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iShares iBonds Dec 2029 Term Treasury ETF (IBTJ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssueriShares
Inception DateFeb 25, 2020
RegionNorth America (U.S.)
CategoryGovernment Bonds
Index TrackedICE 2029 Maturity US Treasury Index
Asset ClassBond

Expense Ratio

The iShares iBonds Dec 2029 Term Treasury ETF has an expense ratio of 0.07% which is considered to be low.


0.50%1.00%1.50%2.00%0.07%

Share Price Chart


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iShares iBonds Dec 2029 Term Treasury ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares iBonds Dec 2029 Term Treasury ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%80.00%OctoberNovemberDecember2024FebruaryMarch
-9.17%
77.66%
IBTJ (iShares iBonds Dec 2029 Term Treasury ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares iBonds Dec 2029 Term Treasury ETF had a return of -0.52% year-to-date (YTD) and 1.06% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-0.52%10.04%
1 month0.91%3.53%
6 months4.85%22.79%
1 year1.06%32.16%
5 years (annualized)N/A13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.37%-1.50%
2023-0.12%-1.71%-0.90%3.26%2.61%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
0.15
^GSPC
S&P 500
2.76

Sharpe Ratio

The current iShares iBonds Dec 2029 Term Treasury ETF Sharpe ratio is 0.15. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.15
2.76
IBTJ (iShares iBonds Dec 2029 Term Treasury ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares iBonds Dec 2029 Term Treasury ETF granted a 3.63% dividend yield in the last twelve months. The annual payout for that period amounted to $0.78 per share.


PeriodTTM2023202220212020
Dividend$0.78$0.76$0.40$0.19$0.16

Dividend yield

3.63%3.48%1.86%0.74%0.61%

Monthly Dividends

The table displays the monthly dividend distributions for iShares iBonds Dec 2029 Term Treasury ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.07
2023$0.00$0.06$0.06$0.06$0.06$0.06$0.07$0.07$0.06$0.06$0.07$0.13
2022$0.00$0.01$0.01$0.02$0.03$0.03$0.03$0.03$0.04$0.04$0.06$0.11
2021$0.00$0.02$0.01$0.02$0.02$0.02$0.02$0.01$0.01$0.01$0.02$0.03
2020$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-14.27%
0
IBTJ (iShares iBonds Dec 2029 Term Treasury ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares iBonds Dec 2029 Term Treasury ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares iBonds Dec 2029 Term Treasury ETF was 20.18%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current iShares iBonds Dec 2029 Term Treasury ETF drawdown is 14.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.18%Aug 5, 2020558Oct 20, 2022
-5.3%Mar 10, 20207Mar 18, 202012Apr 3, 202019
-2.27%Apr 22, 202032Jun 5, 202031Jul 21, 202063
-1.2%Apr 6, 20205Apr 13, 20202Apr 15, 20207
-0.25%Apr 17, 20201Apr 17, 20201Apr 20, 20202

Volatility

Volatility Chart

The current iShares iBonds Dec 2029 Term Treasury ETF volatility is 1.10%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.10%
2.82%
IBTJ (iShares iBonds Dec 2029 Term Treasury ETF)
Benchmark (^GSPC)