Simulation Settings
Category: Fixed Income
Period: January 1960 - December 2024 (~65 years)
Consolidated Returns as of 31 December 2024
Consolidated Returns as of 31 December 2024
Currency:
CAD
IEF is not denominated in CAD. Returns are simulated using exchange rates or interest rate differentials in case of currency hedging.
Results
iShares 7-10 Year Treasury Bond (IEF)
1.00$
Initial Capital
January 1995
January 1995
3.97$
Final Capital
December 2024
December 2024
4.70%
Yearly Return
6.86%
Std Deviation
-24.06%
Max Drawdown
53months*
Recovery Period
* in progress
* in progress
1.00$
Initial Capital
January 1960
January 1960
87.03$
Final Capital
December 2024
December 2024
7.11%
Yearly Return
7.59%
Std Deviation
-24.06%
Max Drawdown
53months*
Recovery Period
* in progress
* in progress
The iShares 7-10 Year Treasury Bond (IEF) to CAD Hedged ETF covers to the following investment themes:
- Asset Class: Bond
- Region: North America
- Country: U.S.
- Bond - Duration: Intermediate-Term
As of December 2024, in the previous 30 Years, the iShares 7-10 Year Treasury Bond (IEF) to CAD Hedged ETF obtained a 4.70% compound annual return, with a 6.86% standard deviation. It suffered a maximum drawdown of -24.06% which has been ongoing for 53 months and is still in progress.
Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information.
The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.
Table of contents
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Exclusive new asset allocations in EUR and USD
The iShares 7-10 Year Treasury Bond (IEF) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | IEF Weight▾ | Currency |
|---|---|---|---|
| Cockroach Portfolio To CAD Bond Hedged | Tony Dong | 20.00% | CAD Hedged |
Evaluate your portfolio strategy in 6 different currencies
Investment Returns as of Dec 31, 2024
The iShares 7-10 Year Treasury Bond (IEF) to CAD Hedged ETF guaranteed the following returns.
Returns are calculated in CAD, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
- for non-CAD assets, the currency hedging cost, taking into account the interest rate differentials, with a yearly additional expense ratio of 0.25%.
ISHARES 7-10 YEAR TREASURY BOND (IEF) TO CAD HEDGED ETF
1 January 1960 - 31 December 2024 (~65 years)
Live Update: January 2025
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| Chg (%) | Return (%) | Return (%) as of Dec 31, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | --- |
YTD (12M) |
1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX (~65Y) |
|||
| Investment Return | --- | --- | -1.63 | -2.38 | 0.23 | -1.63 | -1.94 | 0.16 | 4.70 | 7.11 | |||
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
| The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation. | |||||||||||||
Capital Growth as of Dec 31, 2024
An investment of 1$, from January 1995 to December 2024,
would be worth 3.97$, with a total return of 296.81% (4.70% annualized).
The Inflation Adjusted Capital would be 2.12$, with a net total return of 112.43% (2.54% annualized).
The Inflation Adjusted Capital would be 2.12$, with a net total return of 112.43% (2.54% annualized).
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An investment of 1$, from January 1960 to December 2024,
would be worth 87.03$, with a total return of 8602.58% (7.11% annualized).
The Inflation Adjusted Capital would be 8.37$, with a net total return of 736.79% (3.32% annualized).
The Inflation Adjusted Capital would be 8.37$, with a net total return of 736.79% (3.32% annualized).
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Investment Metrics as of Dec 31, 2024
Metrics of iShares 7-10 Year Treasury Bond (IEF) to CAD Hedged ETF, updated as of 31 December 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.
These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
- for non-CAD assets, the currency hedging cost, taking into account the interest rate differentials, with a yearly additional expense ratio of 0.25%.
