PortfoliosLab logo
IBTG vs. IBTF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBTG and IBTF is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

IBTG vs. IBTF - 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 2025 Term Treasury ETF (IBTF). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%December2025FebruaryMarchAprilMay
2.05%
4.53%
IBTG
IBTF

Key characteristics

Sharpe Ratio

IBTG:

4.14

IBTF:

7.18

Sortino Ratio

IBTG:

7.29

IBTF:

16.41

Omega Ratio

IBTG:

2.01

IBTF:

3.40

Calmar Ratio

IBTG:

0.77

IBTF:

1.18

Martin Ratio

IBTG:

23.24

IBTF:

179.96

Ulcer Index

IBTG:

0.26%

IBTF:

0.03%

Daily Std Dev

IBTG:

1.45%

IBTF:

0.73%

Max Drawdown

IBTG:

-13.62%

IBTF:

-10.45%

Current Drawdown

IBTG:

-2.52%

IBTF:

-0.02%

Returns By Period

In the year-to-date period, IBTG achieves a 1.61% return, which is significantly higher than IBTF's 1.30% return.


IBTG

YTD

1.61%

1M

0.12%

6M

2.33%

1Y

5.64%

5Y*

-0.24%

10Y*

N/A

IBTF

YTD

1.30%

1M

0.29%

6M

2.11%

1Y

5.11%

5Y*

0.31%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IBTG vs. IBTF - Expense Ratio Comparison

Both IBTG and IBTF 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%.


Expense ratio chart for IBTG: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBTG: 0.07%
Expense ratio chart for IBTF: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBTF: 0.07%

Risk-Adjusted Performance

IBTG vs. IBTF — Risk-Adjusted Performance Rank

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

IBTG
The Risk-Adjusted Performance Rank of IBTG is 9393
Overall Rank
The Sharpe Ratio Rank of IBTG is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of IBTG is 9999
Sortino Ratio Rank
The Omega Ratio Rank of IBTG is 9999
Omega Ratio Rank
The Calmar Ratio Rank of IBTG is 7171
Calmar Ratio Rank
The Martin Ratio Rank of IBTG is 9898
Martin Ratio Rank

IBTF
The Risk-Adjusted Performance Rank of IBTF is 9696
Overall Rank
The Sharpe Ratio Rank of IBTF is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of IBTF is 9999
Sortino Ratio Rank
The Omega Ratio Rank of IBTF is 9999
Omega Ratio Rank
The Calmar Ratio Rank of IBTF is 8383
Calmar Ratio Rank
The Martin Ratio Rank of IBTF is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBTG vs. IBTF - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for IBTG, currently valued at 4.14, compared to the broader market-1.000.001.002.003.004.00
IBTG: 4.14
IBTF: 7.18
The chart of Sortino ratio for IBTG, currently valued at 7.29, compared to the broader market-2.000.002.004.006.008.00
IBTG: 7.29
IBTF: 16.41
The chart of Omega ratio for IBTG, currently valued at 2.01, compared to the broader market0.501.001.502.002.50
IBTG: 2.01
IBTF: 3.40
The chart of Calmar ratio for IBTG, currently valued at 0.77, compared to the broader market0.002.004.006.008.0010.0012.00
IBTG: 0.77
IBTF: 1.18
The chart of Martin ratio for IBTG, currently valued at 23.24, compared to the broader market0.0020.0040.0060.00
IBTG: 23.24
IBTF: 179.96

The current IBTG Sharpe Ratio is 4.14, which is lower than the IBTF Sharpe Ratio of 7.18. The chart below compares the historical Sharpe Ratios of IBTG and IBTF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.003.004.005.006.007.00December2025FebruaryMarchAprilMay
4.14
7.18
IBTG
IBTF

Dividends

IBTG vs. IBTF - Dividend Comparison

IBTG's dividend yield for the trailing twelve months is around 4.09%, less than IBTF's 4.31% yield.


TTM20242023202220212020
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
4.09%4.08%3.61%2.06%0.66%0.53%
IBTF
iShares iBonds Dec 2025 Term Treasury ETF
4.31%4.32%4.03%1.93%0.57%0.59%

Drawdowns

IBTG vs. IBTF - Drawdown Comparison

The maximum IBTG drawdown since its inception was -13.62%, which is greater than IBTF's maximum drawdown of -10.45%. Use the drawdown chart below to compare losses from any high point for IBTG and IBTF. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-2.52%
-0.02%
IBTG
IBTF

Volatility

IBTG vs. IBTF - Volatility Comparison

iShares iBonds Dec 2026 Term Treasury ETF (IBTG) has a higher volatility of 0.35% compared to iShares iBonds Dec 2025 Term Treasury ETF (IBTF) at 0.19%. This indicates that IBTG's price experiences larger fluctuations and is considered to be riskier than IBTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.10%0.15%0.20%0.25%0.30%0.35%0.40%December2025FebruaryMarchAprilMay
0.35%
0.19%
IBTG
IBTF