IBTE vs. VGIT

Last updated Jun 4, 2026

IBTE (iShares iBonds Dec 2024 Term Treasury ETF) and VGIT (Vanguard Intermediate-Term Treasury ETF) are both Government Bonds funds - IBTE tracks the ICE 2024 Maturity US Treasury Index while VGIT tracks the Bloomberg U.S. Treasury 3-10 Year Index. Both are passively managed. IBTE charges 0.07%/yr vs 0.03%/yr for VGIT.

Performance

IBTE vs. VGIT - 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 Intermediate-Term Treasury ETF (VGIT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IBTE

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

VGIT

• 1D: -0.19%
• 1M: -0.16%
• YTD: -0.46%
• 6M: -0.60%
• 1Y: 3.54%
• 3Y*: 3.40%
• 5Y*: 0.05%
• 10Y*: 1.23%

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

IBTE vs. VGIT - Yearly Performance Comparison

	2026 (YTD)
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%
VGIT Vanguard Intermediate-Term Treasury ETF	-0.73%

Return for Risk

IBTE vs. VGIT — Risk / Return Rank

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

VGIT

VGIT Risk / Return Rank: 27
VGIT Sharpe Ratio Rank: 28
VGIT Sortino Ratio Rank: 28
VGIT Omega Ratio Rank: 26
VGIT Calmar Ratio Rank: 26
VGIT Martin Ratio Rank: 26

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. VGIT - 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 Intermediate-Term Treasury ETF (VGIT). 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.

Sharpe Ratios by Period

	IBTE	VGIT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.05	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.01	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.27	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.49	—

Drawdowns

IBTE vs. VGIT - Drawdown Comparison

The maximum IBTE drawdown since its inception was 0.00%, smaller than the maximum VGIT drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for IBTE and VGIT.

Drawdown Indicators

	IBTE	VGIT	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-16.05%	+16.05%
Max Drawdown (1Y) Largest decline over 1 year	—	-2.83%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-4.34%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-15.02%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-16.05%	—
Current Drawdown Current decline from peak	0.00%	-2.39%	+2.39%
Average Drawdown Average peak-to-trough decline	0.00%	-3.52%	+3.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.94%	—

Volatility

Volatility by Period

	IBTE	VGIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.05%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.33%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	3.38%	-3.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	5.38%	-5.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	4.50%	-4.50%

IBTE vs. VGIT - Expense Ratio Comparison

IBTE has a 0.07% expense ratio, which is higher than VGIT'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%.

Dividends

IBTE vs. VGIT - Dividend Comparison

IBTE has not paid dividends to shareholders, while VGIT's dividend yield for the trailing twelve months is around 3.87%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VGIT Vanguard Intermediate-Term Treasury ETF	3.87%	3.79%	3.67%	2.73%	1.74%	1.69%	2.23%	2.24%	2.05%	1.67%	1.69%	1.69%

Frequently Asked Questions

Which ETF is better, IBTE or VGIT?

On fees, VGIT is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IBTE or VGIT?

VGIT is cheaper with a 0.03% expense ratio, compared with 0.07% for IBTE.

Which ETF pays a higher dividend yield, IBTE or VGIT?

VGIT has the higher dividend yield at 3.87%, compared with 0.00% for IBTE.

What is the main difference between IBTE and VGIT?

IBTE tracks ICE 2024 Maturity US Treasury Index, while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IBTE and 0.03% for VGIT.