Data Source: from January 1871 to September 2023 (~153 years)
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Category: Fixed Income
ETF: iShares 3-7 Year Treasury Bond (IEI)
ETF • LIVE PERFORMANCE (USD currency)
0.63%
1 Day
Oct 02 2023, 04:00PM Eastern Time
0.63%
Current Month
October 2023
In the last 30 Years, the iShares 3-7 Year Treasury Bond (IEI) ETF obtained a 3.99% compound annual return, with a 4.41% standard deviation.
Table of contents
The ETF is related to the following investment themes:
- Asset Class: Bond
- Region: North America
- Country: U.S.
- Bond - Duration: Intermediate-Term
The iShares 3-7 Year Treasury Bond (IEI) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | IEI Weight▾ |
|---|---|---|
| Larry Portfolio | Larry Swedroe | 70.00% |
| Desert Portfolio | Gyroscopic Investing | 60.00% |
| Desert Portfolio with Bitcoin | Gyroscopic Investing | 60.00% |
| Sandwich Portfolio | Bob Clyatt | 41.00% |
| Simple Money Portfolio | Tim Maurer | 40.00% |
| 7Twelve Portfolio | Craig Israelsen | 25.00% |
| Ultimate Buy&Hold | FundAdvice | 20.00% |
| Robust | Alpha Architect | 20.00% |
| Edge Select Conservative | Merrill Lynch | 17.00% |
| Edge Select Moderately Conservative | Merrill Lynch | 17.00% |
| All Weather Portfolio | Ray Dalio | 15.00% |
| Lazy Portfolio | David Swensen | 15.00% |
| Pinwheel | 15.00% | |
| All Weather Portfolio with Bitcoin | Ray Dalio | 15.00% |
| Edge Select Moderate | Merrill Lynch | 14.00% |
| Edge Select Moderately Aggressive | Merrill Lynch | 9.00% |
| Edge Select Aggressive | Merrill Lynch | 5.00% |
Investment Returns as of Sep 30, 2023
The iShares 3-7 Year Treasury Bond (IEI) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ISHARES 3-7 YEAR TREASURY BOND (IEI) ETF
Consolidated returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Sep 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Oct 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~153Y) |
|||
| iShares 3-7 Year Treasury Bond (IEI) ETF | -0.63 | -0.63 | -1.28 | -2.73 | 0.93 | 0.43 | 0.73 | 3.99 | 4.46 | |||
| US Inflation Adjusted return | -1.28 | -4.37 | -2.43 | -3.43 | -1.97 | 1.42 | 2.30 | |||||
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Aug 2023.
Waiting for updates, inflation of Sep 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.44%
, 5Y: 3.99%
, 10Y: 2.75%
, 30Y: 2.53%
Live update: World Markets and Indexes
In 2022, the iShares 3-7 Year Treasury Bond (IEI) ETF granted a 1.23% dividend yield. If you are interested in getting periodic income, please refer to the iShares 3-7 Year Treasury Bond (IEI) ETF: Dividend Yield page.
Capital Growth as of Sep 30, 2023
An investment of 1$, since October 1993,
now would be worth 3.23$, with a total return of 223.04% (3.99% annualized).
The Inflation Adjusted Capital now would be 1.53$, with a net total return of 52.67% (1.42% annualized).
The Inflation Adjusted Capital now would be 1.53$, with a net total return of 52.67% (1.42% annualized).
An investment of 1$, since January 1871,
now would be worth 789.03$, with a total return of 78802.54% (4.46% annualized).
The Inflation Adjusted Capital now would be 32.05$, with a net total return of 3105.48% (2.30% annualized).
The Inflation Adjusted Capital now would be 32.05$, with a net total return of 3105.48% (2.30% annualized).
