
-0.13
Europe
VGK
0.38
-0.16
-0.13
-0.16
-0.15
Pacific
VPL
0.51
-0.17
-0.10
-0.10
-0.10
Latin America
FLLA
0.11
-0.25
-0.12
-0.18
-0.18
US Total Bond Market
BND
0.95
0.82
0.86
0.89
0.89
Long Term Treasuries
TLT
0.86
0.93
0.93
0.89
0.89
US Cash
BIL
0.00
0.37
0.22
0.12
0.12
TIPS
TIP
0.77
0.65
0.72
0.77
0.77
Investment Grade Bonds
LQD
0.87
0.56
0.63
0.66
0.66
High Yield Bonds
HYG
0.64
0.05
0.09
0.04
0.05
International Bond Market
BNDX
0.90
0.64
0.70
0.55
0.56
Emerging Market Bonds
EMB
0.57
0.16
0.30
0.23
0.23
Gold
GLD
-0.05
0.29
0.37
0.20
0.21
Commodities
DBC
-0.55
-0.53
-0.42
-0.08
-0.08

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares 7-10 Year Treasury Bond (IEF) ETF: Dividend Yield page.

An investment of 1000$, since August 1992, now would be worth 4840.30$, with a total return of 384.03% (5.40% annualized).

The Inflation Adjusted Capital now would be 2295.37$, with a net total return of 129.54% (2.81% annualized).
An investment of 1000$, since January 1972, now would be worth 28922.57$, with a total return of 2792.26% (6.88% annualized).

The Inflation Adjusted Capital now would be 4012.20$, with a net total return of 301.22% (2.78% annualized).

Drawdowns

Worst drawdowns since August 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-15.19% Aug 2020 Jun 2022 23 in progress 1 24
-10.14% Nov 1993 Nov 1994 13 May 1995 6 19
-9.34% Oct 1998 Jan 2000 16 Aug 2000 7 23
-7.60% May 2013 Dec 2013 8 Nov 2014 11 19
-7.18% Aug 2016 Apr 2018 21 May 2019 13 34
-6.90% Feb 1996 May 1996 4 Nov 1996 6 10
-6.65% Jan 2009 Jun 2009 6 Jun 2010 12 18
-6.60% Nov 2001 Mar 2002 5 Jul 2002 4 9
-5.68% Jun 2003 Jul 2003 2 Dec 2003 5 7
-4.85% Apr 2004 May 2004 2 Oct 2004 5 7
-4.67% Sep 2010 Mar 2011 7 Jul 2011 4 11
-4.25% Feb 2015 Jun 2015 5 Jan 2016 7 12
-4.15% Apr 2008 May 2008 2 Nov 2008 6 8
-4.13% Oct 2002 Nov 2002 2 Feb 2003 3 5
-4.08% Jul 2005 May 2006 11 Sep 2006 4 15
-4.04% Dec 1996 Mar 1997 4 Jun 1997 3 7
-3.04% Oct 1992 Nov 1992 2 Jan 1993 2 4
-2.97% Apr 2001 May 2001 2 Jul 2001 2 4
-2.67% Feb 2012 Mar 2012 2 May 2012 2 4
-2.59% Sep 2019 Dec 2019 4 Jan 2020 1 5

Worst drawdowns since January 1972.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-15.76% Jul 1979 Feb 1980 8 May 1980 3 11
-15.19% Aug 2020 Jun 2022 23 in progress 1 24
-14.57% Jul 1980 Sep 1981 15 Nov 1981 2 17
-10.87% Mar 1987 Sep 1987 7 Jan 1988 4 11
-10.14% Nov 1993 Nov 1994 13 May 1995 6 19
-9.34% Oct 1998 Jan 2000 16 Aug 2000 7 23
-7.99% Feb 1984 May 1984 4 Aug 1984 3 7
-7.60% May 2013 Dec 2013 8 Nov 2014 11 19
-7.18% Aug 2016 Apr 2018 21 May 2019 13 34
-6.90% Feb 1996 May 1996 4 Nov 1996 6 10
-6.65% Jan 2009 Jun 2009 6 Jun 2010 12 18
-6.60% Nov 2001 Mar 2002 5 Jul 2002 4 9
-6.29% May 1983 Aug 1983 4 Jan 1984 5 9
-5.68% Jun 2003 Jul 2003 2 Dec 2003 5 7
-4.85% Apr 2004 May 2004 2 Oct 2004 5 7
-4.67% Sep 2010 Mar 2011 7 Jul 2011 4 11
-4.60% Mar 1988 May 1988 3 Sep 1988 4 7
-4.48% Jan 1990 Apr 1990 4 Jun 1990 2 6
-4.42% Mar 1975 Apr 1975 2 Oct 1975 6 8
-4.33% Dec 1973 Aug 1974 9 Nov 1974 3 12

