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CRUX vs. IBTM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRUX vs. IBTM - Performance Comparison

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

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Returns By Period


CRUX

1D
-0.13%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

IBTM

1D
-0.22%
1M
-0.99%
YTD
-0.18%
6M
0.87%
1Y
2.60%
3Y*
1.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRUX vs. IBTM - Yearly Performance Comparison


Correlation

The correlation between CRUX and IBTM is 0.96 — these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk. Consider pairing with a less correlated asset class instead.


CRUX vs. IBTM - Expense Ratio Comparison

CRUX has a 0.32% expense ratio, which is higher than IBTM's 0.07% expense ratio.


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Return for Risk

CRUX vs. IBTM — Risk / Return Rank

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

CRUX

IBTM
IBTM Risk / Return Rank: 2525
Overall Rank
IBTM Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IBTM Sortino Ratio Rank: 2121
Sortino Ratio Rank
IBTM Omega Ratio Rank: 1818
Omega Ratio Rank
IBTM Calmar Ratio Rank: 3636
Calmar Ratio Rank
IBTM Martin Ratio Rank: 3030
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.

CRUX vs. IBTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Core Bond ETF (CRUX) 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.


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

CRUX vs. IBTM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRUXIBTMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.69

0.22

-0.90

Drawdowns

CRUX vs. IBTM - Drawdown Comparison

The maximum CRUX drawdown since its inception was -1.30%, smaller than the maximum IBTM drawdown of -13.60%. Use the drawdown chart below to compare losses from any high point for CRUX and IBTM.


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Drawdown Indicators


CRUXIBTMDifference

Max Drawdown

Largest peak-to-trough decline

-1.30%

-13.60%

+12.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

Current Drawdown

Current decline from peak

-0.33%

-2.07%

+1.74%

Average Drawdown

Average peak-to-trough decline

-0.64%

-4.94%

+4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

Volatility

CRUX vs. IBTM - Volatility Comparison


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Volatility by Period


CRUXIBTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

6.44%

4.67%

+1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.44%

7.68%

-1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

7.68%

-1.24%

Dividends

CRUX vs. IBTM - Dividend Comparison

CRUX's dividend yield for the trailing twelve months is around 0.17%, less than IBTM's 3.93% yield.


TTM2025202420232022
CRUX
Columbia Core Bond ETF
0.17%0.00%0.00%0.00%0.00%
IBTM
iShares iBonds Dec 2032 Term Treasury ETF
3.93%3.87%3.96%3.39%1.38%