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IBDS vs. IBTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, IBDS achieves a 1.27% return, which is significantly higher than IBTH's 0.94% return.


IBDS

1D
0.00%
1M
0.31%
YTD
1.27%
6M
1.74%
1Y
4.57%
3Y*
5.29%
5Y*
1.51%
10Y*

IBTH

1D
-0.02%
1M
0.18%
YTD
0.94%
6M
1.33%
1Y
3.81%
3Y*
3.93%
5Y*
0.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDS vs. IBTH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBDS
iShares iBonds Dec 2027 Term Corporate ETF
1.27%5.86%4.61%6.44%-9.52%-1.56%5.90%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
0.94%5.29%3.22%4.38%-9.75%-3.43%4.20%

Correlation

The correlation between IBDS and IBTH is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2020

0.73

The correlation between IBDS and IBTH shifts across timeframes, from 0.70 (1 year) to 0.83 (3 years), reflecting how their relationship changes across market environments.

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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: 9797
Overall Rank
IBDS Sharpe Ratio Rank: 9696
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: 9797
Martin Ratio Rank

IBTH
IBTH Risk / Return Rank: 9696
Overall Rank
IBTH Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IBTH Sortino Ratio Rank: 9797
Sortino Ratio Rank
IBTH Omega Ratio Rank: 9797
Omega Ratio Rank
IBTH Calmar Ratio Rank: 9696
Calmar Ratio Rank
IBTH Martin Ratio Rank: 9696
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

4.19

3.44

+0.75

Sortino ratio

Return per unit of downside risk

8.04

6.25

+1.78

Omega ratio

Gain probability vs. loss probability

2.09

1.88

+0.21

Calmar ratio

Return relative to maximum drawdown

10.59

9.82

+0.78

Martin ratio

Return relative to average drawdown

49.03

38.04

+10.99

IBDS vs. IBTH - Sharpe Ratio Comparison

The current IBDS Sharpe Ratio is 4.19, which is comparable to the IBTH Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of IBDS and IBTH, 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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Sharpe Ratios by Period


IBDSIBTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.19

3.44

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.13

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.15

+0.42

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

-0.43%

-0.38%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-2.27%

-2.10%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-14.98%

-14.41%

-0.57%

Current Drawdown

Current decline from peak

-0.02%

-1.34%

+1.32%

Average Drawdown

Average peak-to-trough decline

-3.36%

-6.72%

+3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

0.10%

-0.01%

Volatility

IBDS vs. IBTH - Volatility Comparison

The current volatility for iShares iBonds Dec 2027 Term Corporate ETF (IBDS) is 0.15%, while iShares iBonds Dec 2027 Term Treasury ETF (IBTH) has a volatility of 0.19%. This indicates that IBDS experiences smaller price fluctuations and is considered to be less risky 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

0.15%

0.19%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

0.64%

0.54%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

1.09%

1.12%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.18%

4.20%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.55%

4.21%

+1.34%

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%.


Dividends

IBDS vs. IBTH - Dividend Comparison

IBDS's dividend yield for the trailing twelve months is around 4.32%, more than IBTH's 3.83% yield.


PositionTTM202520242023202220212020201920182017
IBDS
iShares iBonds Dec 2027 Term Corporate ETF
4.32%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
3.83%3.92%4.04%3.61%2.00%0.77%0.50%0.00%0.00%0.00%

Frequently Asked Questions


IBDS and IBTH have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBTH has higher volatility (0.19%) compared to IBDS (0.15%). In terms of maximum drawdown, IBDS dropped -16.75% vs IBTH's -16.16%.

On 5-year performance, IBDS leads with 1.51% vs 0.55% for IBTH. On fees, IBTH is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IBDS has performed better with a 1.51% return vs 0.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTH is cheaper with a 0.07% expense ratio, compared with 0.10% for IBDS.

IBDS has the higher dividend yield at 4.32%, compared with 3.83% for IBTH.

IBDS is categorized as Corporate Bonds, while IBTH is Government Bonds. IBDS tracks Bloomberg Barclays December 2027 Maturity Corporate Index, while IBTH tracks ICE 2027 Maturity US Treasury Index. Their fees differ too: 0.10% for IBDS and 0.07% for IBTH.

IBDS currently has the higher Sharpe Ratio (4.19 vs 3.44), 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.

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