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IBGL vs. BLTD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGL vs. BLTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2055 Term Treasury ETF (IBGL) 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

As of year-to-date, both investments have demonstrated similar returns, with IBGL at 0.84% and BLTD at 0.84%.


IBGL

1D
0.09%
1M
2.24%
YTD
0.84%
6M
0.49%
1Y
3.63%
3Y*
5Y*
10Y*

BLTD

1D
0.18%
1M
1.46%
YTD
0.84%
6M
0.77%
1Y
4.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGL vs. BLTD - Yearly Performance Comparison


Correlation

The correlation between IBGL and BLTD is 0.96 - 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

0.96

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2025

0.96

The correlation between IBGL and BLTD has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.

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Return for Risk

IBGL vs. BLTD — Risk / Return Rank

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

IBGL
IBGL Risk / Return Rank: 1414
Overall Rank
IBGL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IBGL Sortino Ratio Rank: 1414
Sortino Ratio Rank
IBGL Omega Ratio Rank: 1313
Omega Ratio Rank
IBGL Calmar Ratio Rank: 1515
Calmar Ratio Rank
IBGL Martin Ratio Rank: 1515
Martin Ratio Rank

BLTD
BLTD Risk / Return Rank: 2121
Overall Rank
BLTD Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BLTD Sortino Ratio Rank: 2020
Sortino Ratio Rank
BLTD Omega Ratio Rank: 1818
Omega Ratio Rank
BLTD Calmar Ratio Rank: 2222
Calmar Ratio Rank
BLTD Martin Ratio Rank: 2121
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.

IBGL vs. BLTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2055 Term Treasury ETF (IBGL) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IBGLBLTDDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.07

1.12

-0.05

Calmar ratioReturn relative to maximum drawdown

0.50

1.00

-0.50

Martin ratioReturn relative to average drawdown

1.20

2.48

-1.27

IBGL vs. BLTD - Sharpe Ratio Comparison

The current IBGL Sharpe Ratio is 0.41, which is lower than the BLTD Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of IBGL and BLTD, 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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Drawdowns

IBGL vs. BLTD - Drawdown Comparison

The maximum IBGL drawdown since its inception was -9.37%, which is greater than BLTD's maximum drawdown of -4.80%. Use the drawdown chart below to compare losses from any high point for IBGL and BLTD.


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Drawdown Indicators


IBGLBLTDDifference

Max Drawdown

Largest peak-to-trough decline

-9.37%

-4.80%

-4.57%

Max Drawdown (1Y)

Largest decline over 1 year

-7.23%

-4.80%

-2.43%

Current Drawdown

Current decline from peak

-3.36%

-1.92%

-1.44%

Average Drawdown

Average peak-to-trough decline

-4.02%

-1.60%

-2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

1.94%

+1.08%

Volatility

IBGL vs. BLTD - Volatility Comparison

iShares iBonds Dec 2055 Term Treasury ETF (IBGL) has a higher volatility of 2.07% compared to Bluemonte Long Term Bond ETF (BLTD) at 1.70%. This indicates that IBGL's price experiences larger fluctuations and is considered to be riskier than BLTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGLBLTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

1.70%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

6.24%

5.04%

+1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

8.99%

6.82%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.43%

6.82%

+3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.43%

6.82%

+3.61%

IBGL vs. BLTD - Expense Ratio Comparison

IBGL 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

IBGL vs. BLTD - Dividend Comparison

IBGL's dividend yield for the trailing twelve months is around 4.65%, more than BLTD's 3.91% yield.


Frequently Asked Questions


With a correlation of 0.96, IBGL 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.

IBGL has higher volatility (2.07%) compared to BLTD (1.70%). In terms of maximum drawdown, IBGL dropped -9.37% vs BLTD's -4.80%.

On 1-year performance, BLTD leads with 4.79% vs 3.63% for IBGL. On fees, IBGL is cheaper at 0.07% per year. On volatility, BLTD has been the lower-risk option at 1.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BLTD has performed better with a 4.79% return vs 3.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IBGL has the higher dividend yield at 4.65%, compared with 3.91% for BLTD.

IBGL is categorized as Government Bonds, while BLTD is Long-Term Bond. They also come from different issuers: iShares and Bluemonte. Their fees differ too: 0.07% for IBGL and 0.23% for BLTD.

BLTD currently has the higher Sharpe Ratio (0.70 vs 0.41), 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 IBGL and BLTD

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