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IBDV vs. IBTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDV vs. IBTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2030 Term Corporate ETF (IBDV) 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, IBDV achieves a 0.41% return, which is significantly lower than IBTH's 1.03% return.


IBDV

1D
-0.07%
1M
0.56%
YTD
0.41%
6M
0.90%
1Y
4.79%
3Y*
5.90%
5Y*
0.77%
10Y*

IBTH

1D
-0.02%
1M
0.23%
YTD
1.03%
6M
1.29%
1Y
3.81%
3Y*
4.16%
5Y*
0.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDV vs. IBTH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBDV
iShares iBonds Dec 2030 Term Corporate ETF
0.41%8.19%3.42%8.51%-14.67%-2.64%5.22%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
1.03%5.29%3.22%4.38%-9.75%-3.43%-0.12%

Correlation

The correlation between IBDV and IBTH is 0.64, 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

0.64

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

0.80

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

0.83

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2020

0.81

The correlation between IBDV and IBTH shifts across timeframes, from 0.64 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBDV vs. IBTH — Risk / Return Rank

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

IBDV
IBDV Risk / Return Rank: 5353
Overall Rank
IBDV Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IBDV Sortino Ratio Rank: 6060
Sortino Ratio Rank
IBDV Omega Ratio Rank: 5252
Omega Ratio Rank
IBDV Calmar Ratio Rank: 5050
Calmar Ratio Rank
IBDV Martin Ratio Rank: 5050
Martin Ratio Rank

IBTH
IBTH Risk / Return Rank: 9797
Overall Rank
IBTH Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IBTH Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTH Omega Ratio Rank: 9797
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.

IBDV vs. IBTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) 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.

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.


IBDVIBTHDifference
Sharpe ratioReturn per unit of total volatility

-2.15

Sortino ratioReturn per unit of downside risk

-4.78

Omega ratioGain probability vs. loss probability

1.29

1.96

-0.67

Calmar ratioReturn relative to maximum drawdown

2.21

10.03

-7.82

Martin ratioReturn relative to average drawdown

7.41

41.28

-33.87

IBDV vs. IBTH - Sharpe Ratio Comparison

The current IBDV Sharpe Ratio is 1.59, which is lower than the IBTH Sharpe Ratio of 3.74. The chart below compares the historical Sharpe Ratios of IBDV 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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Drawdowns

IBDV vs. IBTH - Drawdown Comparison

The maximum IBDV drawdown since its inception was -21.85%, which is greater than IBTH's maximum drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for IBDV and IBTH.


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Drawdown Indicators


IBDVIBTHDifference

Max Drawdown

Largest peak-to-trough decline

-21.85%

-16.16%

-5.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.07%

-0.38%

-1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-5.64%

-2.09%

-3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-21.54%

-14.41%

-7.13%

Current Drawdown

Current decline from peak

-0.81%

-1.25%

+0.44%

Average Drawdown

Average peak-to-trough decline

-7.19%

-6.69%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.09%

+0.53%

Volatility

IBDV vs. IBTH - Volatility Comparison

iShares iBonds Dec 2030 Term Corporate ETF (IBDV) has a higher volatility of 0.93% compared to iShares iBonds Dec 2027 Term Treasury ETF (IBTH) at 0.20%. This indicates that IBDV'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


IBDVIBTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

0.20%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

0.54%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

2.87%

1.03%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.44%

4.19%

+2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.25%

4.20%

+2.05%

IBDV vs. IBTH - Expense Ratio Comparison

IBDV 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

IBDV vs. IBTH - Dividend Comparison

IBDV's dividend yield for the trailing twelve months is around 4.59%, more than IBTH's 3.82% yield.


PositionTTM202520242023202220212020
IBDV
iShares iBonds Dec 2030 Term Corporate ETF
4.59%4.57%4.69%4.09%3.02%1.99%0.90%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.82%3.92%4.04%3.61%2.00%0.77%0.50%

Frequently Asked Questions


IBDV and IBTH have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBDV has higher volatility (0.93%) compared to IBTH (0.20%). In terms of maximum drawdown, IBDV dropped -21.85% vs IBTH's -16.16%.

On 5-year performance, IBDV leads with 0.77% vs 0.42% for IBTH. On fees, IBTH is cheaper at 0.07% per year. On volatility, IBTH has been the lower-risk option at 0.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IBDV has performed better with a 0.77% return vs 0.42%. 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 IBDV.

IBDV has the higher dividend yield at 4.59%, compared with 3.82% for IBTH.

IBDV is categorized as Corporate Bonds, while IBTH is Government Bonds. IBDV tracks Bloomberg December 2030 Maturity Corporate Index, while IBTH tracks ICE 2027 Maturity US Treasury Index. Their fees differ too: 0.10% for IBDV and 0.07% for IBTH.

IBTH currently has the higher Sharpe Ratio (3.74 vs 1.59), 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

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