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Investment Metrics as of Sep 30, 2023
Metrics of iShares 3-7 Year Treasury Bond (IEI) ETF, updated as of 30 September 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ISHARES 3-7 YEAR TREASURY BOND (IEI) ETF
Advanced Metrics
Data Source: 1 January 1871 - 30 September 2023 (~153 years)
Swipe left to see all data
| Metrics as of Sep 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~153Y) |
|
| Investment Return (%) | -1.28 | -1.24 | -2.73 | 0.93 | -4.23 | 0.43 | 0.73 | 2.54 | 3.99 | 4.46 |
| Infl. Adjusted Return (%) details | -1.28 | -1.85 | -4.37 | -2.43 | -9.36 | -3.43 | -1.97 | -0.02 | 1.42 | 2.30 |
| US Inflation (%) | 0.00 | 0.63 | 1.72 | 3.44 | 5.66 | 3.99 | 2.75 | 2.56 | 2.53 | 2.12 |
| Waiting for updates, inflation of Sep 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -3.33 | -13.42 | -13.59 | -13.59 | -13.59 | -13.59 | -13.59 | |||
| Start to Recovery (# months) details | 5* | 36* | 38* | 38* | 38* | 38* | 38* | |||
| Start (yyyy mm) | 2023 05 | 2020 10 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | |||
| Start to Bottom (# months) | 5 | 25 | 27 | 27 | 27 | 27 | 27 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | |||
| Bottom to End (# months) | 0 | 11 | 11 | 11 | 11 | 11 | 11 | |||
| End (yyyy mm) | - | - | - | - | - | - | - | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-3.55 | |||
| Start to Recovery (# months) details | 40 | |||||||||
| Start (yyyy mm) | 2023 05 | 2020 10 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 1954 08 | |||
| Start to Bottom (# months) | 5 | 25 | 27 | 27 | 27 | 27 | 36 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 1957 07 | |||
| Bottom to End (# months) | 0 | 11 | 11 | 11 | 11 | 11 | 4 | |||
| End (yyyy mm) | - | - | - | - | - | - | 1957 11 | |||
| Longest negative period (# months) details | 10* | 36* | 57* | 87* | 87* | 87* | 87* | |||
| Period Start (yyyy mm) | 2022 12 | 2020 10 | 2019 01 | 2016 07 | 2016 07 | 2016 07 | 2016 07 | |||
| Period End (yyyy mm) | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | |||
| Annualized Return (%) | -0.94 | -4.23 | -0.11 | -0.15 | -0.15 | -0.15 | -0.15 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -4.77 | -25.54 | -26.43 | -26.43 | -26.43 | -26.43 | -48.09 | |||
| Start to Recovery (# months) details | 8* | 36* | 40* | 40* | 40* | 40* | 165 | |||
| Start (yyyy mm) | 2023 02 | 2020 10 | 2020 06 | 2020 06 | 2020 06 | 2020 06 | 1916 03 | |||
| Start to Bottom (# months) | 8 | 36 | 40 | 40 | 40 | 40 | 52 | |||
| Bottom (yyyy mm) | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 1920 06 | |||
| Bottom to End (# months) | 0 | 0 | 0 | 0 | 0 | 0 | 113 | |||
| End (yyyy mm) | - | - | - | - | - | - | 1929 11 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
-7.86 | -7.86 | -7.31 | -47.18 | |||
| Start to Recovery (# months) details | 43 | 43 | 54 | 538 | ||||||
