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IBGL vs. VGLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGL vs. VGLT - 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 Long-Term Treasury ETF (VGLT). 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 higher than VGLT's -0.41% return.


IBGL

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

VGLT

1D
-0.40%
1M
0.71%
YTD
-0.41%
6M
-1.68%
1Y
5.25%
3Y*
-0.72%
5Y*
-5.30%
10Y*
-1.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGL vs. VGLT - Yearly Performance Comparison


Correlation

The correlation between IBGL and VGLT 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 Mar 27, 2025

0.99

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

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Return for Risk

IBGL vs. VGLT — 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

VGLT
VGLT Risk / Return Rank: 1818
Overall Rank
VGLT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 1717
Sortino Ratio Rank
VGLT Omega Ratio Rank: 1616
Omega Ratio Rank
VGLT Calmar Ratio Rank: 1818
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1818
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. VGLT - 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 Long-Term Treasury ETF (VGLT). 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.


IBGLVGLTDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.09

1.10

-0.02

Calmar ratioReturn relative to maximum drawdown

0.63

0.75

-0.12

Martin ratioReturn relative to average drawdown

1.58

1.96

-0.38

IBGL vs. VGLT - Sharpe Ratio Comparison

The current IBGL Sharpe Ratio is 0.49, which is comparable to the VGLT Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of IBGL and VGLT, 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


IBGLVGLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.59

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.19

-0.13

Drawdowns

IBGL vs. VGLT - Drawdown Comparison

The maximum IBGL drawdown since its inception was -9.37%, smaller than the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for IBGL and VGLT.


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Drawdown Indicators


IBGLVGLTDifference

Max Drawdown

Largest peak-to-trough decline

-9.37%

-46.18%

+36.81%

Max Drawdown (1Y)

Largest decline over 1 year

-7.23%

-7.01%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-17.68%

Max Drawdown (5Y)

Largest decline over 5 years

-40.98%

Max Drawdown (10Y)

Largest decline over 10 years

-46.18%

Current Drawdown

Current decline from peak

-4.38%

-36.83%

+32.45%

Average Drawdown

Average peak-to-trough decline

-4.03%

-15.06%

+11.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.68%

+0.21%

Volatility

IBGL vs. VGLT - Volatility Comparison

iShares iBonds Dec 2055 Term Treasury ETF (IBGL) and Vanguard Long-Term Treasury ETF (VGLT) have volatilities of 2.67% and 2.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGLVGLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

2.59%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

6.12%

5.94%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

9.28%

8.88%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.53%

14.58%

-4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.53%

13.81%

-3.28%

IBGL vs. VGLT - Expense Ratio Comparison

IBGL has a 0.07% expense ratio, which is higher than VGLT'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. VGLT - Dividend Comparison

IBGL's dividend yield for the trailing twelve months is around 4.70%, more than VGLT's 4.61% 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%
VGLT
Vanguard Long-Term Treasury ETF
4.61%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%

Frequently Asked Questions


With a correlation of 0.99, IBGL and VGLT 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 VGLT (2.59%). In terms of maximum drawdown, IBGL dropped -9.37% vs VGLT's -46.18%.

On 1-year performance, VGLT leads with 5.25% vs 4.56% for IBGL. On fees, VGLT is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VGLT has performed better with a 5.25% return vs 4.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IBGL has the higher dividend yield at 4.70%, compared with 4.61% for VGLT.

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

VGLT currently has the higher Sharpe Ratio (0.59 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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