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IBTF vs. IBTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTF vs. IBTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2025 Term Treasury ETF (IBTF) and iShares iBonds Dec 2026 Term Treasury ETF (IBTG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBTF

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
1.92%
3Y*
3.74%
5Y*
0.96%
10Y*

IBTG

1D
-0.02%
1M
0.21%
YTD
1.60%
6M
1.66%
1Y
3.98%
3Y*
4.28%
5Y*
0.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTF vs. IBTG - 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%3.85%
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
1.60%4.40%3.97%4.34%-8.18%-3.04%4.23%

Correlation

The correlation between IBTF and IBTG is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2020

0.82

Over the past year, the correlation between IBTF and IBTG has dropped to 0.07 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

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Return for Risk

IBTF vs. IBTG — 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: 9999
Calmar Ratio Rank
IBTF Martin Ratio Rank: 9999
Martin Ratio Rank

IBTG
IBTG Risk / Return Rank: 9999
Overall Rank
IBTG Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBTG Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBTG Omega Ratio Rank: 9999
Omega Ratio Rank
IBTG Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBTG Martin Ratio Rank: 9999
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. IBTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2025 Term Treasury ETF (IBTF) and iShares iBonds Dec 2026 Term Treasury ETF (IBTG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IBTFIBTGDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

6.26

4.27

+1.98

Calmar ratioReturn relative to maximum drawdown

53.32

61.14

-7.82

Martin ratioReturn relative to average drawdown

269.65

247.65

+22.00

IBTF vs. IBTG - Sharpe Ratio Comparison

The current IBTF Sharpe Ratio is 6.75, which is comparable to the IBTG Sharpe Ratio of 7.93. The chart below compares the historical Sharpe Ratios of IBTF and IBTG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IBTF vs. IBTG - Drawdown Comparison

The maximum IBTF drawdown since its inception was -10.45%, smaller than the maximum IBTG drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for IBTF and IBTG.


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Drawdown Indicators


IBTFIBTGDifference

Max Drawdown

Largest peak-to-trough decline

-10.45%

-13.62%

+3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-0.07%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-0.46%

-1.11%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-9.53%

-12.31%

+2.78%

Current Drawdown

Current decline from peak

0.00%

-0.02%

+0.02%

Average Drawdown

Average peak-to-trough decline

-3.30%

-4.86%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.02%

-0.01%

Volatility

IBTF vs. IBTG - Volatility Comparison

The current volatility for iShares iBonds Dec 2025 Term Treasury ETF (IBTF) is 0.00%, while iShares iBonds Dec 2026 Term Treasury ETF (IBTG) has a volatility of 0.12%. This indicates that IBTF experiences smaller price fluctuations and is considered to be less risky than IBTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTFIBTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

0.12%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

0.15%

0.30%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

0.34%

0.51%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.37%

3.25%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.55%

3.44%

-0.89%

IBTF vs. IBTG - Expense Ratio Comparison

Both IBTF and IBTG have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IBTF vs. IBTG - Dividend Comparison

IBTF's dividend yield for the trailing twelve months is around 2.08%, less than IBTG's 3.95% yield.


PositionTTM202520242023202220212020
IBTF
iShares iBonds Dec 2025 Term Treasury ETF
2.08%3.83%4.32%4.03%1.93%0.57%0.59%
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
3.95%4.03%4.08%3.61%2.06%0.66%0.53%

Frequently Asked Questions


IBTF and IBTG have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBTG has higher volatility (0.12%) compared to IBTF (0.00%). In terms of maximum drawdown, IBTF dropped -10.45% vs IBTG's -13.62%.

On 5-year performance, IBTF leads with 0.96% vs 0.90% for IBTG. Both ETFs have the same 0.07% expense ratio. On volatility, IBTF has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IBTF has performed better with a 0.96% return vs 0.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTF and IBTG have the same expense ratio: 0.07% per year.

IBTG has the higher dividend yield at 3.95%, compared with 2.08% for IBTF.

IBTF tracks ICE 2025 Maturity US Treasury Index, while IBTG tracks ICE 2026 Maturity US Treasury Index.

IBTG currently has the higher Sharpe Ratio (7.93 vs 6.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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