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IBDS vs. IBTH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBDS vs. IBTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2027 Term Corporate ETF (IBDS) and iShares iBonds Dec 2027 Term Treasury ETF (IBTH). The values are adjusted to include any dividend payments, if applicable.

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IBDS vs. IBTH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBDS
iShares iBonds Dec 2027 Term Corporate ETF
0.53%5.86%4.61%6.44%-9.52%-1.56%5.90%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
0.42%5.29%3.22%4.38%-9.75%-3.43%4.20%

Returns By Period

In the year-to-date period, IBDS achieves a 0.53% return, which is significantly higher than IBTH's 0.42% return.


IBDS

1D
0.17%
1M
-0.10%
YTD
0.53%
6M
1.76%
1Y
4.69%
3Y*
4.94%
5Y*
1.60%
10Y*

IBTH

1D
0.02%
1M
-0.18%
YTD
0.42%
6M
1.49%
1Y
4.00%
3Y*
3.60%
5Y*
0.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBDS vs. IBTH - Expense Ratio Comparison

IBDS has a 0.10% expense ratio, which is higher than IBTH's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IBDS vs. IBTH — Risk / Return Rank

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

IBDS
IBDS Risk / Return Rank: 9898
Overall Rank
IBDS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IBDS Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBDS Omega Ratio Rank: 9898
Omega Ratio Rank
IBDS Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBDS Martin Ratio Rank: 9898
Martin Ratio Rank

IBTH
IBTH Risk / Return Rank: 9797
Overall Rank
IBTH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBTH Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTH Omega Ratio Rank: 9898
Omega Ratio Rank
IBTH Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBTH Martin Ratio Rank: 9797
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.

IBDS vs. IBTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2027 Term Corporate ETF (IBDS) and iShares iBonds Dec 2027 Term Treasury ETF (IBTH). 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.


IBDSIBTHDifference

Sharpe ratio

Return per unit of total volatility

3.06

2.75

+0.31

Sortino ratio

Return per unit of downside risk

4.76

4.48

+0.28

Omega ratio

Gain probability vs. loss probability

1.78

1.65

+0.13

Calmar ratio

Return relative to maximum drawdown

5.20

4.80

+0.40

Martin ratio

Return relative to average drawdown

29.11

19.10

+10.01

IBDS vs. IBTH - Sharpe Ratio Comparison

The current IBDS Sharpe Ratio is 3.06, which is comparable to the IBTH Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of IBDS and IBTH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBDSIBTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.06

2.75

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.15

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.13

+0.43

Correlation

The correlation between IBDS and IBTH is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IBDS vs. IBTH - Dividend Comparison

IBDS's dividend yield for the trailing twelve months is around 4.33%, more than IBTH's 3.89% yield.


TTM202520242023202220212020201920182017
IBDS
iShares iBonds Dec 2027 Term Corporate ETF
4.33%4.36%4.37%3.81%2.87%2.19%2.66%3.32%3.66%0.97%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.89%3.92%4.04%3.61%2.00%0.77%0.50%0.00%0.00%0.00%

Drawdowns

IBDS vs. IBTH - Drawdown Comparison

The maximum IBDS drawdown since its inception was -16.75%, roughly equal to the maximum IBTH drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for IBDS and IBTH.


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Drawdown Indicators


IBDSIBTHDifference

Max Drawdown

Largest peak-to-trough decline

-16.75%

-16.16%

-0.59%

Max Drawdown (1Y)

Largest decline over 1 year

-0.91%

-0.82%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-14.98%

-14.41%

-0.57%

Current Drawdown

Current decline from peak

-0.10%

-1.84%

+1.74%

Average Drawdown

Average peak-to-trough decline

-3.43%

-6.87%

+3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.16%

0.21%

-0.05%

Volatility

IBDS vs. IBTH - Volatility Comparison

iShares iBonds Dec 2027 Term Corporate ETF (IBDS) has a higher volatility of 0.42% compared to iShares iBonds Dec 2027 Term Treasury ETF (IBTH) at 0.34%. This indicates that IBDS's price experiences larger fluctuations and is considered to be riskier than IBTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBDSIBTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.42%

0.34%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

0.71%

0.58%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

1.54%

1.46%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.21%

4.23%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.60%

4.26%

+1.34%