| Start (yyyy mm) | 2023 02 | 2020 10 | 2020 06 | 2016 08 | 2016 08 | 2003 06 | 1941 05 | |||
| Start to Bottom (# months) | 8 | 36 | 40 | 27 | 27 | 37 | 485 | |||
| Bottom (yyyy mm) | 2023 09 | 2023 09 | 2023 09 | 2018 10 | 2018 10 | 2006 06 | 1981 09 | |||
| Bottom to End (# months) | 0 | 0 | 0 | 16 | 16 | 17 | 53 | |||
| End (yyyy mm) | - | - | - | 2020 02 | 2020 02 | 2007 11 | 1986 02 | |||
| Longest negative period (# months) details | 12* | 36* | 60* | 120* | 240* | 244* | 623 | |||
| Period Start (yyyy mm) | 2022 10 | 2020 10 | 2018 10 | 2013 10 | 2003 10 | 2003 06 | 1932 08 | |||
| Period End (yyyy mm) | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 2023 09 | 1984 06 | |||
| Annualized Return (%) | -2.43 | -9.36 | -3.43 | -1.97 | -0.02 | -0.12 | 0.00 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 5.34 | 4.67 | 4.45 | 3.70 | 3.91 | 4.41 | 4.42 | |||
| Sharpe Ratio | -0.66 | -1.25 | -0.26 | -0.06 | 0.33 | 0.40 | 0.11 | |||
| Sortino Ratio | -1.03 | -1.81 | -0.36 | -0.09 | 0.46 | 0.56 | 0.16 | |||
| Ulcer Index | 1.55 | 7.76 | 6.16 | 4.54 | 3.37 | 3.11 | 2.13 | |||
| Ratio: Return / Standard Deviation | 0.17 | -0.91 | 0.10 | 0.20 | 0.65 | 0.90 | 1.01 | |||
| Ratio: Return / Deepest Drawdown | 0.28 | -0.32 | 0.03 | 0.05 | 0.19 | 0.29 | 0.33 | |||
| % Positive Months details | 41% | 36% | 50% | 50% | 57% | 61% | 67% | |||
| Positive Months | 5 | 13 | 30 | 60 | 139 | 220 | 1237 | |||
| Negative Months | 7 | 23 | 30 | 60 | 101 | 140 | 596 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 0.73 | 4.88 | 7.88 | 13.85 | ||||||
| Worst 10 Years Return (%) - Annualized | 0.48 | 0.48 | 0.48 | |||||||
| Best 10 Years Return (%) - Annualized | -1.97 | 3.09 | 5.27 | 9.53 | ||||||
| Worst 10 Years Return (%) - Annualized | -2.03 | -2.03 | -4.38 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 20.44 | 12.45 | 8.91 | 7.88 | 6.10 | 3.99 | ||||
| Worst Rolling Return (%) - Annualized | -11.36 | -4.23 | -0.20 | 0.48 | 2.54 | |||||
| % Positive Periods | 77% | 94% | 99% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 17.46 | 9.94 | 6.41 | 5.27 | 3.75 | 1.42 | ||||
| Worst Rolling Return (%) - Annualized | -18.08 | -9.36 | -3.90 | -2.03 | -0.02 | |||||
| % Positive Periods | 65% | 76% | 83% | 90% | 98% | 100% | ||||
| Over all the available data source (Jan 1871 - Sep 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 34.57 | 19.06 | 20.18 | 13.85 | 10.90 | 9.18 | ||||
| Worst Rolling Return (%) - Annualized | -11.36 | -4.23 | -0.20 | 0.48 | 1.71 | 2.16 | ||||
| % Positive Periods | 85% | 98% | 99% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 30.18 | 17.36 | 16.51 | 9.53 | 7.75 | 5.97 | ||||
| Worst Rolling Return (%) - Annualized | -21.06 | -13.90 | -12.11 | -4.38 | -2.07 | -1.16 | ||||
| % Positive Periods | 63% | 71% | 71% | 74% | 79% | 85% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 29.44 | 20.23 | 9.99 | 5.74 | 5.04 | 4.11 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.40 | 2.24 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Correlations as of Sep 30, 2023
