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IBHF vs. IBTJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBHF and IBTJ is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

IBHF vs. IBTJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2026 Term High Yield and Income ETF (IBHF) and iShares iBonds Dec 2029 Term Treasury ETF (IBTJ). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
22.46%
-7.12%
IBHF
IBTJ

Key characteristics

Sharpe Ratio

IBHF:

2.74

IBTJ:

1.95

Sortino Ratio

IBHF:

3.93

IBTJ:

3.05

Omega Ratio

IBHF:

1.64

IBTJ:

1.37

Calmar Ratio

IBHF:

3.48

IBTJ:

0.48

Martin Ratio

IBHF:

22.74

IBTJ:

4.85

Ulcer Index

IBHF:

0.39%

IBTJ:

1.60%

Daily Std Dev

IBHF:

3.22%

IBTJ:

3.96%

Max Drawdown

IBHF:

-11.19%

IBTJ:

-20.19%

Current Drawdown

IBHF:

0.00%

IBTJ:

-9.26%

Returns By Period

In the year-to-date period, IBHF achieves a 1.79% return, which is significantly lower than IBTJ's 3.40% return.


IBHF

YTD

1.79%

1M

0.43%

6M

3.18%

1Y

8.95%

5Y*

N/A

10Y*

N/A

IBTJ

YTD

3.40%

1M

1.28%

6M

2.93%

1Y

8.14%

5Y*

-1.72%

10Y*

N/A

*Annualized

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IBHF vs. IBTJ - Expense Ratio Comparison

IBHF has a 0.35% expense ratio, which is higher than IBTJ's 0.07% expense ratio.


Expense ratio chart for IBHF: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBHF: 0.35%
Expense ratio chart for IBTJ: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBTJ: 0.07%

Risk-Adjusted Performance

IBHF vs. IBTJ — Risk-Adjusted Performance Rank

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

IBHF
The Risk-Adjusted Performance Rank of IBHF is 9797
Overall Rank
The Sharpe Ratio Rank of IBHF is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IBHF is 9797
Sortino Ratio Rank
The Omega Ratio Rank of IBHF is 9797
Omega Ratio Rank
The Calmar Ratio Rank of IBHF is 9696
Calmar Ratio Rank
The Martin Ratio Rank of IBHF is 9898
Martin Ratio Rank

IBTJ
The Risk-Adjusted Performance Rank of IBTJ is 8585
Overall Rank
The Sharpe Ratio Rank of IBTJ is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of IBTJ is 9595
Sortino Ratio Rank
The Omega Ratio Rank of IBTJ is 9393
Omega Ratio Rank
The Calmar Ratio Rank of IBTJ is 6060
Calmar Ratio Rank
The Martin Ratio Rank of IBTJ is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBHF vs. IBTJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2026 Term High Yield and Income ETF (IBHF) and iShares iBonds Dec 2029 Term Treasury ETF (IBTJ). 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.


The chart of Sharpe ratio for IBHF, currently valued at 2.74, compared to the broader market-1.000.001.002.003.004.00
IBHF: 2.74
IBTJ: 1.95
The chart of Sortino ratio for IBHF, currently valued at 3.93, compared to the broader market-2.000.002.004.006.008.00
IBHF: 3.93
IBTJ: 3.05
The chart of Omega ratio for IBHF, currently valued at 1.64, compared to the broader market0.501.001.502.002.50
IBHF: 1.64
IBTJ: 1.37
The chart of Calmar ratio for IBHF, currently valued at 3.48, compared to the broader market0.002.004.006.008.0010.0012.00
IBHF: 3.48
IBTJ: 0.54
The chart of Martin ratio for IBHF, currently valued at 22.74, compared to the broader market0.0020.0040.0060.00
IBHF: 22.74
IBTJ: 4.85

The current IBHF Sharpe Ratio is 2.74, which is higher than the IBTJ Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of IBHF and IBTJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
2.74
1.95
IBHF
IBTJ

Dividends

IBHF vs. IBTJ - Dividend Comparison

IBHF's dividend yield for the trailing twelve months is around 6.97%, more than IBTJ's 3.83% yield.


TTM20242023202220212020
IBHF
iShares iBonds 2026 Term High Yield and Income ETF
6.97%7.17%7.33%6.01%4.55%0.61%
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
3.83%3.95%3.48%1.86%0.74%0.61%

Drawdowns

IBHF vs. IBTJ - Drawdown Comparison

The maximum IBHF drawdown since its inception was -11.19%, smaller than the maximum IBTJ drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for IBHF and IBTJ. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril0
-7.42%
IBHF
IBTJ

Volatility

IBHF vs. IBTJ - Volatility Comparison

iShares iBonds 2026 Term High Yield and Income ETF (IBHF) has a higher volatility of 2.20% compared to iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) at 1.51%. This indicates that IBHF's price experiences larger fluctuations and is considered to be riskier than IBTJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
2.20%
1.51%
IBHF
IBTJ