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IBGL vs. VGIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGL vs. VGIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2055 Term Treasury ETF (IBGL) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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 2.15% return, which is significantly higher than VGIT's 0.02% return.


IBGL

1D
1.31%
1M
3.58%
YTD
2.15%
6M
1.20%
1Y
4.26%
3Y*
5Y*
10Y*

VGIT

1D
0.41%
1M
0.79%
YTD
0.02%
6M
0.02%
1Y
2.90%
3Y*
3.70%
5Y*
0.21%
10Y*
1.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGL vs. VGIT - Yearly Performance Comparison


Correlation

The correlation between IBGL and VGIT is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2025

0.82

The correlation between IBGL and VGIT has been stable across timeframes, ranging from 0.82 to 0.82 - a consistent structural relationship.

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Return for Risk

IBGL vs. VGIT — Risk / Return Rank

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

IBGL
IBGL Risk / Return Rank: 1616
Overall Rank
IBGL Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IBGL Sortino Ratio Rank: 1515
Sortino Ratio Rank
IBGL Omega Ratio Rank: 1414
Omega Ratio Rank
IBGL Calmar Ratio Rank: 1616
Calmar Ratio Rank
IBGL Martin Ratio Rank: 1616
Martin Ratio Rank

VGIT
VGIT Risk / Return Rank: 2424
Overall Rank
VGIT Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 2525
Sortino Ratio Rank
VGIT Omega Ratio Rank: 2323
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2323
Calmar Ratio Rank
VGIT 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.

IBGL vs. VGIT - Risk-Adjusted Trends Comparison

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


IBGLVGITDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.08

1.15

-0.07

Calmar ratioReturn relative to maximum drawdown

0.59

1.03

-0.43

Martin ratioReturn relative to average drawdown

1.41

2.75

-1.34

IBGL vs. VGIT - Sharpe Ratio Comparison

The current IBGL Sharpe Ratio is 0.47, which is lower than the VGIT Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IBGL and VGIT, 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. VGIT - Drawdown Comparison

The maximum IBGL drawdown since its inception was -9.37%, smaller than the maximum VGIT drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for IBGL and VGIT.


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Drawdown Indicators


IBGLVGITDifference

Max Drawdown

Largest peak-to-trough decline

-9.37%

-16.05%

+6.68%

Max Drawdown (1Y)

Largest decline over 1 year

-7.23%

-2.83%

-4.40%

Max Drawdown (3Y)

Largest decline over 3 years

-4.34%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

Max Drawdown (10Y)

Largest decline over 10 years

-16.05%

Current Drawdown

Current decline from peak

-2.10%

-1.92%

-0.18%

Average Drawdown

Average peak-to-trough decline

-4.01%

-3.51%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

1.05%

+1.97%

Volatility

IBGL vs. VGIT - Volatility Comparison

iShares iBonds Dec 2055 Term Treasury ETF (IBGL) has a higher volatility of 2.36% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.17%. This indicates that IBGL's price experiences larger fluctuations and is considered to be riskier than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGLVGITDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

1.17%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

6.36%

2.50%

+3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

9.08%

3.39%

+5.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.48%

5.39%

+5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.48%

4.50%

+5.98%

IBGL vs. VGIT - Expense Ratio Comparison

IBGL has a 0.07% expense ratio, which is higher than VGIT'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

IBGL vs. VGIT - Dividend Comparison

IBGL's dividend yield for the trailing twelve months is around 4.59%, more than VGIT's 3.85% yield.


PositionTTM20252024202320222021202020192018201720162015
IBGL
iShares iBonds Dec 2055 Term Treasury ETF
4.59%3.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.85%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%

Frequently Asked Questions


IBGL and VGIT have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBGL has higher volatility (2.36%) compared to VGIT (1.17%). In terms of maximum drawdown, IBGL dropped -9.37% vs VGIT's -16.05%.

On 1-year performance, IBGL leads with 4.26% vs 2.90% for VGIT. On fees, VGIT is cheaper at 0.03% per year. On volatility, VGIT has been the lower-risk option at 1.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBGL has performed better with a 4.26% return vs 2.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGIT is cheaper with a 0.03% expense ratio, compared with 0.07% for IBGL.

IBGL has the higher dividend yield at 4.59%, compared with 3.85% for VGIT.

IBGL tracks ICE 2055 Maturity US Treasury Index, while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IBGL and 0.03% for VGIT.

VGIT currently has the higher Sharpe Ratio (0.86 vs 0.47), 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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