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset correlations are calculated based on monthly returns.
Monthly correlations of iShares 3-7 Year Treasury Bond (IEI) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
ISHARES 3-7 YEAR TREASURY BOND (IEI) ETF
Monthly correlations as of 30 September 2023
Swipe left to see all data
| Correlation vs IEI | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
VTI
|
US Total Stock Market |
0.43
|
0.09
|
0.00
|
-0.13
|
-0.13
|
|
SPY
|
US Large Cap |
0.48
|
0.11
|
0.01
|
-0.11
|
-0.10
|
|
IJR
|
US Small Cap |
0.09
|
-0.07
|
-0.13
|
-0.20
|
-0.19
|
|
VNQ
|
US REITs |
0.52
|
0.16
|
0.25
|
0.03
|
0.04
|
|
QQQ
|
US Technology |
0.53
|
0.23
|
0.13
|
-0.13
|
-0.12
|
|
PFF
|
Preferred Stocks |
0.45
|
0.21
|
0.25
|
0.13
|
0.14
|
|
EFA
|
EAFE Stocks |
0.67
|
0.19
|
0.08
|
-0.12
|
-0.10
|
|
VT
|
World All Countries |
0.58
|
0.13
|
0.03
|
-0.14
|
-0.12
|
|
EEM
|
Emerging Markets |
0.70
|
0.19
|
0.11
|
-0.10
|
-0.08
|
|
VGK
|
Europe |
0.60
|
0.17
|
0.08
|
-0.11
|
-0.09
|
|
VPL
|
Pacific |
0.72
|
0.21
|
0.09
|
-0.08
|
-0.06
|
|
FLLA
|
Latin America |
0.26
|
-0.12
|
-0.10
|
-0.18
|
-0.17
|
|
BND
|
US Total Bond Market |
0.95
|
0.86
|
0.87
|
0.86
|
0.87
|
|
TLT
|
Long Term Treasuries |
0.86
|
0.84
|
0.84
|
0.79
|
0.79
|
|
BIL
|
US Cash |
-0.13
|
0.10
|
0.06
|
0.17
|
0.17
|
|
TIP
|
TIPS |
0.86
|
0.71
|
0.73
|
0.76
|
0.77
|
|
LQD
|
Invest. Grade Bonds |
0.90
|
0.69
|
0.68
|
0.64
|
0.64
|
|
HYG
|
High Yield Bonds |
0.70
|
0.27
|
0.22
|
0.05
|
0.07
|
|
CWB
|
US Convertible Bonds |
0.32
|
0.06
|
0.03
|
-0.14
|
-0.13
|
|
BNDX
|
International Bonds |
0.83
|
0.73
|
0.72
|
0.56
|
0.57
|
|
EMB
|
Emerg. Market Bonds |
0.70
|
0.35
|
0.36
|
0.21
|
0.22
|
|
GLD
|
Gold |
0.93
|
0.48
|
0.48
|
0.23
|
0.22
|
|
DBC
|
Commodities |
0.20
|
-0.29
|
-0.27
|
-0.03
|
-0.03
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
ISHARES 3-7 YEAR TREASURY BOND (IEI) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1871 - 30 September 2023 (~153 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -13.59% | Aug 2020 | Oct 2022 | 27 | in progress | 11 | 38 | 7.70 |
| -6.47% | Feb 1994 | Nov 1994 | 10 | Apr 1995 | 5 | 15 | 4.59 |
| -4.86% | Feb 1996 | May 1996 | 4 | Oct 1996 | 5 | 9 | 3.16 |
| -4.67% | Oct 1998 | Jan 2000 | 16 | Jun 2000 | 5 | 21 | 2.92 |
| -4.29% | Jun 2003 | Jul 2003 | 2 | Feb 2004 | 7 | 9 | 2.29 |
| -4.03% | Nov 2001 | Mar 2002 | 5 | Jun 2002 | 3 | 8 | 2.32 |
| -3.74% | Apr 2004 | May 2004 | 2 | Oct 2004 | 5 | 7 | 2.25 |
| -3.68% | Aug 2016 | Apr 2018 | 21 | Mar 2019 | 11 | 32 | 2.28 |
| -3.50% | Apr 2008 | May 2008 | 2 | Oct 2008 | 5 | 7 | 1.96 |
| -3.16% | Jan 2009 | Jun 2009 | 6 | Nov 2009 | 5 | 11 | 1.74 |
| -3.14% | May 2013 | Aug 2013 | 4 | Oct 2014 | 14 | 18 | 1.68 |
| -3.07% | Nov 2010 | Mar 2011 | 5 | May 2011 | 2 | 7 | 2.10 |
