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IBGK vs. BLTD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGK vs. BLTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2054 Term Treasury ETF (IBGK) and Bluemonte Long Term Bond ETF (BLTD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBGK achieves a -0.36% return, which is significantly lower than BLTD's 0.26% return.


IBGK

1D
-0.34%
1M
0.75%
YTD
-0.36%
6M
-1.89%
1Y
4.74%
3Y*
5Y*
10Y*

BLTD

1D
-0.32%
1M
0.87%
YTD
0.26%
6M
-0.57%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGK vs. BLTD - Yearly Performance Comparison


Correlation

The correlation between IBGK and BLTD is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 24, 2025

0.97

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Return for Risk

IBGK vs. BLTD — Risk / Return Rank

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

IBGK
IBGK Risk / Return Rank: 1717
Overall Rank
IBGK Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IBGK Sortino Ratio Rank: 1717
Sortino Ratio Rank
IBGK Omega Ratio Rank: 1616
Omega Ratio Rank
IBGK Calmar Ratio Rank: 1717
Calmar Ratio Rank
IBGK Martin Ratio Rank: 1717
Martin Ratio Rank

BLTD
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.

IBGK vs. BLTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2054 Term Treasury ETF (IBGK) and Bluemonte Long Term Bond ETF (BLTD). 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.


IBGKBLTDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.09

Calmar ratioReturn relative to maximum drawdown

0.65

Martin ratioReturn relative to average drawdown

1.63

IBGK vs. BLTD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBGKBLTDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.65

-0.63

Drawdowns

IBGK vs. BLTD - Drawdown Comparison

The maximum IBGK drawdown since its inception was -14.62%, which is greater than BLTD's maximum drawdown of -4.80%. Use the drawdown chart below to compare losses from any high point for IBGK and BLTD.


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Drawdown Indicators


IBGKBLTDDifference

Max Drawdown

Largest peak-to-trough decline

-14.62%

-4.80%

-9.82%

Max Drawdown (1Y)

Largest decline over 1 year

-7.29%

Current Drawdown

Current decline from peak

-9.19%

-2.48%

-6.71%

Average Drawdown

Average peak-to-trough decline

-8.06%

-1.57%

-6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

Volatility

IBGK vs. BLTD - Volatility Comparison


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Volatility by Period


IBGKBLTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

Volatility (6M)

Calculated over the trailing 6-month period

6.20%

Volatility (1Y)

Calculated over the trailing 1-year period

9.36%

6.84%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.81%

6.84%

+4.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.81%

6.84%

+4.97%

IBGK vs. BLTD - Expense Ratio Comparison

IBGK has a 0.07% expense ratio, which is lower than BLTD's 0.23% 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

IBGK vs. BLTD - Dividend Comparison

IBGK's dividend yield for the trailing twelve months is around 4.72%, more than BLTD's 3.93% yield.


PositionTTM20252024
BLTD
Bluemonte Long Term Bond ETF
3.93%2.48%0.00%
IBGK
iShares iBonds Dec 2054 Term Treasury ETF
4.72%4.59%3.15%

Frequently Asked Questions


With a correlation of 0.97, IBGK and BLTD 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.

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

IBGK is cheaper with a 0.07% expense ratio, compared with 0.23% for BLTD.

IBGK has the higher dividend yield at 4.72%, compared with 3.93% for BLTD.

They also come from different issuers: iShares and Bluemonte. Their fees differ too: 0.07% for IBGK and 0.23% for BLTD.

Portfolio Optimizer

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