IBKR vs. IBTH
IBKR (Interactive Brokers Group, Inc.) is a stock, while IBTH (iShares iBonds Dec 2027 Term Treasury ETF) is Government Bonds fund tracking the ICE 2027 Maturity US Treasury Index. Over the past 5 years, IBKR returned 41.64%/yr vs 0.42%/yr for IBTH. At a correlation of -0.20, they often move in opposite directions.
Performance
IBKR vs. IBTH - Performance Comparison
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Returns By Period
In the year-to-date period, IBKR achieves a 41.50% return, which is significantly higher than IBTH's 1.03% return.
IBKR
- 1D
- 2.23%
- 1M
- 4.48%
- YTD
- 41.50%
- 6M
- 41.85%
- 1Y
- 80.51%
- 3Y*
- 67.33%
- 5Y*
- 41.64%
- 10Y*
- 26.54%
IBTH
- 1D
- -0.02%
- 1M
- 0.23%
- YTD
- 1.03%
- 6M
- 1.29%
- 1Y
- 3.81%
- 3Y*
- 4.16%
- 5Y*
- 0.42%
- 10Y*
- —
IBKR vs. IBTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 41.50% | 46.37% | 114.43% | 15.14% | -8.35% | 31.12% | 18.69% |
IBTH iShares iBonds Dec 2027 Term Treasury ETF | 1.03% | 5.29% | 3.22% | 4.38% | -9.75% | -3.43% | 4.20% |
Correlation
The correlation between IBKR and IBTH is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.20 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2020 | -0.20 |
The correlation between IBKR and IBTH shifts across timeframes, from -0.22 (3 years) to -0.00 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IBKR vs. IBTH — Risk / Return Rank
IBKR
IBTH
IBKR vs. IBTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Interactive Brokers Group, Inc. (IBKR) and iShares iBonds Dec 2027 Term Treasury ETF (IBTH). 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.
| IBKR | IBTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -4.58 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.96 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 10.03 | -5.84 |
| Martin ratioReturn relative to average drawdown | 10.65 | 41.28 | -30.63 |
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Drawdowns
IBKR vs. IBTH - Drawdown Comparison
The maximum IBKR drawdown since its inception was -63.66%, which is greater than IBTH's maximum drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for IBKR and IBTH.
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Drawdown Indicators
| IBKR | IBTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.66% | -16.16% | -47.50% |
Max Drawdown (1Y)Largest decline over 1 year | -18.70% | -0.38% | -18.32% |
Max Drawdown (3Y)Largest decline over 3 years | -38.66% | -2.09% | -36.57% |
Max Drawdown (5Y)Largest decline over 5 years | -38.66% | -14.41% | -24.25% |
Max Drawdown (10Y)Largest decline over 10 years | -55.09% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.25% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -24.85% | -6.69% | -18.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.35% | 0.09% | +7.26% |
Volatility
IBKR vs. IBTH - Volatility Comparison
Interactive Brokers Group, Inc. (IBKR) has a higher volatility of 11.31% compared to iShares iBonds Dec 2027 Term Treasury ETF (IBTH) at 0.20%. This indicates that IBKR's price experiences larger fluctuations and is considered to be riskier than IBTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBKR | IBTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.31% | 0.20% | +11.11% |
Volatility (6M)Calculated over the trailing 6-month period | 27.82% | 0.54% | +27.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.67% | 1.03% | +36.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.50% | 4.19% | +30.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.37% | 4.20% | +29.17% |
Dividends
IBKR vs. IBTH - Dividend Comparison
IBKR's dividend yield for the trailing twelve months is around 0.36%, less than IBTH's 3.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 0.36% | 0.47% | 0.48% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% |
IBTH iShares iBonds Dec 2027 Term Treasury ETF | 3.82% | 3.92% | 4.04% | 3.61% | 2.00% | 0.77% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBKR and IBTH have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBKR has higher volatility (11.31%) compared to IBTH (0.20%). In terms of maximum drawdown, IBKR dropped -63.66% vs IBTH's -16.16%.
IBTH currently has the higher Sharpe Ratio (3.74 vs 2.08), 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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