| -2.58% | Dec 1996 | Mar 1997 | 4 | Jun 1997 | 3 | 7 | 1.30 |
| -2.52% | Dec 2009 | Dec 2009 | 1 | May 2010 | 5 | 6 | 1.13 |
| -2.05% | Sep 2005 | Apr 2006 | 8 | Aug 2006 | 4 | 12 | 1.35 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -26.43% | Jun 2020 | Sep 2023 | 40 | in progress | 40 | 16.46 | |
| -8.66% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 | 5.97 |
| -7.86% | Aug 2016 | Oct 2018 | 27 | Feb 2020 | 16 | 43 | 4.50 |
| -7.60% | Oct 1998 | Jan 2000 | 16 | Nov 2000 | 10 | 26 | 4.79 |
| -7.31% | Jun 2003 | Jun 2006 | 37 | Nov 2007 | 17 | 54 | 3.62 |
| -6.19% | Feb 1996 | May 1996 | 4 | Jul 1997 | 14 | 18 | 3.37 |
| -5.61% | Jan 2009 | Jun 2009 | 6 | Jun 2010 | 12 | 18 | 3.30 |
| -5.22% | Mar 2008 | Jun 2008 | 4 | Nov 2008 | 5 | 9 | 3.27 |
| -5.13% | Nov 2010 | Mar 2011 | 5 | Aug 2011 | 5 | 10 | 3.05 |
| -4.62% | Nov 2001 | Mar 2002 | 5 | Jul 2002 | 4 | 9 | 2.34 |
| -4.38% | Aug 2012 | Aug 2013 | 13 | Jan 2015 | 17 | 30 | 2.71 |
| -3.23% | Feb 2015 | Jun 2015 | 5 | Jan 2016 | 7 | 12 | 1.96 |
| -2.38% | Feb 2012 | Mar 2012 | 2 | Jul 2012 | 4 | 6 | 1.18 |
| -2.18% | Oct 2002 | Nov 2002 | 2 | Dec 2002 | 1 | 3 | 1.17 |
| -1.78% | Apr 2001 | May 2001 | 2 | Jul 2001 | 2 | 4 | 1.29 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -13.59% | Aug 2020 | Oct 2022 | 27 | in progress | 11 | 38 | 7.70 |
| -10.70% | Jul 1979 | Feb 1980 | 8 | Apr 1980 | 2 | 10 | 4.87 |
| -8.68% | May 1958 | Sep 1959 | 17 | Jul 1960 | 10 | 27 | 5.51 |
| -8.66% | Jul 1980 | Aug 1981 | 14 | Nov 1981 | 3 | 17 | 6.19 |
| -8.43% | Jul 1895 | Aug 1896 | 14 | Jan 1897 | 5 | 19 | 5.10 |
| -7.91% | Apr 1971 | Jul 1971 | 4 | Oct 1971 | 3 | 7 | 4.65 |
| -6.91% | Aug 1968 | Sep 1969 | 14 | Feb 1970 | 5 | 19 | 3.68 |
| -6.76% | Sep 1931 | Jan 1932 | 5 | Jun 1932 | 5 | 10 | 3.29 |
| -6.47% | Feb 1994 | Nov 1994 | 10 | Apr 1995 | 5 | 15 | 4.59 |
| -5.96% | Mar 1970 | May 1970 | 3 | Sep 1970 | 4 | 7 | 3.22 |
| -5.88% | Jul 1873 | Oct 1873 | 4 | Feb 1874 | 4 | 8 | 3.24 |
| -5.80% | Feb 1898 | Apr 1898 | 3 | Jul 1898 | 3 | 6 | 3.41 |
| -5.46% | Mar 1987 | Sep 1987 | 7 | Dec 1987 | 3 | 10 | 2.88 |
| -4.92% | Aug 1939 | Sep 1939 | 2 | Mar 1940 | 6 | 8 | 2.07 |
| -4.86% | Feb 1996 | May 1996 | 4 | Oct 1996 | 5 | 9 | 3.16 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -48.09% | Mar 1916 | Jun 1920 | 52 | Nov 1929 | 113 | 165 | 22.55 |
| -47.18% | May 1941 | Sep 1981 | 485 | Feb 1986 | 53 | 538 | 27.57 |
| -26.43% | Jun 2020 | Sep 2023 | 40 | in progress | 40 | 16.46 | |
| -17.93% | Jul 1879 | Jan 1880 | 7 | Sep 1883 | 44 | 51 | 10.30 |
| -17.89% | Aug 1897 | Oct 1902 | 63 | Feb 1911 | 100 | 163 | 9.93 |
| -12.80% | Jul 1892 | Feb 1893 | 8 | Aug 1893 | 6 | 14 | 7.22 |
| -10.06% | Jul 1871 | Apr 1872 | 10 | Jun 1873 | 14 | 24 | 6.77 |
| -9.05% | May 1911 | Oct 1913 | 30 | Feb 1915 | 16 | 46 | 5.31 |
| -8.68% | Jul 1876 | Jan 1877 | 7 | Jun 1877 | 5 | 12 | 4.22 |
| -8.66% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 | 5.97 |
