PortfoliosLab logoPortfoliosLab logo
IBGK vs. XTWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGK vs. XTWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2054 Term Treasury ETF (IBGK) and BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF (XTWY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IBGK achieves a -0.36% return, which is significantly higher than XTWY's -0.43% return.


IBGK

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

XTWY

1D
-0.47%
1M
1.02%
YTD
-0.43%
6M
-2.64%
1Y
4.93%
3Y*
-3.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGK vs. XTWY - Yearly Performance Comparison


Correlation

The correlation between IBGK and XTWY is 0.99 - 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

0.99

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

0.97

The correlation between IBGK and XTWY has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IBGK vs. XTWY — 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

XTWY
XTWY Risk / Return Rank: 1515
Overall Rank
XTWY Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XTWY Sortino Ratio Rank: 1515
Sortino Ratio Rank
XTWY Omega Ratio Rank: 1414
Omega Ratio Rank
XTWY Calmar Ratio Rank: 1515
Calmar Ratio Rank
XTWY Martin Ratio Rank: 1515
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. XTWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2054 Term Treasury ETF (IBGK) and BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF (XTWY). 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.


IBGKXTWYDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.09

1.08

+0.01

Calmar ratioReturn relative to maximum drawdown

0.65

0.52

+0.13

Martin ratioReturn relative to average drawdown

1.63

1.26

+0.37

IBGK vs. XTWY - Sharpe Ratio Comparison

The current IBGK Sharpe Ratio is 0.51, which is comparable to the XTWY Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of IBGK and XTWY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IBGKXTWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.42

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

-0.22

+0.24

Drawdowns

IBGK vs. XTWY - Drawdown Comparison

The maximum IBGK drawdown since its inception was -14.62%, smaller than the maximum XTWY drawdown of -25.92%. Use the drawdown chart below to compare losses from any high point for IBGK and XTWY.


Loading charts...

Drawdown Indicators


IBGKXTWYDifference

Max Drawdown

Largest peak-to-trough decline

-14.62%

-25.92%

+11.30%

Max Drawdown (1Y)

Largest decline over 1 year

-7.29%

-9.48%

+2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-22.16%

Current Drawdown

Current decline from peak

-9.19%

-15.31%

+6.12%

Average Drawdown

Average peak-to-trough decline

-8.06%

-12.23%

+4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

3.91%

-0.99%

Volatility

IBGK vs. XTWY - Volatility Comparison

The current volatility for iShares iBonds Dec 2054 Term Treasury ETF (IBGK) is 2.70%, while BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF (XTWY) has a volatility of 3.48%. This indicates that IBGK experiences smaller price fluctuations and is considered to be less risky than XTWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IBGKXTWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

3.48%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

6.20%

7.70%

-1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

9.36%

11.72%

-2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.81%

17.63%

-5.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.81%

17.63%

-5.82%

IBGK vs. XTWY - Expense Ratio Comparison

IBGK has a 0.07% expense ratio, which is lower than XTWY's 0.13% 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. XTWY - Dividend Comparison

IBGK's dividend yield for the trailing twelve months is around 4.72%, which matches XTWY's 4.70% yield.


PositionTTM2025202420232022
IBGK
iShares iBonds Dec 2054 Term Treasury ETF
4.72%4.59%3.15%0.00%0.00%
XTWY
BondBloxx Bloomberg Twenty Year Target Duration US Treasury ETF
4.70%4.56%4.65%3.86%1.08%

Frequently Asked Questions


With a correlation of 0.99, IBGK and XTWY 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.

XTWY has higher volatility (3.48%) compared to IBGK (2.70%). In terms of maximum drawdown, IBGK dropped -14.62% vs XTWY's -25.92%.

On 1-year performance, XTWY leads with 4.93% vs 4.74% for IBGK. On fees, IBGK is cheaper at 0.07% per year. On volatility, IBGK has been the lower-risk option at 2.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XTWY has performed better with a 4.93% return vs 4.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBGK is cheaper with a 0.07% expense ratio, compared with 0.12% for XTWY.

IBGK has the higher dividend yield at 4.72%, compared with 4.70% for XTWY.

IBGK is categorized as Long-Term Bond, while XTWY is Government Bonds. IBGK tracks ICE 2054 Maturity US Treasury Index, while XTWY tracks Bloomberg US Treasury 20 Year Target Duration Index. They also come from different issuers: iShares and BondBloxx. Their fees differ too: 0.07% for IBGK and 0.12% for XTWY.

IBGK currently has the higher Sharpe Ratio (0.51 vs 0.42), 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 XTWY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer