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IBTF vs. EDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBTF vs. EDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2025 Term Treasury ETF (IBTF) and Vanguard Extended Duration Treasury ETF (EDV). The values are adjusted to include any dividend payments, if applicable.

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IBTF vs. EDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBTF
iShares iBonds Dec 2025 Term Treasury ETF
0.00%3.81%4.60%4.12%-6.39%-2.31%3.60%
EDV
Vanguard Extended Duration Treasury ETF
-0.09%0.65%-12.78%1.65%-39.15%-6.19%3.50%

Returns By Period


IBTF

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.73%
1Y
2.88%
3Y*
3.59%
5Y*
1.00%
10Y*

EDV

1D
-0.29%
1M
-6.06%
YTD
-0.09%
6M
-2.80%
1Y
-4.24%
3Y*
-6.57%
5Y*
-9.52%
10Y*
-2.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBTF vs. EDV - Expense Ratio Comparison

IBTF has a 0.07% expense ratio, which is higher than EDV's 0.06% 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%.


Return for Risk

IBTF vs. EDV — Risk / Return Rank

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

IBTF
IBTF Risk / Return Rank: 9999
Overall Rank
IBTF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBTF Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBTF Omega Ratio Rank: 9999
Omega Ratio Rank
IBTF Calmar Ratio Rank: 100100
Calmar Ratio Rank
IBTF Martin Ratio Rank: 100100
Martin Ratio Rank

EDV
EDV Risk / Return Rank: 88
Overall Rank
EDV Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EDV Sortino Ratio Rank: 77
Sortino Ratio Rank
EDV Omega Ratio Rank: 77
Omega Ratio Rank
EDV Calmar Ratio Rank: 99
Calmar Ratio Rank
EDV Martin Ratio Rank: 99
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.

IBTF vs. EDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2025 Term Treasury ETF (IBTF) 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.


IBTFEDVDifference

Sharpe ratio

Return per unit of total volatility

7.41

-0.25

+7.66

Sortino ratio

Return per unit of downside risk

17.29

-0.22

+17.51

Omega ratio

Gain probability vs. loss probability

4.32

0.97

+3.35

Calmar ratio

Return relative to maximum drawdown

82.67

-0.20

+82.87

Martin ratio

Return relative to average drawdown

244.42

-0.39

+244.81

IBTF vs. EDV - Sharpe Ratio Comparison

The current IBTF Sharpe Ratio is 7.41, which is higher than the EDV Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of IBTF and EDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBTFEDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.41

-0.25

+7.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

-0.44

+0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.12

+0.33

Correlation

The correlation between IBTF and EDV is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IBTF vs. EDV - Dividend Comparison

IBTF's dividend yield for the trailing twelve months is around 3.14%, less than EDV's 4.94% yield.


TTM20252024202320222021202020192018201720162015
IBTF
iShares iBonds Dec 2025 Term Treasury ETF
3.14%3.83%4.32%4.03%1.93%0.57%0.59%0.00%0.00%0.00%0.00%0.00%
EDV
Vanguard Extended Duration Treasury ETF
4.94%4.94%4.65%3.81%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%

Drawdowns

IBTF vs. EDV - Drawdown Comparison

The maximum IBTF drawdown since its inception was -10.45%, smaller than the maximum EDV drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for IBTF and EDV.


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Drawdown Indicators


IBTFEDVDifference

Max Drawdown

Largest peak-to-trough decline

-10.45%

-59.96%

+49.51%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-13.84%

+13.80%

Max Drawdown (5Y)

Largest decline over 5 years

-9.53%

-55.03%

+45.50%

Max Drawdown (10Y)

Largest decline over 10 years

-59.96%

Current Drawdown

Current decline from peak

0.00%

-54.16%

+54.16%

Average Drawdown

Average peak-to-trough decline

-3.42%

-23.14%

+19.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

7.24%

-7.23%

Volatility

IBTF vs. EDV - Volatility Comparison

The current volatility for iShares iBonds Dec 2025 Term Treasury ETF (IBTF) is 0.00%, while Vanguard Extended Duration Treasury ETF (EDV) has a volatility of 5.45%. This indicates that IBTF experiences smaller price fluctuations and is considered to be less risky than EDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTFEDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.45%

-5.45%

Volatility (6M)

Calculated over the trailing 6-month period

0.25%

9.92%

-9.67%

Volatility (1Y)

Calculated over the trailing 1-year period

0.46%

17.29%

-16.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.39%

21.64%

-19.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.60%

19.85%

-17.25%