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ISIN
US46436E1486
CUSIP
46436E148
Issuer
iShares
Inception Date
Jun 27, 2023
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
ICE 2033 Maturity US Treasury Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$469M

Share Price Chart


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Performance

IBTO Performance Chart

iShares iBonds Dec 2033 Term Treasury ETF (IBTO) is down 0.6% since the beginning of the year. IBTO is currently trading at $24 per share.


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S&P 500 Index

Returns By Period

iShares iBonds Dec 2033 Term Treasury ETF (IBTO) has returned -0.64% so far this year and 3.25% over the past 12 months.


iShares iBonds Dec 2033 Term Treasury ETF

1D
-0.29%
1M
0.37%
YTD
-0.64%
6M
-0.60%
1Y
3.25%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTO Monthly Returns History

Based on dividend-adjusted daily data since Jun 29, 2023, IBTO's average daily return is +0.01%, while the average monthly return is +0.24%. At this rate, an investment would double in approximately 24.1 years.

Historically, 54% of months were positive and 46% were negative. The best month was Nov 2023 with a return of +4.6%, while the worst month was Sep 2023 at -3.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, IBTO closed higher 50% of trading days. The best single day was Aug 2, 2024 with a return of +1.5%, while the worst single day was Apr 10, 2024 at -1.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.18%2.30%-2.09%-0.24%-0.04%-0.34%-0.64%
20250.63%2.79%0.47%1.13%-1.21%1.60%-0.61%1.70%0.53%0.68%0.95%-0.66%8.23%
2024-0.08%-2.18%0.70%-3.25%1.89%1.30%2.82%1.46%1.32%-3.30%1.01%-2.31%-0.87%
20230.21%-0.77%-0.81%-3.35%-2.13%4.63%4.20%1.71%

Benchmark Metrics

iShares iBonds Dec 2033 Term Treasury ETF has an annualized alpha of 2.25%, beta of 0.04, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since June 29, 2023.

  • This ETF participated in 40.01% of S&P 500 Index downside but only 19.53% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.04 may look defensive, but with R2 of 0.01 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 0.01 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
2.25%
Beta
0.04
0.01
Upside Capture
19.53%
Downside Capture
40.01%

Expense Ratio

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


Return for Risk

Risk / Return Rank

IBTO ranks 20 for risk / return — below 20% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


IBTO Risk / Return Rank: 2020
Overall Rank
IBTO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IBTO Sortino Ratio Rank: 2121
Sortino Ratio Rank
IBTO Omega Ratio Rank: 1919
Omega Ratio Rank
IBTO Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBTO Martin Ratio Rank: 2020
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 2033 Term Treasury ETF (IBTO) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IBTOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

1.13

1.37

-0.24

Calmar ratioReturn relative to maximum drawdown

0.89

2.78

-1.89

Martin ratioReturn relative to average drawdown

2.36

12.44

-10.08

Dividends

Dividend History

iShares iBonds Dec 2033 Term Treasury ETF provided a 4.15% dividend yield over the last twelve months, with an annual payout of $1.00 per share.


2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$1.00$0.99$1.00$0.41

Dividend yield

4.15%4.05%4.23%1.66%

Monthly Dividends

The table displays the monthly dividend distributions for iShares iBonds Dec 2033 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$0.09$0.08$0.08$0.08$0.08$0.41
2025$0.00$0.08$0.08$0.08$0.08$0.09$0.08$0.08$0.08$0.08$0.09$0.17$0.99
2024$0.00$0.08$0.07$0.09$0.08$0.09$0.08$0.09$0.09$0.08$0.08$0.17$1.00
2023$0.09$0.03$0.06$0.07$0.16$0.41

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 2033 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 2033 Term Treasury ETF was 8.36%, occurring on Oct 19, 2023. Recovery took 39 trading sessions.

The current iShares iBonds Dec 2033 Term Treasury ETF drawdown is 2.69%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 pullback2023
-8.36%Oct 2023
3mo 1d1mo 26d
4mo 27dJul 2023 - Dec 2023
2025 pullback2025
-6.91%Jan 2025
3mo 28d6mo 20d
10mo 18dSep 2024 - Aug 2025
2024 pullback2024
-5.50%Apr 2024
3mo 29d3mo 7d
7mo 6dDec 2023 - Jul 2024
2026 pullback2026
-3.66%May 2026
2mo 18d
3mo 23dMar 2026 - now
2023 pullback2023
-1.86%Jul 2023
4d6d
10dJul 2023 - Jul 2023

Drawdown Indicators


IBTOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-8.36%

-56.78%

+48.42%

Max Drawdown (1Y)

Largest decline over 1 year

-3.66%

-9.10%

+5.44%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.69%

-1.80%

-0.89%

Average Drawdown

Average peak-to-trough decline

-2.37%

-10.71%

+8.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

2.03%

-0.65%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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