iShares 7-10 Year Treasury Bond (IEF) to EUR: Historical Returns

Category: Fixed Income
Period: August 1953 - August 2024 (~71 years)
Consolidated Returns as of 31 August 2024
Currency: EUR

IEF is not denominated in EUR. Returns are simulated using exchange rates or interest rate differentials in case of currency hedging.

(Change Settings)

1.00€
Initial Capital
September 1994
4.73€
Final Capital
August 2024
5.32%
Yearly Return
10.68
Std Deviation
-20.77%
Max Drawdown
73 months
Recovery Period

1.00€
Initial Capital
August 1953
50.24€
Final Capital
August 2024
5.66%
Yearly Return
10.48
Std Deviation
-29.83%
Max Drawdown
47 months
Recovery Period

The iShares 7-10 Year Treasury Bond (IEF) to EUR ETF covers to the following investment themes:

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

As of August 2024, in the previous 30 Years, the iShares 7-10 Year Treasury Bond (IEF) to EUR ETF obtained a 5.32% compound annual return, with a 10.68% standard deviation. It suffered a maximum drawdown of -20.77% that required 73 months to be recovered.

Table of contents

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.

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

Portfolio Name	Author	IEF Weight▾	Currency
In Saecula Saeculorum To EUR	Fulvio Marchese	20.00%	EUR
In Saecula Saeculorum To EUR Hedged	Fulvio Marchese	20.00%	EUR Hedged
In Saecula Saeculorum To EUR Bond Hedged	Fulvio Marchese	20.00%	EUR Hedged

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Investment Returns as of Aug 31, 2024

The iShares 7-10 Year Treasury Bond (IEF) to EUR ETF guaranteed the following returns.

Returns are calculated in EUR, assuming:

no fees or capital gain taxes.
dividend reinvestment, when applicable.
for non-EUR assets, the adjustment for actual currency exchange rates.
the actual Euro Inflation rates.

ISHARES 7-10 YEAR TREASURY BOND (IEF) TO EUR ETF

Time Period: 1 August 1953 - 31 August 2024 (~71 years)

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	Chg (%)		Return (%)	Return (%) as of Aug 31, 2024
	1 Day	*Time ET^()**	Sep 2024	YTD (8M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~71Y)
iShares 7-10 Year Treasury Bond (IEF) to EUR ETF	n.a.		n.a.	2.49	-1.00	2.42	4.30	-1.36	2.96	5.32	5.66
Euro Inflation Adjusted return				0.46	-1.00	0.67	2.22	-4.96	0.55	3.20	2.91
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
Euro Inflation is updated to Jul 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 2.03% , 5Y: 3.79% , 10Y: 2.40% , 30Y: 2.05%

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Capital Growth as of Aug 31, 2024

An investment of 1€, from September 1994 to August 2024, would be worth 4.73€, with a total return of 372.85% (5.32% annualized).

The Inflation Adjusted Capital would be 2.57€, with a net total return of 156.99% (3.20% annualized).

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An investment of 1€, from August 1953 to August 2024, would be worth 50.24€, with a total return of 4923.93% (5.66% annualized).

The Inflation Adjusted Capital would be 7.70€, with a net total return of 670.16% (2.91% annualized).

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Investment Metrics as of Aug 31, 2024

Metrics of iShares 7-10 Year Treasury Bond (IEF) to EUR ETF, updated as of 31 August 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-EUR assets, the adjustment for actual currency exchange rates.
the actual Euro Inflation rates.

ISHARES 7-10 YEAR TREASURY BOND (IEF) TO EUR ETF

Advanced Metrics

Time Period: 1 August 1953 - 31 August 2024 (~71 years)