Rolling Returns ( more details)

iShares 7-10 Year Treasury Bond (IEF) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.46 44.35
Apr 1985 - Mar 1986
-11.12
Mar 1979 - Feb 1980
18.96%
2 Years
7.46 34.91
Jul 1984 - Jun 1986
-7.52
Jul 2020 - Jun 2022
7.36%
3 Years
7.53 23.66
Sep 1983 - Aug 1986
-2.91
Oct 1978 - Sep 1981
3.85%
5 Years
7.60 23.75
Sep 1981 - Aug 1986
-0.08
Oct 1976 - Sep 1981
0.18%
7 Years
7.72 17.44
Mar 1980 - Feb 1987
1.01
May 2015 - Apr 2022
0.00%
10 Years
8.05 15.70
Oct 1981 - Sep 1991
1.17
Jul 2012 - Jun 2022
0.00%
15 Years
8.27 13.03
Oct 1981 - Sep 1996
3.80
May 2007 - Apr 2022
0.00%
20 Years
8.30 12.08
Oct 1981 - Sep 2001
4.19
Aug 2002 - Jul 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares 7-10 Year Treasury Bond (IEF) ETF: Rolling Returns page.

Seasonality

iShares 7-10 Year Treasury Bond (IEF) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.34
55%
0.19
57%
0.03
49%
0.17
57%
0.78
59%
0.79
65%
0.53
63%
0.99
66%
0.88
60%
0.70
54%
0.91
66%
0.67
62%
Best
Year
4.6
1988
7.2
1986
5.8
1986
12.4
1980
7.9
1985
5.6
1986
6.3
1984
6.0
1982
7.3
1982
7.6
1981
9.4
1981
5.4
1991
Worst
Year
-3.9
1980
-7.9
1980
-4.1
2022
-4.3
2004
-4.7
1984
-2.7
1982
-5.0
2003
-3.7
1980
-3.2
1987
-7.0
1979
-4.2
2016
-4.4
2009
Statistics calculated for the period Jan 1972 - Jul 2022

