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IBTG vs. WEEK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTG vs. WEEK - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with IBTG having a 1.62% return and WEEK slightly lower at 1.56%.


IBTG

1D
0.02%
1M
0.23%
YTD
1.62%
6M
1.66%
1Y
3.96%
3Y*
4.28%
5Y*
0.91%
10Y*

WEEK

1D
-0.09%
1M
0.24%
YTD
1.56%
6M
1.70%
1Y
3.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTG vs. WEEK - Yearly Performance Comparison


Correlation

The correlation between IBTG and WEEK 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 (All Time)
Calculated using the full available price history since Mar 6, 2025

-0.03

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Return for Risk

IBTG vs. WEEK — Risk / Return Rank

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

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

WEEK
WEEK Risk / Return Rank: 9999
Overall Rank
WEEK Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
WEEK Sortino Ratio Rank: 9999
Sortino Ratio Rank
WEEK Omega Ratio Rank: 9999
Omega Ratio Rank
WEEK Calmar Ratio Rank: 9999
Calmar Ratio Rank
WEEK 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.

IBTG vs. WEEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2026 Term Treasury ETF (IBTG) and Roundhill Weekly T-Bill ETF (WEEK). 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.


IBTGWEEKDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

+2.88

Omega ratioGain probability vs. loss probability

4.25

4.07

+0.18

Calmar ratioReturn relative to maximum drawdown

60.79

28.78

+32.01

Martin ratioReturn relative to average drawdown

246.24

233.16

+13.08

IBTG vs. WEEK - Sharpe Ratio Comparison

The current IBTG Sharpe Ratio is 7.90, which is comparable to the WEEK Sharpe Ratio of 8.53. The chart below compares the historical Sharpe Ratios of IBTG and WEEK, 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

IBTG vs. WEEK - Drawdown Comparison

The maximum IBTG drawdown since its inception was -13.62%, which is greater than WEEK's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for IBTG and WEEK.


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Drawdown Indicators


IBTGWEEKDifference

Max Drawdown

Largest peak-to-trough decline

-13.62%

-0.13%

-13.49%

Max Drawdown (1Y)

Largest decline over 1 year

-0.07%

-0.13%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-12.31%

Current Drawdown

Current decline from peak

0.00%

-0.09%

+0.09%

Average Drawdown

Average peak-to-trough decline

-4.85%

-0.01%

-4.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

0.02%

0.00%

Volatility

IBTG vs. WEEK - Volatility Comparison

The current volatility for iShares iBonds Dec 2026 Term Treasury ETF (IBTG) is 0.12%, while Roundhill Weekly T-Bill ETF (WEEK) has a volatility of 0.16%. This indicates that IBTG experiences smaller price fluctuations and is considered to be less risky than WEEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTGWEEKDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.12%

0.16%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

0.30%

0.29%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

0.50%

0.44%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.25%

0.40%

+2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.44%

0.40%

+3.04%

IBTG vs. WEEK - Expense Ratio Comparison

IBTG has a 0.07% expense ratio, which is lower than WEEK's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBTG vs. WEEK - Dividend Comparison

IBTG's dividend yield for the trailing twelve months is around 3.95%, more than WEEK's 3.70% yield.


PositionTTM202520242023202220212020
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
3.95%4.03%4.08%3.61%2.06%0.66%0.53%
WEEK
Roundhill Weekly T-Bill ETF
3.70%3.27%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBTG and WEEK 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.

WEEK has higher volatility (0.16%) compared to IBTG (0.12%). In terms of maximum drawdown, IBTG dropped -13.62% vs WEEK's -0.13%.

On 1-year performance, IBTG leads with 3.96% vs 3.72% for WEEK. On fees, IBTG is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBTG has performed better with a 3.96% return vs 3.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTG is cheaper with a 0.07% expense ratio, compared with 0.19% for WEEK.

IBTG has the higher dividend yield at 3.95%, compared with 3.70% for WEEK.

IBTG is categorized as Government Bonds, while WEEK is Ultrashort Bond. They also come from different issuers: iShares and Roundhill. Their fees differ too: 0.07% for IBTG and 0.19% for WEEK.

WEEK currently has the higher Sharpe Ratio (8.53 vs 7.90), 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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