ISHARES 7-10 YEAR TREASURY BOND (IEF) TO CAD HEDGED ETF
Advanced Metrics
1 January 1960 - 31 December 2024 (~65 years)
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| Metrics as of Dec 31, 2024 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(12M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~65Y) |
|
| Investment Return (%) | -1.63 | -2.38 | -4.93 | 0.23 | -1.63 | -5.02 | -1.94 | 0.16 | 2.82 | 4.70 | 7.11 |
| Growth of 1$ | 0.98 | 0.98 | 0.95 | 1.00 | 0.98 | 0.86 | 0.91 | 1.02 | 1.74 | 3.97 | 87.03 |
| Canada Inflation (%) | 1.83 | -0.37 | 0.06 | -0.12 | 1.83 | 3.83 | 3.40 | 2.62 | 2.15 | 2.10 | 3.67 |
| Returns / Inflation rates over 1 year are annualized. | |||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -19.05 | -4.93 | -19.63 | -24.06 | -24.06 | -24.06 | -24.06 | -24.06 | |||
| Start to Recovery (# months) | 53* | 3* | 36* | 53* | 53* | 53* | 53* | 53* | |||
| Start (yyyy mm) | 2024 10 | 2022 01 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | ||||
| Start to Bottom (# months) | 3 | 22 | 39 | 39 | 39 | 39 | 39 | ||||
| Bottom (yyyy mm) | 2024 12 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | ||||
| Bottom to End (# months) | 0 | 14 | 14 | 14 | 14 | 14 | 14 | ||||
| End (yyyy mm) | - | - | - | - | - | - | - | ||||
| Longest Drawdown Depth (%) | -4.63 |
same |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | 6 | ||||||||||
| Start (yyyy mm) | 2024 02 | 2022 01 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | ||||
| Start to Bottom (# months) | 3 | 22 | 39 | 39 | 39 | 39 | 39 | ||||
| Bottom (yyyy mm) | 2024 04 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | ||||
| Bottom to End (# months) | 3 | 14 | 14 | 14 | 14 | 14 | 14 | ||||
| End (yyyy mm) | 2024 07 | - | - | - | - | - | - | ||||
| Longest negative period (# months) | 12* | 36* | 60* | 119* | 137 | 137 | 137 | ||||
| Start (yyyy mm) | 2024 01 | 2022 01 | 2020 01 | 2015 02 | 2012 06 | 2012 06 | 2012 06 | ||||
| End (yyyy mm) | 2024 12 | 2024 12 | 2024 12 | 2024 12 | 2023 10 | 2023 10 | 2023 10 | ||||
| Annualized Return (%) | -1.63 | -5.02 | -1.94 | -0.26 | -0.09 | -0.09 | -0.09 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
| Deepest Drawdown Depth (%) | -31.10 | -5.99 | -27.03 | -34.31 | -34.31 | -34.31 | -34.31 | -40.53 | |||
| Start to Recovery (# months) | 53* | 8 | 36* | 53* | 53* | 53* | 53* | 166 | |||
| Start (yyyy mm) | 2024 02 | 2022 01 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 1971 04 | ||||
| Start to Bottom (# months) | 3 | 22 | 39 | 39 | 39 | 39 | 126 | ||||
| Bottom (yyyy mm) | 2024 04 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 1981 09 | ||||
| Bottom to End (# months) | 5 | 14 | 14 | 14 | 14 | 14 | 40 | ||||
| End (yyyy mm) | 2024 09 | - | - | - | - | - | 1985 01 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | |||||||||||
| Start (yyyy mm) | 2024 02 | 2022 01 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 1971 04 | ||||
| Start to Bottom (# months) | 3 | 22 | 39 | 39 | 39 | 39 | 126 | ||||
| Bottom (yyyy mm) | 2024 04 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 1981 09 | ||||
| Bottom to End (# months) | 5 | 14 | 14 | 14 | 14 | 14 | 40 | ||||
| End (yyyy mm) | 2024 09 | - | - | - | - | - | 1985 01 | ||||
| Longest negative period (# months) | 12* | 36* | 60* | 120* | 194 | 194 | 268 | ||||
| Start (yyyy mm) | 2024 01 | 2022 01 | 2020 01 | 2015 01 | 2008 03 | 2008 03 | 1960 03 | ||||
| End (yyyy mm) | 2024 12 | 2024 12 | 2024 12 | 2024 12 | 2024 04 | 2024 04 | 1982 06 | ||||
| Annualized Return (%) | -3.40 | -8.53 | -5.16 | -2.39 | 0.00 | 0.00 | -0.06 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 7.01 | 8.92 | 7.80 | 6.69 | 6.62 | 6.86 | 7.59 | ||||
| Sharpe Ratio | -0.97 | -0.99 | -0.55 | -0.22 | 0.20 | 0.35 | 0.36 | ||||
| Sortino Ratio | -1.24 | -1.46 | -0.79 | -0.31 | 0.29 | 0.50 | 0.54 | ||||
| Ulcer Index | 2.54 | 13.12 | 14.00 | 10.41 | 7.66 | 6.55 | 5.05 | ||||
| Ratio: Return / Standard Deviation | -0.23 | -0.56 | -0.25 | 0.02 | 0.43 | 0.69 | 0.94 | ||||
| Ratio: Return / Deepest Drawdown | -0.33 | -0.26 | -0.08 | 0.01 | 0.12 | 0.20 | 0.30 | ||||
| Positive Months (%) | 66.66 | 44.44 | 50.00 | 50.00 | 53.75 | 56.94 | 61.28 | ||||
| Positive Months | 8 | 16 | 30 | 60 | 129 | 205 | 478 | ||||
| Negative Months | 4 | 20 | 30 | 60 | 111 | 155 | 302 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 0.16 | 6.66 | 8.57 | 19.14 | |||||||
| Worst 10 Years Return (%) - Annualized | 0.15 | 0.15 | 0.15 | ||||||||
| Best 10 Years Return (%) - Annualized | -2.39 | 4.91 | 6.42 | 13.39 | |||||||
| Worst 10 Years Return (%) - Annualized | -2.39 | -2.39 | -4.81 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Dec 2024 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 26.54 | 13.24 | 10.21 | 8.57 | 7.15 | 4.70 | |||||
