IBTE vs. IAU
Compare and contrast key facts about iShares iBonds Dec 2024 Term Treasury ETF (IBTE) and iShares Gold Trust (IAU).
IBTE and IAU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBTE is a passively managed fund by iShares that tracks the performance of the ICE 2024 Maturity US Treasury Index. It was launched on Feb 25, 2020. IAU is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Jan 21, 2005. Both IBTE and IAU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IBTE vs. IAU - Performance Comparison
Loading graphics...
IBTE vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
IBTE iShares iBonds Dec 2024 Term Treasury ETF | 0.00% |
IAU iShares Gold Trust | -3.82% |
Returns By Period
IBTE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IAU
- 1D
- 1.72%
- 1M
- -10.66%
- YTD
- 10.48%
- 6M
- 23.05%
- 1Y
- 52.36%
- 3Y*
- 33.88%
- 5Y*
- 22.19%
- 10Y*
- 14.27%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IBTE vs. IAU - Expense Ratio Comparison
IBTE has a 0.07% expense ratio, which is lower than IAU's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
IBTE vs. IAU — Risk / Return Rank
IBTE
IAU
IBTE vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2024 Term Treasury ETF (IBTE) and iShares Gold Trust (IAU). 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.
Loading graphics...
Sharpe Ratios by Period
| IBTE | IAU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.90 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.26 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.90 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.65 | — |
Dividends
IBTE vs. IAU - Dividend Comparison
Neither IBTE nor IAU has paid dividends to shareholders.
Drawdowns
IBTE vs. IAU - Drawdown Comparison
The maximum IBTE drawdown since its inception was 0.00%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for IBTE and IAU.
Loading graphics...
Drawdown Indicators
| IBTE | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -45.14% | +45.14% |
Max Drawdown (1Y)Largest decline over 1 year | — | -19.18% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.82% | — |
Current DrawdownCurrent decline from peak | 0.00% | -11.71% | +11.71% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -15.98% | +15.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.23% | — |
Volatility
IBTE vs. IAU - Volatility Comparison
Loading graphics...
Volatility by Period
| IBTE | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 10.44% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 24.15% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 27.64% | -27.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 17.70% | -17.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 15.83% | -15.83% |