IBIG vs. IBIL

Last updated Jun 4, 2026

IBIG (iShares iBonds Oct 2030 Term TIPS ETF) and IBIL (iShares iBonds Oct 2035 Term TIPS ETF) are both Inflation-Protected Bonds funds from iShares - IBIG tracks the ICE 2030 Maturity US Inflation-Linked Treasury Index while IBIL tracks the ICE 2035 Maturity US Treasury TIPS Index. Both are passively managed. Over the past year, IBIG returned 5.02% vs 6.35% for IBIL. A 0.79 correlation means they provide meaningful diversification when combined. Both charge a 0.10% expense ratio.

Performance

IBIG vs. IBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2030 Term TIPS ETF (IBIG) and iShares iBonds Oct 2035 Term TIPS ETF (IBIL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with IBIG having a 1.64% return and IBIL slightly lower at 1.59%.

IBIG

• 1D: -0.09%
• 1M: -0.37%
• YTD: 1.64%
• 6M: 1.42%
• 1Y: 5.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IBIL

• 1D: -0.33%
• 1M: -0.33%
• YTD: 1.59%
• 6M: 1.17%
• 1Y: 6.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIG vs. IBIL - Yearly Performance Comparison

	2026 (YTD)	2025
IBIG iShares iBonds Oct 2030 Term TIPS ETF	1.64%	4.47%
IBIL iShares iBonds Oct 2035 Term TIPS ETF	1.59%	4.75%

Correlation

The correlation between IBIG and IBIL is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (All Time) Calculated using the full available price history since Mar 27, 2025	0.79

The correlation between IBIG and IBIL has been stable across timeframes, ranging from 0.77 to 0.79 - a consistent structural relationship.

Return for Risk

IBIG vs. IBIL — Risk / Return Rank

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

IBIG

IBIG Risk / Return Rank: 66
IBIG Sharpe Ratio Rank: 58
IBIG Sortino Ratio Rank: 67
IBIG Omega Ratio Rank: 59
IBIG Calmar Ratio Rank: 75
IBIG Martin Ratio Rank: 69

IBIL

IBIL Risk / Return Rank: 36
IBIL Sharpe Ratio Rank: 32
IBIL Sortino Ratio Rank: 31
IBIL Omega Ratio Rank: 35
IBIL Calmar Ratio Rank: 48
IBIL Martin Ratio Rank: 36

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.

IBIG vs. IBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2030 Term TIPS ETF (IBIG) and iShares iBonds Oct 2035 Term TIPS ETF (IBIL). 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.

	IBIG	IBIL	Difference
Sharpe ratio: Return per unit of total volatility	1.93	1.14	+0.79
Sortino ratio: Return per unit of downside risk	3.05	1.61	+1.44
Omega ratio: Gain probability vs. loss probability	1.36	1.23	+0.13
Calmar ratio: Return relative to maximum drawdown	3.74	2.31	+1.43
Martin ratio: Return relative to average drawdown	12.68	5.52	+7.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBIG vs. IBIL - Sharpe Ratio Comparison

The current IBIG Sharpe Ratio is 1.93, which is higher than the IBIL Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of IBIG and IBIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IBIG	IBIL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.93	1.14	+0.79
Sharpe Ratio (All Time) Calculated using the full available price history	1.43	0.66	+0.77

Drawdowns

IBIG vs. IBIL - Drawdown Comparison

The maximum IBIG drawdown since its inception was -3.21%, smaller than the maximum IBIL drawdown of -5.28%. Use the drawdown chart below to compare losses from any high point for IBIG and IBIL.

Drawdown Indicators

	IBIG	IBIL	Difference
Max Drawdown Largest peak-to-trough decline	-3.21%	-5.28%	+2.07%
Max Drawdown (1Y) Largest decline over 1 year	-1.35%	-2.76%	+1.41%
Current Drawdown Current decline from peak	-0.43%	-0.66%	+0.23%
Average Drawdown Average peak-to-trough decline	-0.77%	-1.48%	+0.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.40%	1.15%	-0.75%

Volatility

IBIG vs. IBIL - Volatility Comparison

The current volatility for iShares iBonds Oct 2030 Term TIPS ETF (IBIG) is 0.62%, while iShares iBonds Oct 2035 Term TIPS ETF (IBIL) has a volatility of 1.25%. This indicates that IBIG experiences smaller price fluctuations and is considered to be less risky than IBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IBIG	IBIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.62%	1.25%	-0.63%
Volatility (6M) Calculated over the trailing 6-month period	1.70%	3.08%	-1.38%
Volatility (1Y) Calculated over the trailing 1-year period	2.62%	5.58%	-2.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.29%	8.20%	-3.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.29%	8.20%	-3.91%

IBIG vs. IBIL - Expense Ratio Comparison

Both IBIG and IBIL have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

IBIG vs. IBIL - Dividend Comparison

IBIG's dividend yield for the trailing twelve months is around 3.89%, more than IBIL's 3.47% yield.

Position	TTM	2025	2024	2023
IBIG iShares iBonds Oct 2030 Term TIPS ETF	3.89%	4.70%	4.15%	0.78%
IBIL iShares iBonds Oct 2035 Term TIPS ETF	3.47%	2.93%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IBIG and IBIL in my portfolio?

IBIG and IBIL have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IBIG or IBIL?

IBIL has higher volatility (1.25%) compared to IBIG (0.62%). In terms of maximum drawdown, IBIG dropped -3.21% vs IBIL's -5.28%.

Which ETF is better, IBIG or IBIL?

On 1-year performance, IBIL leads with 6.35% vs 5.02% for IBIG. Both ETFs have the same 0.10% expense ratio. On volatility, IBIG has been the lower-risk option at 0.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IBIG or IBIL?

Over the 1-year period, IBIL has performed better with a 6.35% return vs 5.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IBIG or IBIL?

IBIG and IBIL have the same expense ratio: 0.10% per year.

Which ETF pays a higher dividend yield, IBIG or IBIL?

IBIG has the higher dividend yield at 3.89%, compared with 3.47% for IBIL.

What is the main difference between IBIG and IBIL?

IBIG tracks ICE 2030 Maturity US Inflation-Linked Treasury Index, while IBIL tracks ICE 2035 Maturity US Treasury TIPS Index.

Which has better risk-adjusted returns?

IBIG currently has the higher Sharpe Ratio (1.93 vs 1.14), 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.