| -8.26% | Jul 1886 | Jan 1888 | 19 | Jan 1889 | 12 | 31 | 4.41 |
| -8.25% | Mar 1987 | Sep 1987 | 7 | Feb 1988 | 5 | 12 | 4.36 |
| -8.15% | Apr 1895 | Oct 1895 | 7 | Jun 1896 | 8 | 15 | 4.52 |
| -7.86% | Aug 2016 | Oct 2018 | 27 | Feb 2020 | 16 | 43 | 4.50 |
| -7.60% | Oct 1998 | Jan 2000 | 16 | Nov 2000 | 10 | 26 | 4.79 |
Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
ISHARES 3-7 YEAR TREASURY BOND (IEI) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1871 - 30 September 2023 (~153 years)
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| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -11.36 |
10/2021 09/2022 |
0.88$ | -1.30 | 0.98$ | 4.13 | 1.04$ | 10.53 | 1.10$ | 20.44 |
01/1995 12/1995 |
1.20$ | 0.93 | 22.92% |
| 2Y | -6.75 |
11/2020 10/2022 |
0.86$ | 0.91 | 1.01$ | 4.20 | 1.08$ | 8.67 | 1.18$ | 13.53 |
10/2000 09/2002 |
1.28$ | -5.42 | 9.79% |
| 3Y | -4.23 |
10/2020 09/2023 |
0.87$ | 1.25 | 1.03$ | 4.89 | 1.15$ | 7.82 | 1.25$ | 12.45 |
06/2000 05/2003 |
1.42$ | -4.23 | 5.54% |
| 5Y | -0.20 |
11/2017 10/2022 |
0.99$ | 1.49 | 1.07$ | 4.95 | 1.27$ | 7.43 | 1.43$ | 8.91 |
10/1997 09/2002 |
1.53$ | 0.43 | 0.66% |
| 7Y | -0.11 |
10/2016 09/2023 |
0.99$ | 1.85 | 1.13$ | 5.34 | 1.43$ | 7.07 | 1.61$ | 8.94 |
11/1994 10/2001 |
1.82$ | -0.11 | 0.36% |
| 10Y | 0.48 |
11/2012 10/2022 |
1.04$ | 2.46 | 1.27$ | 4.69 | 1.58$ | 6.66 | 1.90$ | 7.88 |
11/1994 10/2004 |
2.13$ | 0.73 | 0.00% |
| 15Y | 1.84 |
10/2008 09/2023 |
1.31$ | 3.35 | 1.63$ | 4.82 | 2.02$ | 6.46 | 2.55$ | 7.14 |
12/1994 11/2009 |
2.81$ | 1.84 | 0.00% |
| 20Y | 2.54 |
10/2003 09/2023 |
1.65$ | 3.42 | 1.96$ | 4.74 | 2.52$ | 5.64 | 2.99$ | 6.10 |
12/1994 11/2014 |
3.27$ | 2.54 | 0.00% |
| 30Y | 3.99 |
10/1993 09/2023 |
3.23$ | 3.99 | 3.23$ | 3.99 | 3.23$ | 3.99 | 3.23$ | 3.99 |
10/1993 09/2023 |
3.23$ | 3.99 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -18.08 |
10/2021 09/2022 |
0.81$ | -4.01 | 0.95$ | 1.98 | 1.01$ | 8.39 | 1.08$ | 17.46 |
01/1995 12/1995 |
1.17$ | -2.43 | 34.10% |
| 2Y | -12.83 |
11/2020 10/2022 |
0.75$ | -1.22 | 0.97$ | 2.22 | 1.04$ | 6.69 | 1.13$ | 11.22 |
10/2000 09/2002 |
1.23$ | -10.60 | 28.49% |
| 3Y | -9.36 |
10/2020 09/2023 |
0.74$ | -0.54 | 0.98$ | 2.56 | 1.07$ | 5.61 | 1.17$ | 9.94 |
06/2000 05/2003 |
1.32$ | -9.36 | 23.08% |
| 5Y | -3.90 |
11/2017 10/2022 |
0.81$ | -0.12 | 0.99$ | 2.42 | 1.12$ | 4.93 | 1.27$ | 6.41 |
10/1997 09/2002 |
1.36$ | -3.43 | 16.28% |
| 7Y | -3.48 |
10/2016 09/2023 |
0.78$ | 0.14 | 1.00$ | 2.80 | 1.21$ | 4.54 | 1.36$ | 6.35 |
06/1996 05/2003 |
1.53$ | -3.48 | 12.27% |
| 10Y | -2.03 |
11/2012 10/2022 |
0.81$ | 0.80 | 1.08$ | 2.54 | 1.28$ | 4.00 | 1.47$ | 5.27 |
11/1994 10/2004 |
1.67$ | -1.97 | 9.96% |
| 15Y | -0.48 |
03/2008 02/2023 |
0.92$ | 1.25 | 1.20$ | 2.70 | 1.49$ | 3.96 | 1.79$ | 4.54 |
12/1994 11/2009 |
1.94$ | -0.44 | 6.63% |
| 20Y | -0.02 |
10/2003 09/2023 |
0.99$ | 0.99 | 1.21$ | 2.57 | 1.66$ | 3.27 | 1.90$ | 3.75 |
