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IBGL vs. ILTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGL vs. ILTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2055 Term Treasury ETF (IBGL) and iShares Core 10+ Year USD Bond ETF (ILTB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBGL achieves a -0.23% return, which is significantly lower than ILTB's 0.30% return.


IBGL

1D
-0.35%
1M
0.74%
YTD
-0.23%
6M
-1.85%
1Y
4.56%
3Y*
5Y*
10Y*

ILTB

1D
-0.33%
1M
1.04%
YTD
0.30%
6M
-0.71%
1Y
7.17%
3Y*
2.78%
5Y*
-2.88%
10Y*
1.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGL vs. ILTB - Yearly Performance Comparison


Correlation

The correlation between IBGL and ILTB 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 Mar 27, 2025

0.96

The correlation between IBGL and ILTB 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. ILTB — Risk / Return Rank

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

IBGL
IBGL Risk / Return Rank: 1717
Overall Rank
IBGL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IBGL Sortino Ratio Rank: 1616
Sortino Ratio Rank
IBGL Omega Ratio Rank: 1515
Omega Ratio Rank
IBGL Calmar Ratio Rank: 1717
Calmar Ratio Rank
IBGL Martin Ratio Rank: 1717
Martin Ratio Rank

ILTB
ILTB Risk / Return Rank: 2525
Overall Rank
ILTB Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ILTB Sortino Ratio Rank: 2424
Sortino Ratio Rank
ILTB Omega Ratio Rank: 2323
Omega Ratio Rank
ILTB Calmar Ratio Rank: 2727
Calmar Ratio Rank
ILTB Martin Ratio Rank: 2525
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. ILTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2055 Term Treasury ETF (IBGL) and iShares Core 10+ Year USD Bond ETF (ILTB). 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.


IBGLILTBDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.09

1.16

-0.07

Calmar ratioReturn relative to maximum drawdown

0.63

1.33

-0.70

Martin ratioReturn relative to average drawdown

1.58

3.38

-1.80

IBGL vs. ILTB - Sharpe Ratio Comparison

The current IBGL Sharpe Ratio is 0.49, which is lower than the ILTB Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of IBGL and ILTB, 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


IBGLILTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.91

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.35

-0.29

Drawdowns

IBGL vs. ILTB - Drawdown Comparison

The maximum IBGL drawdown since its inception was -9.37%, smaller than the maximum ILTB drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for IBGL and ILTB.


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Drawdown Indicators


IBGLILTBDifference

Max Drawdown

Largest peak-to-trough decline

-9.37%

-36.88%

+27.51%

Max Drawdown (1Y)

Largest decline over 1 year

-7.23%

-5.42%

-1.81%

Max Drawdown (3Y)

Largest decline over 3 years

-14.60%

Max Drawdown (5Y)

Largest decline over 5 years

-35.22%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

Current Drawdown

Current decline from peak

-4.38%

-21.28%

+16.90%

Average Drawdown

Average peak-to-trough decline

-4.03%

-9.92%

+5.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.13%

+0.76%

Volatility

IBGL vs. ILTB - Volatility Comparison

iShares iBonds Dec 2055 Term Treasury ETF (IBGL) has a higher volatility of 2.67% compared to iShares Core 10+ Year USD Bond ETF (ILTB) at 2.50%. This indicates that IBGL's price experiences larger fluctuations and is considered to be riskier than ILTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGLILTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

2.50%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

6.12%

5.54%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

9.28%

7.88%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.53%

12.64%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.53%

11.56%

-1.03%

IBGL vs. ILTB - Expense Ratio Comparison

IBGL has a 0.07% expense ratio, which is higher than ILTB's 0.06% 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

IBGL vs. ILTB - Dividend Comparison

IBGL's dividend yield for the trailing twelve months is around 4.70%, less than ILTB's 4.96% yield.


PositionTTM20252024202320222021202020192018201720162015
IBGL
iShares iBonds Dec 2055 Term Treasury ETF
4.70%3.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ILTB
iShares Core 10+ Year USD Bond ETF
4.96%4.83%4.91%4.38%4.31%3.04%3.32%3.45%4.13%3.97%3.99%4.20%

Frequently Asked Questions


With a correlation of 0.96, IBGL and ILTB 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 (2.67%) compared to ILTB (2.50%). In terms of maximum drawdown, IBGL dropped -9.37% vs ILTB's -36.88%.

On 1-year performance, ILTB leads with 7.17% vs 4.56% for IBGL. On fees, ILTB is cheaper at 0.06% per year. On volatility, ILTB 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, ILTB has performed better with a 7.17% return vs 4.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ILTB is cheaper with a 0.06% expense ratio, compared with 0.07% for IBGL.

ILTB has the higher dividend yield at 4.96%, compared with 4.70% for IBGL.

IBGL is categorized as Government Bonds, while ILTB is Long-Term Bond. IBGL tracks ICE 2055 Maturity US Treasury Index, while ILTB tracks Bloomberg U.S. Universal 10+ Year Index (USD). Their fees differ too: 0.07% for IBGL and 0.06% for ILTB.

ILTB currently has the higher Sharpe Ratio (0.91 vs 0.49), 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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