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iShares iBonds Dec 2030 Term Treasury ETF (IBTK)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
iShares
Inception Date
Jul 14, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
ICE 2030 Maturity US Treasury Index
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares iBonds Dec 2030 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.


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S&P 500 Index

Returns By Period

iShares iBonds Dec 2030 Term Treasury ETF (IBTK) has returned -0.04% so far this year and 4.16% over the past 12 months.


iShares iBonds Dec 2030 Term Treasury ETF

1D
0.08%
1M
-1.44%
YTD
-0.04%
6M
1.05%
1Y
4.16%
3Y*
2.95%
5Y*
-0.19%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 20, 2020, IBTK's average daily return is +0.37%, while the average monthly return is -0.12%.

Historically, 49% of months were positive and 51% were negative. The best month was Nov 2023 with a return of +3.8%, while the worst month was Sep 2022 at -4.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, IBTK closed higher 40% of trading days. The best single day was Dec 24, 2020 with a return of +620.3%, while the worst single day was Dec 23, 2020 at -86.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.05%1.37%-1.44%-0.04%
20250.50%1.96%0.60%1.47%-0.80%1.25%-0.46%1.50%0.12%0.46%0.76%-0.14%7.41%
20240.04%-1.64%0.70%-2.45%1.61%1.15%2.47%1.36%1.10%-2.63%0.80%-1.19%1.18%
20233.45%-3.30%3.54%0.78%-1.22%-1.37%-0.32%-0.52%-2.26%-1.37%3.78%3.14%4.05%
2022-2.38%-0.32%-4.10%-3.94%0.68%-0.86%2.97%-3.88%-4.39%-1.21%3.31%-1.31%-14.71%
2021-1.33%-2.86%-1.65%0.39%0.03%1.01%2.42%-0.51%-1.89%-0.09%1.08%-0.31%-3.76%

Benchmark Metrics

iShares iBonds Dec 2030 Term Treasury ETF has an annualized alpha of 147.45%, beta of 0.14, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since July 21, 2020.

  • This ETF participated in 36.64% of S&P 500 Index downside but only 10.14% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.14 may look defensive, but with R² of 0.00 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.00 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
147.45%
Beta
0.14
0.00
Upside Capture
10.14%
Downside Capture
36.64%

Expense Ratio

IBTK has an expense ratio of 0.07%, which is considered low.


Return for Risk

Risk / Return Rank

IBTK ranks 64 for risk / return — better than 64% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


IBTK Risk / Return Rank: 6464
Overall Rank
IBTK Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IBTK Sortino Ratio Rank: 6767
Sortino Ratio Rank
IBTK Omega Ratio Rank: 5454
Omega Ratio Rank
IBTK Calmar Ratio Rank: 7575
Calmar Ratio Rank
IBTK Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Treasury ETF (IBTK) and compare them to a chosen benchmark (S&P 500 Index).


IBTKBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.90

+0.26

Sortino ratio

Return per unit of downside risk

1.75

1.39

+0.36

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

2.05

1.40

+0.65

Martin ratio

Return relative to average drawdown

6.14

6.61

-0.46

Explore IBTK risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

iShares iBonds Dec 2030 Term Treasury ETF provided a 3.79% dividend yield over the last twelve months, with an annual payout of $0.75 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.75$0.75$0.75$0.60$0.44$0.20$0.06

Dividend yield

3.79%3.79%3.93%3.05%2.27%0.84%0.26%

Monthly Dividends

The table displays the monthly dividend distributions for iShares iBonds Dec 2030 Term Treasury ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.06$0.06$0.12
2025$0.00$0.06$0.06$0.06$0.06$0.07$0.06$0.07$0.06$0.06$0.06$0.12$0.75
2024$0.00$0.06$0.06$0.07$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.13$0.75
2023$0.00$0.06$0.04$0.05$0.04$0.05$0.05$0.05$0.05$0.04$0.06$0.12$0.60
2022$0.00$0.01$0.03$0.03$0.02$0.04$0.04$0.02$0.05$0.04$0.09$0.07$0.44
2021$0.00$0.01$0.01$0.01$0.02$0.02$0.01$0.02$0.02$0.02$0.02$0.04$0.20

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares iBonds Dec 2030 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 2030 Term Treasury ETF was 86.47%, occurring on Dec 23, 2020. The portfolio has not yet recovered.

The current iShares iBonds Dec 2030 Term Treasury ETF drawdown is 9.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-86.47%Aug 13, 202093Dec 23, 2020
-0.08%Jul 21, 20201Jul 21, 20203Jul 24, 20204

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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