02/1995 01/2015 |
2.08$ | -0.02 | 1.65% |
| 30Y | 1.42 |
10/1993 09/2023 |
1.52$ | 1.42 | 1.52$ | 1.42 | 1.52$ | 1.42 | 1.52$ | 1.42 |
10/1993 09/2023 |
1.52$ | 1.42 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -11.36 |
10/2021 09/2022 |
0.88$ | 0.06 | 1.00$ | 3.94 | 1.03$ | 8.94 | 1.08$ | 34.57 |
10/1981 09/1982 |
1.34$ | 0.93 | 14.65% |
| 2Y | -6.75 |
11/2020 10/2022 |
0.86$ | 1.50 | 1.03$ | 3.72 | 1.07$ | 8.03 | 1.16$ | 25.05 |
07/1984 06/1986 |
1.56$ | -5.42 | 4.25% |
| 3Y | -4.23 |
10/2020 09/2023 |
0.87$ | 2.03 | 1.06$ | 3.77 | 1.11$ | 7.43 | 1.23$ | 19.06 |
07/1982 06/1985 |
1.68$ | -4.23 | 1.61% |
| 5Y | -0.20 |
11/2017 10/2022 |
0.99$ | 2.21 | 1.11$ | 3.86 | 1.20$ | 7.12 | 1.41$ | 20.18 |
09/1981 08/1986 |
2.50$ | 0.43 | 0.17% |
| 7Y | -0.11 |
10/2016 09/2023 |
0.99$ | 2.47 | 1.18$ | 3.87 | 1.30$ | 6.97 | 1.60$ | 15.92 |
03/1980 02/1987 |
2.81$ | -0.11 | 0.06% |
| 10Y | 0.48 |
11/2012 10/2022 |
1.04$ | 2.61 | 1.29$ | 3.98 | 1.47$ | 7.32 | 2.02$ | 13.85 |
10/1981 09/1991 |
3.65$ | 0.73 | 0.00% |
| 15Y | 1.37 |
02/1945 01/1960 |
1.22$ | 2.66 | 1.48$ | 3.95 | 1.78$ | 7.78 | 3.07$ | 11.81 |
12/1980 11/1995 |
5.33$ | 1.84 | 0.00% |
| 20Y | 1.71 |
08/1939 07/1959 |
1.40$ | 2.86 | 1.75$ | 3.99 | 2.18$ | 7.86 | 4.53$ | 10.90 |
10/1981 09/2001 |
7.91$ | 2.54 | 0.00% |
| 30Y | 2.16 |
01/1940 12/1969 |
1.89$ | 2.96 | 2.39$ | 3.83 | 3.08$ | 7.86 | 9.66$ | 9.18 |
09/1981 08/2011 |
13.92$ | 3.99 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -21.06 |
07/1919 06/1920 |
0.78$ | -5.31 | 0.94$ | 2.10 | 1.02$ | 10.39 | 1.10$ | 30.18 |
06/1877 05/1878 |
1.30$ | -2.43 | 36.66% |
| 2Y | -16.27 |
07/1918 06/1920 |
0.70$ | -3.06 | 0.93$ | 2.26 | 1.04$ | 8.48 | 1.17$ | 23.31 |
07/1920 06/1922 |
1.52$ | -10.60 | 31.27% |
| 3Y | -13.90 |
02/1917 01/1920 |
0.63$ | -2.27 | 0.93$ | 2.37 | 1.07$ | 7.91 | 1.25$ | 17.36 |
08/1873 07/1876 |
1.61$ | -9.36 | 28.25% |
| 5Y | -12.11 |
07/1915 06/1920 |
0.52$ | -1.49 | 0.92$ | 2.02 | 1.10$ | 7.01 | 1.40$ | 16.51 |
11/1873 10/1878 |
2.14$ | -3.43 | 28.13% |
| 7Y | -7.82 |
07/1913 06/1920 |
0.56$ | -1.25 | 0.91$ | 2.07 | 1.15$ | 6.40 | 1.54$ | 13.69 |
06/1872 05/1879 |
2.45$ | -3.48 | 25.94% |
| 10Y | -4.38 |
07/1910 06/1920 |
0.63$ | -1.18 | 0.88$ | 1.74 | 1.18$ | 6.32 | 1.84$ | 9.53 |
10/1981 09/1991 |
2.48$ | -1.97 | 25.96% |
| 15Y | -3.29 |
07/1905 06/1920 |
0.60$ | -0.67 | 0.90$ | 1.92 | 1.33$ | 5.69 | 2.29$ | 8.46 |
04/1871 03/1886 |
3.38$ | -0.44 | 22.55% |
| 20Y | -2.07 |
07/1900 06/1920 |
0.65$ | -0.54 | 0.89$ | 2.15 | 1.53$ | 4.72 | 2.51$ | 7.75 |
05/1872 04/1892 |
4.45$ | -0.02 | 20.01% |
| 30Y | -1.16 |
05/1940 04/1970 |
0.70$ | 0.01 | 1.00$ | 2.09 | 1.85$ | 3.89 | 3.14$ | 5.97 |
10/1981 09/2011 |
5.69$ | 1.42 | 14.86% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
If you need a deeper detail about rolling returns, please refer to the iShares 3-7 Year Treasury Bond (IEI) ETF: Rolling Returns page.