Monthly/Yearly Returns

iShares 7-10 Year Treasury Bond (IEF) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
360 Positive Months (59%) - 247 Negative Months (41%)
Jan 1972 - Jul 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-7.91 -13.34 -2.1 -0.3 -4.1 -4.2 0.6 -0.9 3.0
2021
-3.33 -9.68 -1.1 -2.4 -2.4 1.0 0.4 1.0 2.0 -0.4 -1.6 -0.4 1.1 -0.5
2020
+10.01 +8.53 3.5 3.0 3.7 0.3 0.3 0.0 0.9 -1.0 0.3 -1.4 0.3 -0.2
2019
+8.03 +5.62 0.7 -0.5 2.7 -0.5 3.0 1.2 0.0 3.9 -1.2 0.2 -0.7 -0.9
2018
+0.99 -0.90 -2.2 -0.9 1.2 -1.3 1.0 0.2 -0.5 1.0 -1.2 -0.3 1.3 2.8
2017
+2.55 +0.44 0.2 0.7 0.1 1.1 0.8 -0.5 0.4 1.5 -1.4 -0.2 -0.3 0.2
2016
+1.00 -1.05 3.3 1.5 -0.1 -0.2 -0.1 3.1 0.2 -1.0 0.2 -1.5 -4.2 -0.1
2015
+1.51 +0.77 4.3 -2.5 0.9 -0.6 -0.4 -1.6 1.5 0.1 1.6 -0.6 -0.4 -0.5
2014
+9.07 +8.25 3.1 0.4 -0.6 0.8 1.8 -0.2 -0.2 1.9 -1.0 1.5 1.3 0.1
2013
-6.09 -7.48 -1.3 1.1 0.3 1.5 -3.1 -2.5 -0.4 -1.4 1.8 0.8 -0.9 -2.1
2012
+3.66 +1.89 0.9 -1.1 -1.6 2.5 2.9 -0.4 1.4 -0.1 -0.3 -0.4 1.0 -0.9
2011
+15.64 +12.31 0.0 -0.2 -0.2 1.8 2.5 -0.5 3.2 4.7 2.2 -1.3 0.6 2.0
2010
+9.37 +7.76 2.4 0.3 -1.1 1.7 2.9 3.0 0.9 3.4 0.0 0.0 -0.9 -3.4
2009
-6.59 -9.06 -3.9 -0.7 3.3 -2.7 -2.1 -0.6 0.8 0.8 1.1 -0.1 2.0 -4.4
2008
+17.91 +17.80 3.4 1.2 1.3 -2.4 -1.8 1.1 0.7 1.5 -0.1 -0.9 7.8 5.2
2007
+10.37 +6.05 -0.4 2.1 -0.1 0.6 -1.4 -0.5 2.3 2.3 0.1 1.1 4.0 0.0
2006
+2.52 -0.02 -0.7 -0.1 -1.4 -0.6 -0.1 0.2 1.7 1.8 1.2 0.5 1.3 -1.3
2005
+2.64 -0.75 0.9 -1.4 -0.4 2.5 1.8 0.5 -2.2 2.0 -1.8 -1.2 0.6 1.4
2004
+4.12 +0.84 1.0 1.6 1.3 -4.3 -0.5 0.7 1.2 2.8 0.3 1.0 -2.0 1.2
2003
+5.29 +3.35 -0.8 2.2 -0.4 0.1 3.8 -0.7 -5.0 0.7 5.0 -1.5 0.0 2.0
2002
+15.45 +12.77 0.4 1.9 -3.7 2.9 0.7 2.1 3.2 3.4 4.6 -2.2 -2.0 3.6
2001
+5.40 +3.79 -0.1 2.5 0.3 -2.8 -0.2 0.5 3.2 2.1 2.4 2.8 -3.4 -1.9
2000
+17.28 +13.44 -1.1 2.5 3.4 -1.0 0.1 2.5 0.4 2.8 0.0 0.7 2.7 3.2
1999
-7.83 -10.24 0.3 -4.5 0.7 -0.4 -1.7 -0.8 -0.3 0.0 1.1 -0.4 -0.7 -1.5
1998
+14.64 +12.82 2.2 -0.2 0.1 0.4 1.4 1.4 0.0 4.0 5.3 -1.2 -0.4 1.1
1997
+11.97 +10.09 -0.2 0.3 -2.0 2.0 0.9 1.7 4.2 -1.8 2.2 2.6 0.3 1.3
1996
-0.00 -3.22 0.3 -3.5 -1.0 -1.8 -0.8 1.4 0.1 -0.6 2.3 3.1 2.8 -2.2
1995
+25.55 +22.44 2.3 3.3 0.7 1.5 6.2 1.2 -1.2 1.8 1.3 1.6 2.5 1.8
1994
-7.19 -9.61 1.5 -2.8 -3.9 -1.5 -0.2 -0.6 2.2 0.1 -2.4 -0.7 0.0 1.1
1993
+12.97 +9.95 2.8 3.2 0.5 0.4 -0.3 3.2 0.3 3.4 0.8 0.2 -2.5 0.5
1992
+7.23 +4.21 -3.6 0.9 -1.3 0.1 2.6 2.0 3.6 1.3 2.4 -2.6 -0.5 2.4
1991
+18.91 +15.37 1.0 0.7 0.5 0.9 0.4 -0.5 1.0 3.3 3.1 0.6 1.3 5.4
1990
+7.70 +1.50 -2.7 0.2 -0.2 -1.8 3.7 1.9 1.2 -2.6 1.0 1.9 3.3 1.9
1989
+17.84 +12.61 1.6 -1.2 0.9 2.6 3.5 4.1 2.6 -2.3 0.4 3.4 1.2 0.0
1988
+6.90 +2.38 4.6 1.4 -2.0 -1.2 -1.4 3.3 -1.2 -0.1 3.3 2.2 -1.9 0.2
1987
-2.64 -6.78 1.0 0.5 -1.6 -4.1 -1.2 1.4 -1.1 -1.5 -3.2 5.7 0.0 1.8
1986
+21.35 +20.03 0.2 7.2 5.8 0.7 -3.9 5.6 0.7 3.4 -2.9 1.4 2.0 0.0
1985
+29.85 +25.10 3.2 -3.3 2.5 2.4 7.9 1.0 -1.1 2.7 0.7 2.7 3.5 4.6
1984
+14.87 +10.51 1.9 -1.1 -1.7 -0.6 -4.7 1.5 6.3 1.7 2.9 5.0 2.2 1.1
1983
+2.30 -1.44 -1.8 4.2 -1.3 3.0 -2.4 0.0 -3.7 -0.3 4.2 -0.8 1.6 -0.1
1982
+39.57 +34.42 0.3 1.8 0.4 2.8 2.0 -2.7 5.3 6.0 7.3 7.1 0.4 3.5
1981
+5.28 -3.34 -0.4 -3.0 2.8 -4.1 4.5 -0.8 -3.0 -2.5 -0.8 7.6 9.4 -3.4
1980
-1.29 -12.27 -3.9 -7.9 1.5 12.4 4.0 1.8 -3.2 -3.7 -0.8 -2.4 -0.4 2.7
1979
+1.83 -10.12 2.1 -0.7 1.2 -0.8 2.7 2.4 -0.6 -0.7 -0.5 -7.0 3.0 1.2
1978
-0.74 -8.95 -0.4 0.0 -0.1 0.1 -0.5 -0.6 1.1 1.8 -0.4 -1.9 1.4 -1.1
1977
+0.53 -5.78 -3.6 0.3 0.8 0.4 1.1 1.9 -0.9 1.6 -0.3 -0.8 1.1 -0.9
1976
+15.29 +9.95 0.4 0.9 1.4 0.6 -1.3 1.3 0.7 2.0 1.4 1.5 3.5 2.0
1975
+5.52 -1.32 -0.3 1.1 -3.1 -1.3 2.5 1.2 -1.0 0.5 -1.0 4.6 -0.9 3.3
1974
+4.05 -7.38 -0.1 0.5 -2.2 -1.1 1.6 -0.2 -1.1 -0.8 1.8 1.7 1.7 2.3
1973
+3.29 -4.99 -0.4 -0.2 -0.1 0.8 -1.1 0.5 -2.8 1.9 3.1 1.9 0.7 -0.9
1972
+2.35 -1.02 -1.0 0.9 -0.1 0.4 1.2 -0.2 0.7 -1.7 -0.3 1.5 1.5 -0.4

ETF Returns, up to December 2002, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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