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BNDY vs. IBTO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNDY vs. IBTO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Horizon Core Bond ETF (BNDY) and iShares iBonds Dec 2033 Term Treasury ETF (IBTO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BNDY achieves a 0.87% return, which is significantly higher than IBTO's -0.58% return.


BNDY

1D
-0.21%
1M
0.53%
YTD
0.87%
6M
1.18%
1Y
3Y*
5Y*
10Y*

IBTO

1D
-0.21%
1M
-0.17%
YTD
-0.58%
6M
-1.02%
1Y
4.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNDY vs. IBTO - Yearly Performance Comparison


2026 (YTD)2025
BNDY
Horizon Core Bond ETF
0.87%5.34%
IBTO
iShares iBonds Dec 2033 Term Treasury ETF
-0.58%3.38%

Correlation

The correlation between BNDY and IBTO is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 7, 2025

0.84

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Return for Risk

BNDY vs. IBTO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BNDY

IBTO
IBTO Risk / Return Rank: 2525
Overall Rank
IBTO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IBTO Sortino Ratio Rank: 2626
Sortino Ratio Rank
IBTO Omega Ratio Rank: 2424
Omega Ratio Rank
IBTO Calmar Ratio Rank: 2424
Calmar Ratio Rank
IBTO Martin Ratio Rank: 2525
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.

BNDY vs. IBTO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizon Core Bond ETF (BNDY) and iShares iBonds Dec 2033 Term Treasury ETF (IBTO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BNDY vs. IBTO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BNDYIBTODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

0.43

+0.95

Drawdowns

BNDY vs. IBTO - Drawdown Comparison

The maximum BNDY drawdown since its inception was -3.93%, smaller than the maximum IBTO drawdown of -8.36%. Use the drawdown chart below to compare losses from any high point for BNDY and IBTO.


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Drawdown Indicators


BNDYIBTODifference

Max Drawdown

Largest peak-to-trough decline

-3.93%

-8.36%

+4.43%

Max Drawdown (1Y)

Largest decline over 1 year

-3.66%

Current Drawdown

Current decline from peak

-1.16%

-2.63%

+1.47%

Average Drawdown

Average peak-to-trough decline

-0.62%

-2.37%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

Volatility

BNDY vs. IBTO - Volatility Comparison


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Volatility by Period


BNDYIBTODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

5.01%

4.46%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.01%

6.61%

-1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.01%

6.61%

-1.60%

BNDY vs. IBTO - Expense Ratio Comparison

BNDY has a 0.66% expense ratio, which is higher than IBTO's 0.07% expense ratio.


Dividends

BNDY vs. IBTO - Dividend Comparison

BNDY's dividend yield for the trailing twelve months is around 4.83%, more than IBTO's 4.15% yield.


PositionTTM202520242023
BNDY
Horizon Core Bond ETF
4.83%1.89%0.00%0.00%
IBTO
iShares iBonds Dec 2033 Term Treasury ETF
4.15%4.05%4.23%1.66%

Frequently Asked Questions


BNDY and IBTO have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBTO is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTO is cheaper with a 0.07% expense ratio, compared with 0.66% for BNDY.

BNDY has the higher dividend yield at 4.83%, compared with 4.15% for IBTO.

They also come from different issuers: Horizon and iShares. Their fees differ too: 0.66% for BNDY and 0.07% for IBTO.

Portfolio Optimizer

Find the right allocation for BNDY and IBTO

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