| Worst Rolling Return (%) - Annualized | -16.60 | -8.13 | -1.98 | 0.15 | 2.82 | ||||||
| Positive Periods (%) | 73.0 | 87.0 | 92.3 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 24.38 | 10.37 | 8.07 | 6.42 | 5.23 | 2.54 | |||||
| Worst Rolling Return (%) - Annualized | -21.97 | -12.40 | -5.24 | -2.39 | 0.64 | ||||||
| Positive Periods (%) | 65.6 | 80.6 | 83.7 | 85.8 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 2.85 | 4.43 | 5.56 | 6.29 | 14.55 | 3.55 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 3.67 | 5.85 | 7.57 | 11.00 | 17.40 | 6.90 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 4.20 | 6.77 | 8.86 | 15.39 | 19.33 | 8.59 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 5.06 | 8.25 | 10.96 | 16.19 | 22.22 | 9.42 | 0.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 87.02 | 26.83 | 17.58 | 9.49 | 6.24 | 6.42 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 0.77 | 3.40 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Jan 1960 - Dec 2024) | |||||||||||
| Best Rolling Return (%) - Annualized | 47.87 | 26.27 | 26.77 | 19.14 | 13.80 | 11.53 | |||||
| Worst Rolling Return (%) - Annualized | -16.60 | -8.13 | -1.98 | 0.15 | 2.82 | 4.17 | |||||
| Positive Periods (%) | 81.1 | 93.0 | 96.8 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 41.72 | 21.43 | 20.07 | 13.39 | 10.08 | 8.35 | |||||
| Worst Rolling Return (%) - Annualized | -21.97 | -12.40 | -7.72 | -4.81 | -1.28 | 2.06 | |||||
| Positive Periods (%) | 63.5 | 76.5 | 77.1 | 80.0 | 94.4 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 3.01 | 4.45 | 5.24 | 5.62 | 2.24 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| 95% CVaR - Conditional Value at Risk (%) | 3.92 | 6.02 | 7.47 | 8.84 | 12.73 | 2.58 | 0.00 | 0.00 | 0.00 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 4.50 | 7.03 | 8.90 | 10.46 | 16.96 | 7.49 | 0.00 | 0.00 | 0.00 | ||
| 99% CVaR - Conditional Value at Risk (%) | 5.45 | 8.68 | 11.22 | 14.16 | 20.05 | 8.74 | 0.00 | 0.00 | 0.00 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 87.02 | 26.83 | 16.25 | 8.17 | 4.73 | 3.81 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | --- | 2.39 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
- 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.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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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 7-10 YEAR TREASURY BOND (IEF) TO CAD HEDGED ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
1 January 1995 - 31 December 2024 (30 Years)
1 January 1960 - 31 December 2024 (~65 years)
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Rolling Returns
For a detailed rolling return analysis, click here
iShares 7-10 Year Treasury Bond (IEF) to CAD Hedged ETF: Rolling Returns
iShares 7-10 Year Treasury Bond (IEF) to CAD Hedged ETF: Rolling Returns
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 7-10 YEAR TREASURY BOND (IEF) TO CAD HEDGED ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 January 1995 - 31 December 2024 (30 Years)
1 January 1960 - 31 December 2024 (~65 years)
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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.
Seasonality
In which months is it better to invest in iShares 7-10 Year Treasury Bond (IEF) to CAD Hedged ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1960 to December 2024.
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For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the iShares 7-10 Year Treasury Bond (IEF) to CAD Hedged ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
ISHARES 7-10 YEAR TREASURY BOND (IEF) TO CAD HEDGED ETF
Monthly Returns Distribution
1 January 1995 - 31 December 2024 (30 Years)
1 January 1960 - 31 December 2024 (~65 years)
205 Positive Months (57%) - 155 Negative Months (43%)
478 Positive Months (61%) - 302 Negative Months (39%)
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Methodology
Returns, up to December 2002, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
For non-CAD assets, hedged returns are calculated taking into account the interest rate differentials of the countries. It is assumed that hedged instruments have a yearly additional expense ratio of 0.25%.
Returns, up to December 2002, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
For non-CAD assets, hedged returns are calculated taking into account the interest rate differentials of the countries. It is assumed that hedged instruments have a yearly additional expense ratio of 0.25%.
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing
