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IBTE vs. EDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTE vs. EDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2024 Term Treasury ETF (IBTE) and Vanguard Extended Duration Treasury ETF (EDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBTE

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

EDV

1D
-0.48%
1M
1.42%
YTD
-0.72%
6M
-3.69%
1Y
4.85%
3Y*
-5.25%
5Y*
-10.02%
10Y*
-3.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTE vs. EDV - Yearly Performance Comparison


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Return for Risk

IBTE vs. EDV — Risk / Return Rank

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

IBTE

EDV
EDV Risk / Return Rank: 1313
Overall Rank
EDV Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EDV Sortino Ratio Rank: 1313
Sortino Ratio Rank
EDV Omega Ratio Rank: 1212
Omega Ratio Rank
EDV Calmar Ratio Rank: 1313
Calmar Ratio Rank
EDV Martin Ratio Rank: 1313
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.

IBTE vs. EDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2024 Term Treasury ETF (IBTE) and Vanguard Extended Duration Treasury ETF (EDV). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IBTE vs. EDV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBTEEDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

Drawdowns

IBTE vs. EDV - Drawdown Comparison

The maximum IBTE drawdown since its inception was 0.00%, smaller than the maximum EDV drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for IBTE and EDV.


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Drawdown Indicators


IBTEEDVDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-59.96%

+59.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

Max Drawdown (3Y)

Largest decline over 3 years

-26.99%

Max Drawdown (5Y)

Largest decline over 5 years

-55.03%

Max Drawdown (10Y)

Largest decline over 10 years

-59.96%

Current Drawdown

Current decline from peak

0.00%

-54.45%

+54.45%

Average Drawdown

Average peak-to-trough decline

0.00%

-23.43%

+23.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.38%

Volatility

IBTE vs. EDV - Volatility Comparison


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Volatility by Period


IBTEEDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

14.64%

-14.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

21.63%

-21.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

19.81%

-19.81%

IBTE vs. EDV - Expense Ratio Comparison

IBTE has a 0.07% expense ratio, which is higher than EDV's 0.05% 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

IBTE vs. EDV - Dividend Comparison

IBTE has not paid dividends to shareholders, while EDV's dividend yield for the trailing twelve months is around 4.99%.


PositionTTM20252024202320222021202020192018201720162015
EDV
Vanguard Extended Duration Treasury ETF
4.99%4.94%4.65%3.81%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, EDV is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EDV is cheaper with a 0.05% expense ratio, compared with 0.07% for IBTE.

EDV has the higher dividend yield at 4.99%, compared with 0.00% for IBTE.

IBTE tracks ICE 2024 Maturity US Treasury Index, while EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IBTE and 0.05% for EDV.

Portfolio Optimizer

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