IBTG vs. IBTE

Last updated Jun 4, 2026

IBTG (iShares iBonds Dec 2026 Term Treasury ETF) and IBTE (iShares iBonds Dec 2024 Term Treasury ETF) are both Government Bonds funds from iShares - IBTG tracks the ICE 2026 Maturity US Treasury Index while IBTE tracks the ICE 2024 Maturity US Treasury Index. Both are passively managed. Both charge a 0.07% expense ratio.

Performance

IBTG vs. IBTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2026 Term Treasury ETF (IBTG) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IBTG

• 1D: 0.00%
• 1M: 0.28%
• YTD: 1.44%
• 6M: 1.80%
• 1Y: 4.14%
• 3Y*: 4.11%
• 5Y*: 0.84%
• 10Y*: —

IBTE

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

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

IBTG vs. IBTE - Yearly Performance Comparison

	2026 (YTD)
IBTG iShares iBonds Dec 2026 Term Treasury ETF	1.05%
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%

Return for Risk

IBTG vs. IBTE — Risk / Return Rank

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

IBTG

IBTG Risk / Return Rank: 99
IBTG Sharpe Ratio Rank: 99
IBTG Sortino Ratio Rank: 99
IBTG Omega Ratio Rank: 99
IBTG Calmar Ratio Rank: 100
IBTG Martin Ratio Rank: 99

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.

IBTG vs. IBTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2026 Term Treasury ETF (IBTG) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). 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.

	IBTG	IBTE	Difference
Sharpe ratio Return per unit of total volatility	8.02	—	—
Sortino ratio Return per unit of downside risk	20.36	—	—
Omega ratio Gain probability vs. loss probability	4.40	—	—
Calmar ratio Return relative to maximum drawdown	63.59	—	—
Martin ratio Return relative to average drawdown	256.63	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IBTG	IBTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	8.02	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	—	—

Drawdowns

IBTG vs. IBTE - Drawdown Comparison

The maximum IBTG drawdown since its inception was -13.62%, which is greater than IBTE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IBTG and IBTE.

Drawdown Indicators

	IBTG	IBTE	Difference
Max Drawdown Largest peak-to-trough decline	-13.62%	0.00%	-13.62%
Max Drawdown (1Y) Largest decline over 1 year	-0.07%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-1.33%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-12.31%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.90%	0.00%	-4.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.02%	—	—

Volatility

Volatility by Period

	IBTG	IBTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.12%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.32%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	0.52%	0.00%	+0.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.27%	0.00%	+3.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.45%	0.00%	+3.45%

IBTG vs. IBTE - Expense Ratio Comparison

Both IBTG and IBTE 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

IBTG vs. IBTE - Dividend Comparison

IBTG's dividend yield for the trailing twelve months is around 3.96%, while IBTE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IBTG iShares iBonds Dec 2026 Term Treasury ETF	3.96%	4.03%	4.08%	3.61%	2.06%	0.66%	0.53%

Frequently Asked Questions

Which ETF is better, IBTG or IBTE?

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IBTG or IBTE?

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

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

IBTG has the higher dividend yield at 3.96%, compared with 0.00% for IBTE.

What is the main difference between IBTG and IBTE?

IBTG tracks ICE 2026 Maturity US Treasury Index, while IBTE tracks ICE 2024 Maturity US Treasury Index.