IBTE vs. ITOT
Compare and contrast key facts about iShares iBonds Dec 2024 Term Treasury ETF (IBTE) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
IBTE and ITOT 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. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. Both IBTE and ITOT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBTE or ITOT.
Performance
IBTE vs. ITOT - Performance Comparison
Returns By Period
In the year-to-date period, IBTE achieves a 4.47% return, which is significantly lower than ITOT's 24.85% return.
IBTE
4.47%
0.38%
2.56%
5.21%
N/A
N/A
ITOT
24.85%
1.81%
12.62%
32.80%
14.94%
12.72%
Key characteristics
| IBTE | ITOT | |
|---|---|---|
| Sharpe Ratio | 9.15 | 2.58 |
| Sortino Ratio | 22.16 | 3.45 |
| Omega Ratio | 4.75 | 1.48 |
| Calmar Ratio | 2.20 | 3.81 |
| Martin Ratio | 319.51 | 16.49 |
| Ulcer Index | 0.02% | 1.96% |
| Daily Std Dev | 0.57% | 12.56% |
| Max Drawdown | -6.78% | -55.21% |
| Current Drawdown | 0.00% | -1.49% |
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IBTE vs. ITOT - Expense Ratio Comparison
IBTE has a 0.07% expense ratio, which is higher than ITOT's 0.03% 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%.
Correlation
The correlation between IBTE and ITOT is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
IBTE vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2024 Term Treasury ETF (IBTE) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
Dividends
IBTE vs. ITOT - Dividend Comparison
IBTE's dividend yield for the trailing twelve months is around 4.73%, more than ITOT's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBTE iShares iBonds Dec 2024 Term Treasury ETF | 4.73% | 4.22% | 2.00% | 0.46% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.22% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
IBTE vs. ITOT - Drawdown Comparison
The maximum IBTE drawdown since its inception was -6.78%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for IBTE and ITOT. For additional features, visit the drawdowns tool.
Volatility
IBTE vs. ITOT - Volatility Comparison
The current volatility for iShares iBonds Dec 2024 Term Treasury ETF (IBTE) is 0.17%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 4.27%. This indicates that IBTE experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.