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IBGK vs. BLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGK vs. BLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2054 Term Treasury ETF (IBGK) and Vanguard Long-Term Bond ETF (BLV). 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 BLV's 0.28% return.


IBGK

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

BLV

1D
-0.31%
1M
1.09%
YTD
0.28%
6M
-0.86%
1Y
6.59%
3Y*
2.02%
5Y*
-3.33%
10Y*
0.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGK vs. BLV - Yearly Performance Comparison


2026 (YTD)20252024
IBGK
iShares iBonds Dec 2054 Term Treasury ETF
-0.36%3.66%-2.73%
BLV
Vanguard Long-Term Bond ETF
0.28%6.44%-1.06%

Correlation

The correlation between IBGK and BLV is 0.98 - 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 (1Y)
Calculated over the trailing 1-year period

0.98

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

0.98

The correlation between IBGK and BLV has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

IBGK vs. BLV — 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

BLV
BLV Risk / Return Rank: 2323
Overall Rank
BLV Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BLV Sortino Ratio Rank: 2222
Sortino Ratio Rank
BLV Omega Ratio Rank: 2121
Omega Ratio Rank
BLV Calmar Ratio Rank: 2424
Calmar Ratio Rank
BLV Martin Ratio Rank: 2323
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.

IBGK vs. BLV - Risk-Adjusted Trends Comparison

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


IBGKBLVDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.09

1.14

-0.05

Calmar ratioReturn relative to maximum drawdown

0.65

1.15

-0.50

Martin ratioReturn relative to average drawdown

1.63

2.92

-1.29

IBGK vs. BLV - Sharpe Ratio Comparison

The current IBGK Sharpe Ratio is 0.51, which is lower than the BLV Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of IBGK and BLV, 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


IBGKBLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.81

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.37

-0.35

Drawdowns

IBGK vs. BLV - Drawdown Comparison

The maximum IBGK drawdown since its inception was -14.62%, smaller than the maximum BLV drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for IBGK and BLV.


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Drawdown Indicators


IBGKBLVDifference

Max Drawdown

Largest peak-to-trough decline

-14.62%

-38.29%

+23.67%

Max Drawdown (1Y)

Largest decline over 1 year

-7.29%

-5.73%

-1.56%

Max Drawdown (3Y)

Largest decline over 3 years

-15.16%

Max Drawdown (5Y)

Largest decline over 5 years

-36.27%

Max Drawdown (10Y)

Largest decline over 10 years

-38.29%

Current Drawdown

Current decline from peak

-9.19%

-24.14%

+14.95%

Average Drawdown

Average peak-to-trough decline

-8.06%

-9.51%

+1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.26%

+0.66%

Volatility

IBGK vs. BLV - Volatility Comparison

iShares iBonds Dec 2054 Term Treasury ETF (IBGK) has a higher volatility of 2.70% compared to Vanguard Long-Term Bond ETF (BLV) at 2.50%. This indicates that IBGK's price experiences larger fluctuations and is considered to be riskier than BLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGKBLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

2.50%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

6.20%

5.62%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

9.36%

8.15%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.81%

12.97%

-1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.81%

11.98%

-0.17%

IBGK vs. BLV - Expense Ratio Comparison

IBGK has a 0.07% expense ratio, which is higher than BLV's 0.03% 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

IBGK vs. BLV - Dividend Comparison

IBGK's dividend yield for the trailing twelve months is around 4.72%, less than BLV's 4.80% yield.


PositionTTM20252024202320222021202020192018201720162015
BLV
Vanguard Long-Term Bond ETF
4.80%4.67%5.09%4.06%4.17%3.37%6.12%3.57%4.07%3.63%4.16%4.37%
IBGK
iShares iBonds Dec 2054 Term Treasury ETF
4.72%4.59%3.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, IBGK and BLV 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.

IBGK has higher volatility (2.70%) compared to BLV (2.50%). In terms of maximum drawdown, IBGK dropped -14.62% vs BLV's -38.29%.

On 1-year performance, BLV leads with 6.59% vs 4.74% for IBGK. On fees, BLV is cheaper at 0.03% per year. On volatility, BLV has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BLV has performed better with a 6.59% return vs 4.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BLV is cheaper with a 0.03% expense ratio, compared with 0.07% for IBGK.

BLV has the higher dividend yield at 4.80%, compared with 4.72% for IBGK.

IBGK tracks ICE 2054 Maturity US Treasury Index, while BLV tracks Bloomberg U.S. Long Government/Credit Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IBGK and 0.03% for BLV.

BLV currently has the higher Sharpe Ratio (0.81 vs 0.51), 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

Find the right allocation for IBGK and BLV

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