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	Metrics as of Aug 31, 2024
	YTD (8M)	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX (~71Y)
Investment Return (%)	2.49	-1.00	3.55	2.42	4.30	-1.54	-1.36	2.96	3.79	5.32	5.66
Growth of 1€	1.02	0.99	1.04	1.02	1.04	0.95	0.93	1.34	2.11	4.73	50.24
Infl. Adjusted Return (%)	0.46	-1.00	3.36	0.67	2.22	-6.62	-4.96	0.55	1.65	3.20	2.91
Euro Inflation (%)	2.02	0.00	0.18	1.74	2.03	5.43	3.79	2.40	2.11	2.05	2.67
Pending updates, the monthly inflation of Aug 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN Inflation Adjusted: Inflation Adjusted:				Current	1Y	3Y	5Y	10Y	20Y	30Y	MAX
Deepest Drawdown Depth (%)				-13.73	-3.31	-15.01	-19.46	-19.46	-19.46	-20.77	-29.83
Start to Recovery (# months)				52*	6	25*	52*	52*	52*	73	47
Start (yyyy mm)					2024 02	2022 08	2020 05	2020 05	2020 05	2002 10	1977 07
Start to Bottom (# months)					3	15	42	42	42	27	32
Bottom (yyyy mm)					2024 04	2023 10	2023 10	2023 10	2023 10	2004 12	1980 02
Bottom to End (# months)					3	10	10	10	10	46	15
End (yyyy mm)					2024 07	-	-	-	-	2008 10	1981 05
Longest Drawdown Depth (%)					same	same	same	same	same	same	-20.77
Start to Recovery (# months)					same	same	same	same	same	same	73
Start (yyyy mm)					2024 02	2022 08	2020 05	2020 05	2020 05	2002 10	2002 10
Start to Bottom (# months)					3	15	42	42	42	27	27
Bottom (yyyy mm)					2024 04	2023 10	2023 10	2023 10	2023 10	2004 12	2004 12
Bottom to End (# months)					3	10	10	10	10	46	46
End (yyyy mm)					2024 07	-	-	-	-	2008 10	2008 10
Longest negative period (# months)					5	36*	60*	104	104	104	140
Start (yyyy mm)					2024 01	2021 09	2019 09	2015 04	2015 04	2015 04	1968 07
End (yyyy mm)					2024 05	2024 08	2024 08	2023 11	2023 11	2023 11	1980 02
Annualized Return (%)					-2.44	-1.54	-1.36	-0.08	-0.08	-0.08	-0.08
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%)				-28.13	-5.19	-23.77	-31.82	-31.82	-31.82	-31.82	-47.31
Start to Recovery (# months)				52*	7*	33*	52*	52*	52*	52*	138
Start (yyyy mm)					2024 02	2021 12	2020 05	2020 05	2020 05	2020 05	1971 04
Start to Bottom (# months)					4	23	42	42	42	42	107
Bottom (yyyy mm)					2024 05	2023 10	2023 10	2023 10	2023 10	2023 10	1980 02
Bottom to End (# months)					3	10	10	10	10	10	31
End (yyyy mm)					-	-	-	-	-	-	1982 09
Longest Drawdown Depth (%)					same	same	same	same	same	-30.51	same
Start to Recovery (# months)					same	same	same	same	same	103	same
Start (yyyy mm)					2024 02	2021 12	2020 05	2020 05	2020 05	2001 11	1971 04
Start to Bottom (# months)					4	23	42	42	42	80	107
Bottom (yyyy mm)					2024 05	2023 10	2023 10	2023 10	2023 10	2008 06	1980 02
Bottom to End (# months)					3	10	10	10	10	23	31
End (yyyy mm)					-	-	-	-	-	2010 05	1982 09
Longest negative period (# months)					9	36*	60*	117*	147*	150	342
Start (yyyy mm)					2023 09	2021 09	2019 09	2014 12	2012 06	2001 11	1953 08
End (yyyy mm)					2024 05	2024 08	2024 08	2024 08	2024 08	2014 04	1982 01
Annualized Return (%)					-1.47	-6.62	-4.96	-0.14	-0.11	-0.06	-0.02
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Standard Deviation (%)					6.41	7.19	7.51	8.78	10.83	10.68	10.48
Sharpe Ratio					-0.16	-0.67	-0.46	0.17	0.22	0.28	0.14
Sortino Ratio					-0.22	-1.01	-0.72	0.27	0.34	0.43	0.22
Ulcer Index					1.66	8.90	11.67	9.47	8.98	9.33	8.60
Ratio: Return / Standard Deviation					0.67	-0.21	-0.18	0.34	0.35	0.50	0.54
Ratio: Return / Deepest Drawdown					1.30	-0.10	-0.07	0.15	0.19	0.26	0.19
Positive Months (%)					58.33	44.44	43.33	50.83	49.58	51.94	55.09
Positive Months					7	16	26	61	119	187	470
Negative Months					5	20	34	59	121	173	383
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted:					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Best 10 Years Return (%) - Annualized								2.96	8.03	8.92	15.76
Worst 10 Years Return (%) - Annualized								2.96	2.66	1.15	-0.32
Best 10 Years Return (%) - Annualized								0.55	6.48	6.83	12.74
Worst 10 Years Return (%) - Annualized								0.55	0.55	-0.95	-5.09
TIMEFRAMES Inflation Adjusted: Inflation Adjusted:		1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX
··· As of Aug 2024 - Over the previous 30Y
Best Rolling Return (%) - Annualized					39.62	18.54	17.14	8.92	8.13	5.32
Worst Rolling Return (%) - Annualized					-14.59	-6.88	-3.64	1.15	3.29	5.32
Positive Periods (%)					61.6	74.1	88.7	100.0	100.0	100.0
Best Rolling Return (%) - Annualized					39.73	16.55	15.22	6.83	6.21	3.20
Worst Rolling Return (%) - Annualized					-17.66	-10.13	-5.66	-0.95	1.23	3.20
Positive Periods (%)					54.1	65.8	75.7	97.0	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		4.59	7.35	9.55	10.46	12.76	9.99	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		5.87	9.56	12.68	12.63	16.18	13.04	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		6.69	10.98	14.69	13.97	18.96	14.74	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		8.03	13.30	17.97	14.34	20.75	18.35	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					88.58	28.17	16.54	8.39	5.02	6.55
Perpetual Withdrawal Rate (%)					---	---	---	---	1.18	4.00
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com
··· All available data (Aug 1953 - Aug 2024)
Best Rolling Return (%) - Annualized					67.52	36.76	32.67	15.76	13.74	10.11
Worst Rolling Return (%) - Annualized					-20.31	-10.28	-3.64	-0.32	1.59	4.59
Positive Periods (%)					65.6	79.9	94.2	99.8	100.0	100.0
Best Rolling Return (%) - Annualized					59.79	32.82	27.43	12.74	10.88	7.55
Worst Rolling Return (%) - Annualized					-24.43	-13.61	-6.51	-5.09	-2.11	1.39
Positive Periods (%)					54.6	66.9	70.7	83.1	86.1	100.0
95% VaR - Value at Risk (%) - Cumulative		4.47	7.11	9.16	11.67	11.60	1.26	0.00	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		5.73	9.28	12.24	14.39	17.34	8.49	0.00	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		6.54	10.68	14.21	16.16	21.46	12.08	0.00	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		7.85	12.95	17.43	18.93	25.65	14.92	0.00	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					86.27	26.98	15.62	7.40	4.52	3.34
Perpetual Withdrawal Rate (%)					---	---	---	---	---	1.15
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com

