Optical antenna structures have revolutionized the field of nano-optics by confining light to deep subwavelength dimensions for spectroscopy and sensing. In this work, we fabricated coaxial optical antennae with sub-10-nanometer critical dimensions using helium ion lithography (HIL). Wavelength dependent transmission measurements were used to determine the wavelength-dependent optical response. The quality factor of 11 achieved with our HIL fabricated structures matched the theoretically predicted quality factor for the idealized flawless gold resonators calculated by finite-difference time-domain (FDTD). For comparison, coaxial antennae with 30 nm critical dimensions were fabricated using both HIL and the more common Ga focus ion beam lithography (Ga-FIB). The quality factor of the Ga-FIB resonators was 60% of the ideal HIL results for the same design geometry due to limitations in the Ga-FIB fabrication process.