Seasonality
In which months is it better to invest in iShares 3-7 Year Treasury Bond (IEI) ETF?
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.
For further information about the seasonality, check the Asset Class Seasonality page.
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.55
60% |
-0.46
20% |
0.59
60% |
-0.16
60% |
0.45
80% |
-0.22
40% |
0.60
80% |
-0.23
20% |
-1.11
20% |
-0.28
40% |
0.63
80% |
0.16
40% |
| Best |
2.1 2023 |
1.9 2020 |
2.9 2023 |
0.6 2023 |
1.8 2019 |
0.9 2019 |
1.7 2022 |
2.1 2019 |
0.1 2020 |
0.3 2019 |
2.2 2022 |
1.8 2018 |
| Worst |
-1.4 2022 |
-2.4 2023 |
-3.2 2022 |
-2.0 2022 |
-0.9 2023 |
-1.2 2023 |
-0.2 2019 |
-2.7 2022 |
-2.9 2022 |
-0.8 2021 |
-0.4 2019 |
-0.6 2022 |
Monthly Seasonality over the period Feb 1871 - Sep 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.76
70% |
-0.30
40% |
0.40
70% |
-0.07
50% |
0.40
70% |
-0.02
30% |
0.34
70% |
0.05
40% |
-0.61
30% |
-0.12
40% |
0.08
60% |
-0.11
30% |
| Best |
2.3 2015 |
1.9 2020 |
2.9 2023 |
0.7 2017 |
1.8 2019 |
1.8 2016 |
1.7 2022 |
2.1 2019 |
1.1 2015 |
1.0 2014 |
2.2 2022 |
1.8 2018 |
| Worst |
-1.4 2022 |
-2.4 2023 |
-3.2 2022 |
-2.0 2022 |
-0.9 2023 |
-1.2 2023 |
-0.5 2014 |
-2.7 2022 |
-2.9 2022 |
-0.8 2021 |
-2.2 2016 |
-1.3 2013 |
Monthly Seasonality over the period Feb 1871 - Sep 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.32
68% |
0.35
70% |
0.37
73% |
0.29
67% |
0.43
69% |
0.40
66% |
0.16
60% |
0.28
61% |
0.43
69% |
0.43
68% |
0.60
72% |
0.40
67% |
| Best |
5.5 1968 |
6.9 1970 |
5.0 1971 |
10.5 1980 |
5.7 1985 |
3.2 1989 |
4.5 1982 |
5.1 1982 |
4.6 1982 |
6.5 1981 |
8.4 1981 |
5.3 1873 |
| Worst |
-3.1 1896 |
-7.5 1980 |
-3.2 2022 |
-4.8 1970 |
-3.2 1984 |
-2.5 1967 |
-3.9 2003 |
-5.0 1980 |
-3.9 1939 |
-5.7 1979 |
-2.3 2001 |
-3.1 1969 |
Monthly Seasonality over the period Feb 1871 - Sep 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the iShares 3-7 Year Treasury Bond (IEI) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
ISHARES 3-7 YEAR TREASURY BOND (IEI) ETF
Monthly Returns Distribution
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1871 - 30 September 2023 (~153 years)
220 Positive Months (61%) - 140 Negative Months (39%)
1237 Positive Months (67%) - 596 Negative Months (33%)
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(Scroll down to see all data)
Investment Returns, up to December 2007, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets.
They have been derived using the historical series of equivalent ETFs / Assets.
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