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IBGA vs. CRUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGA vs. CRUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2044 Term Treasury ETF (IBGA) and Columbia Core Bond ETF (CRUX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBGA

1D
-0.41%
1M
0.62%
YTD
-0.37%
6M
-1.42%
1Y
5.33%
3Y*
5Y*
10Y*

CRUX

1D
-0.13%
1M
0.18%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGA vs. CRUX - Yearly Performance Comparison


Correlation

The correlation between IBGA and CRUX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 17, 2026

0.90

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Return for Risk

IBGA vs. CRUX — Risk / Return Rank

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

IBGA
IBGA Risk / Return Rank: 2020
Overall Rank
IBGA Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IBGA Sortino Ratio Rank: 2020
Sortino Ratio Rank
IBGA Omega Ratio Rank: 1919
Omega Ratio Rank
IBGA Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBGA Martin Ratio Rank: 2020
Martin Ratio Rank

CRUX
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.

IBGA vs. CRUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2044 Term Treasury ETF (IBGA) and Columbia Core Bond ETF (CRUX). 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.


IBGACRUXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.11

Calmar ratioReturn relative to maximum drawdown

0.81

Martin ratioReturn relative to average drawdown

2.23

IBGA vs. CRUX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBGACRUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

-0.12

+0.33

Drawdowns

IBGA vs. CRUX - Drawdown Comparison

The maximum IBGA drawdown since its inception was -11.69%, which is greater than CRUX's maximum drawdown of -1.85%. Use the drawdown chart below to compare losses from any high point for IBGA and CRUX.


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Drawdown Indicators


IBGACRUXDifference

Max Drawdown

Largest peak-to-trough decline

-11.69%

-1.85%

-9.84%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

Current Drawdown

Current decline from peak

-4.67%

-0.71%

-3.96%

Average Drawdown

Average peak-to-trough decline

-5.05%

-0.61%

-4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

Volatility

IBGA vs. CRUX - Volatility Comparison


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Volatility by Period


IBGACRUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

Volatility (6M)

Calculated over the trailing 6-month period

5.68%

Volatility (1Y)

Calculated over the trailing 1-year period

8.21%

4.32%

+3.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.86%

4.32%

+5.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.86%

4.32%

+5.54%

IBGA vs. CRUX - Expense Ratio Comparison

IBGA has a 0.07% expense ratio, which is lower than CRUX's 0.32% expense ratio.


Dividends

IBGA vs. CRUX - Dividend Comparison

IBGA's dividend yield for the trailing twelve months is around 4.66%, more than CRUX's 1.06% yield.


PositionTTM20252024
CRUX
Columbia Core Bond ETF
1.06%0.00%0.00%
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
4.66%4.49%2.03%

Frequently Asked Questions


IBGA and CRUX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBGA is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBGA is cheaper with a 0.07% expense ratio, compared with 0.32% for CRUX.

IBGA has the higher dividend yield at 4.66%, compared with 1.06% for CRUX.

They also come from different issuers: iShares and Columbia Threadneedle. Their fees differ too: 0.07% for IBGA and 0.32% for CRUX.

Portfolio Optimizer

Find the right allocation for IBGA and CRUX

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