BRIB vs. IBTM

Last updated Jul 8, 2026

BRIB (FIS Bright Portfolios Core Bond ETF) and IBTM (iShares iBonds Dec 2032 Term Treasury ETF) are both Intermediate Core Bond funds. BRIB is actively managed, while IBTM is passively managed. Their correlation of 0.88 suggests significant overlap in exposure. BRIB charges 0.49%/yr vs 0.07%/yr for IBTM.

Performance

BRIB vs. IBTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FIS Bright Portfolios Core Bond ETF (BRIB) and iShares iBonds Dec 2032 Term Treasury ETF (IBTM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BRIB

• 1D: -0.36%
• 1M: 0.57%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IBTM

• 1D: -0.37%
• 1M: 0.39%
• 6M: -0.53%
• YTD: -0.39%
• 1Y: 3.05%
• 3Y*: 3.59%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRIB vs. IBTM - Yearly Performance Comparison

	2026 (YTD)
BRIB FIS Bright Portfolios Core Bond ETF	1.09%
IBTM iShares iBonds Dec 2032 Term Treasury ETF	-0.57%

Correlation

The correlation between BRIB and IBTM is 0.88, 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 Mar 19, 2026	0.88

Return for Risk

BRIB vs. IBTM — Risk / Return Rank

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

BRIB

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

IBTM

IBTM Risk / Return Rank: 22
IBTM Sharpe Ratio Rank: 23
IBTM Sortino Ratio Rank: 23
IBTM Omega Ratio Rank: 21
IBTM Calmar Ratio Rank: 23
IBTM Martin Ratio Rank: 22

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.

BRIB vs. IBTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FIS Bright Portfolios Core Bond ETF (BRIB) and iShares iBonds Dec 2032 Term Treasury ETF (IBTM). 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.

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.

	BRIB	IBTM	Difference
Sharpe ratio: Return per unit of total volatility	—	0.76	—
Sortino ratio: Return per unit of downside risk	—	1.14	—
Omega ratio: Gain probability vs. loss probability	—	1.13	—
Calmar ratio: Return relative to maximum drawdown	—	0.94	—
Martin ratio: Return relative to average drawdown	—	2.40	—

Drawdowns

BRIB vs. IBTM - Drawdown Comparison

The maximum BRIB drawdown since its inception was -1.45%, smaller than the maximum IBTM drawdown of -13.60%. Use the drawdown chart below to compare losses from any high point for BRIB and IBTM.

Drawdown Indicators

	BRIB	IBTM	Difference
Max Drawdown Largest peak-to-trough decline	-1.45%	-13.60%	+12.15%
Max Drawdown (1Y) Largest decline over 1 year	—	-3.26%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-7.86%	—
Current Drawdown Current decline from peak	-0.49%	-2.28%	+1.79%
Average Drawdown Average peak-to-trough decline	-0.39%	-4.76%	+4.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.27%	—

Volatility

Volatility by Period

	BRIB	IBTM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.37%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.95%	—
Volatility (1Y) Calculated over the trailing 1-year period	4.27%	4.03%	+0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.27%	7.50%	-3.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.27%	7.50%	-3.23%

BRIB vs. IBTM - Expense Ratio Comparison

BRIB has a 0.49% expense ratio, which is higher than IBTM's 0.07% expense ratio.

Dividends

BRIB vs. IBTM - Dividend Comparison

BRIB's dividend yield for the trailing twelve months is around 1.02%, less than IBTM's 3.94% yield.

Position	TTM	2025	2024	2023	2022
BRIB FIS Bright Portfolios Core Bond ETF	1.02%	0.00%	0.00%	0.00%	0.00%
IBTM iShares iBonds Dec 2032 Term Treasury ETF	3.94%	3.87%	3.96%	3.39%	1.38%

Frequently Asked Questions

Can I hold both BRIB and IBTM in my portfolio?

BRIB and IBTM have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BRIB or IBTM?

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

Which ETF is cheaper, BRIB or IBTM?

IBTM is cheaper with a 0.07% expense ratio, compared with 0.49% for BRIB.

Which ETF pays a higher dividend yield, BRIB or IBTM?

IBTM has the higher dividend yield at 3.94%, compared with 1.02% for BRIB.

What is the main difference between BRIB and IBTM?

They also come from different issuers: Faith Investor Services and iShares. Their fees differ too: 0.49% for BRIB and 0.07% for IBTM.