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IBGA vs. UNIY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGA vs. UNIY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2044 Term Treasury ETF (IBGA) and WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBGA achieves a -0.37% return, which is significantly lower than UNIY's 0.40% return.


IBGA

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

UNIY

1D
-0.21%
1M
0.38%
YTD
0.40%
6M
0.35%
1Y
5.54%
3Y*
4.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGA vs. UNIY - Yearly Performance Comparison


Correlation

The correlation between IBGA and UNIY is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2024

0.93

The correlation between IBGA and UNIY has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

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Return for Risk

IBGA vs. UNIY — 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

UNIY
UNIY Risk / Return Rank: 4444
Overall Rank
UNIY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
UNIY Sortino Ratio Rank: 4646
Sortino Ratio Rank
UNIY Omega Ratio Rank: 4242
Omega Ratio Rank
UNIY Calmar Ratio Rank: 4545
Calmar Ratio Rank
UNIY Martin Ratio Rank: 4343
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.

IBGA vs. UNIY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2044 Term Treasury ETF (IBGA) and WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY). 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.


IBGAUNIYDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.11

1.26

-0.15

Calmar ratioReturn relative to maximum drawdown

0.81

2.19

-1.38

Martin ratioReturn relative to average drawdown

2.23

6.84

-4.61

IBGA vs. UNIY - Sharpe Ratio Comparison

The current IBGA Sharpe Ratio is 0.65, which is lower than the UNIY Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of IBGA and UNIY, 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


IBGAUNIYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.50

-0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.84

-0.62

Drawdowns

IBGA vs. UNIY - Drawdown Comparison

The maximum IBGA drawdown since its inception was -11.69%, which is greater than UNIY's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for IBGA and UNIY.


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Drawdown Indicators


IBGAUNIYDifference

Max Drawdown

Largest peak-to-trough decline

-11.69%

-6.27%

-5.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-2.53%

-4.07%

Max Drawdown (3Y)

Largest decline over 3 years

-5.40%

Current Drawdown

Current decline from peak

-4.67%

-1.18%

-3.49%

Average Drawdown

Average peak-to-trough decline

-5.05%

-1.38%

-3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

0.81%

+1.59%

Volatility

IBGA vs. UNIY - Volatility Comparison

iShares iBonds Dec 2044 Term Treasury ETF (IBGA) has a higher volatility of 2.59% compared to WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY) at 1.26%. This indicates that IBGA's price experiences larger fluctuations and is considered to be riskier than UNIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGAUNIYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

1.26%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

5.68%

2.71%

+2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

8.21%

3.69%

+4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.86%

4.85%

+5.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.86%

4.85%

+5.01%

IBGA vs. UNIY - Expense Ratio Comparison

IBGA has a 0.07% expense ratio, which is lower than UNIY's 0.15% 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

IBGA vs. UNIY - Dividend Comparison

IBGA's dividend yield for the trailing twelve months is around 4.66%, less than UNIY's 4.85% yield.


PositionTTM202520242023
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
4.66%4.49%2.03%0.00%
UNIY
WisdomTree Voya Yield Enchanced USD Universal Bond Fund
4.85%4.95%4.86%3.99%

Frequently Asked Questions


With a correlation of 0.93, IBGA and UNIY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IBGA has higher volatility (2.59%) compared to UNIY (1.26%). In terms of maximum drawdown, IBGA dropped -11.69% vs UNIY's -6.27%.

On 1-year performance, UNIY leads with 5.54% vs 5.33% for IBGA. On fees, IBGA is cheaper at 0.07% per year. On volatility, UNIY has been the lower-risk option at 1.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, UNIY has performed better with a 5.54% return vs 5.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBGA is cheaper with a 0.07% expense ratio, compared with 0.15% for UNIY.

UNIY has the higher dividend yield at 4.85%, compared with 4.66% for IBGA.

IBGA tracks ICE 2044 Maturity US Treasury Index, while UNIY tracks Bloomberg US Universal Enhanced Yield Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.07% for IBGA and 0.15% for UNIY.

UNIY currently has the higher Sharpe Ratio (1.50 vs 0.65), 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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