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GOVT vs. IBTF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOVT vs. IBTF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Treasury Bond ETF (GOVT) and iShares iBonds Dec 2025 Term Treasury ETF (IBTF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GOVT

1D
-0.24%
1M
-1.06%
6M
-0.78%
YTD
-0.74%
1Y
1.07%
3Y*
3.05%
5Y*
-0.94%
10Y*
0.68%
ALL TIME*
1.18%

IBTF

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
1.44%
3Y*
3.75%
5Y*
0.81%
10Y*
ALL TIME*
1.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$167.09M$164.37M$191.03M
$0.00$0.00$0.00

GOVT vs. IBTF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GOVT
iShares U.S. Treasury Bond ETF
-0.74%3.77%2.95%4.17%-13.39%-1.11%3.03%
IBTF
iShares iBonds Dec 2025 Term Treasury ETF
0.00%3.81%4.60%4.12%-6.39%-2.31%3.85%

Correlation

The correlation between GOVT and IBTF is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.06

Correlation (3Y)
Balances recent behavior with more history.

0.34

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.61

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2020

0.62

The correlation between GOVT and IBTF shifts across timeframes, from -0.06 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GOVT vs. IBTF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GOVT
GOVT Risk / Return Rank: 2323
Overall Rank
GOVT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
GOVT Sortino Ratio Rank: 2323
Sortino Ratio Rank
GOVT Omega Ratio Rank: 2121
Omega Ratio Rank
GOVT Calmar Ratio Rank: 2323
Calmar Ratio Rank
GOVT Martin Ratio Rank: 2323
Martin Ratio Rank

IBTF
IBTF Risk / Return Rank: 9999
Overall Rank
IBTF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBTF Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBTF Omega Ratio Rank: 9999
Omega Ratio Rank
IBTF Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBTF Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GOVT vs. IBTF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Treasury Bond ETF (GOVT) and iShares iBonds Dec 2025 Term Treasury ETF (IBTF). 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.


GOVTIBTFDifference
Sharpe ratioReturn per unit of total volatility

-5.48

Sortino ratioReturn per unit of downside risk

-19.71

Omega ratioGain probability vs. loss probability

1.09

7.18

-6.09

Calmar ratioReturn relative to maximum drawdown

0.68

40.36

-39.68

Martin ratioReturn relative to average drawdown

1.61

261.59

-259.97

GOVT vs. IBTF - Sharpe Ratio Comparison

The current GOVT Sharpe Ratio is 0.55, which is lower than the IBTF Sharpe Ratio of 6.02. The chart below compares the historical Sharpe Ratios of GOVT and IBTF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GOVT vs. IBTF - Drawdown Comparison

The maximum GOVT drawdown since its inception was -19.07%, which is greater than IBTF's maximum drawdown of -10.45%. Use the drawdown chart below to compare losses from any high point for GOVT and IBTF.


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Drawdown Indicators


GOVTIBTFDifference

Max Drawdown

Largest peak-to-trough decline

-19.07%

-10.45%

-8.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-0.04%

-2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-4.90%

-0.43%

-4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-16.60%

-9.49%

-7.11%

Max Drawdown (10Y)

Largest decline over 10 years

-19.07%

Current Drawdown

Current decline from peak

-7.75%

0.00%

-7.75%

Average Drawdown

Average peak-to-trough decline

-5.27%

-3.24%

-2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

0.01%

+1.19%

Volatility

GOVT vs. IBTF - Volatility Comparison

iShares U.S. Treasury Bond ETF (GOVT) has a higher volatility of 0.95% compared to iShares iBonds Dec 2025 Term Treasury ETF (IBTF) at 0.00%. This indicates that GOVT's price experiences larger fluctuations and is considered to be riskier than IBTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOVTIBTFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

0.00%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

0.06%

+2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

3.55%

0.29%

+3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

2.35%

+3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.21%

2.53%

+2.68%

GOVT vs. IBTF - Expense Ratio Comparison

GOVT has a 0.05% expense ratio, which is lower than IBTF's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GOVT vs. IBTF - Dividend Comparison

GOVT's dividend yield for the trailing twelve months is around 3.63%, more than IBTF's 1.72% yield.


PositionTTM20252024202320222021202020192018201720162015
GOVT
iShares U.S. Treasury Bond ETF
3.33%3.49%3.14%2.65%1.77%0.96%2.17%1.98%1.97%1.57%1.40%1.25%
IBTF
iShares iBonds Dec 2025 Term Treasury ETF
1.37%3.83%4.32%4.03%1.93%0.57%0.59%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GOVT and IBTF have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOVT has higher volatility (0.95%) compared to IBTF (0.00%). In terms of maximum drawdown, GOVT dropped -19.07% vs IBTF's -10.45%.

On 5-year performance, IBTF leads with 0.81% vs -0.94% for GOVT. On fees, GOVT is cheaper at 0.05% per year. On volatility, IBTF has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IBTF has performed better with a 0.81% return vs -0.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GOVT is cheaper with a 0.05% expense ratio, compared with 0.07% for IBTF.

GOVT has the higher dividend yield at 3.33%, compared with 1.37% for IBTF.

GOVT tracks ICE U.S. Treasury Core Bond Index, while IBTF tracks ICE 2025 Maturity US Treasury Index. Their fees differ too: 0.05% for GOVT and 0.07% for IBTF.

IBTF currently has the higher Sharpe Ratio (6.02 vs 0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GOVT and IBTF

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