Terms and Definitions

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.
Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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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 EUR ETF

Drawdown periods

Drawdown periods - Inflation Adjusted

Time Period: 1 September 1994 - 31 August 2024 (30 Years)

Time Period: 1 August 1953 - 31 August 2024 (~71 years)

Inflation Adjusted:

Chart Table Range

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Rolling Returns

For a detailed rolling return analysis, click here
iShares 7-10 Year Treasury Bond (IEF) to EUR 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 EUR ETF

Annualized Rolling Returns

Annualized Rolling Returns - Inflation Adjusted

Time Period: 1 September 1994 - 31 August 2024 (30 Years)

Time Period: 1 August 1953 - 31 August 2024 (~71 years)

Inflation Adjusted:

Return Chart Capital Chart Table

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Seasonality

In which months is it better to invest in iShares 7-10 Year Treasury Bond (IEF) to EUR 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 August 1953 to August 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 EUR 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 EUR ETF

Monthly Returns Distribution

Time Period: 1 September 1994 - 31 August 2024 (30 Years)

Time Period: 1 August 1953 - 31 August 2024 (~71 years)

187 Positive Months (52%) - 173 Negative Months (48%)

470 Positive Months (55%) - 383 Negative Months (45%)

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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-EUR assets, returns are calculated based on the performance of the original asset, adjusted for actual currency exchange rates.

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