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IBTH vs. IBDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTH vs. IBDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2027 Term Treasury ETF (IBTH) and iShares iBonds Dec 2028 Term Corporate ETF (IBDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBTH achieves a 1.03% return, which is significantly higher than IBDT's 0.92% return.


IBTH

1D
-0.02%
1M
0.23%
YTD
1.03%
6M
1.29%
1Y
3.81%
3Y*
4.16%
5Y*
0.42%
10Y*

IBDT

1D
0.02%
1M
0.45%
YTD
0.92%
6M
1.33%
1Y
4.61%
3Y*
5.76%
5Y*
1.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTH vs. IBDT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
1.03%5.29%3.22%4.38%-9.75%-3.43%4.20%
IBDT
iShares iBonds Dec 2028 Term Corporate ETF
0.92%7.02%3.97%7.72%-11.42%-1.90%6.88%

Correlation

The correlation between IBTH and IBDT is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.82

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

0.86

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

0.76

The correlation between IBTH and IBDT shifts across timeframes, from 0.65 (1 year) to 0.86 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBTH vs. IBDT — Risk / Return Rank

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

IBTH
IBTH Risk / Return Rank: 9797
Overall Rank
IBTH Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IBTH Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTH Omega Ratio Rank: 9797
Omega Ratio Rank
IBTH Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBTH Martin Ratio Rank: 9797
Martin Ratio Rank

IBDT
IBDT Risk / Return Rank: 9292
Overall Rank
IBDT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IBDT Sortino Ratio Rank: 9494
Sortino Ratio Rank
IBDT Omega Ratio Rank: 9393
Omega Ratio Rank
IBDT Calmar Ratio Rank: 8787
Calmar Ratio Rank
IBDT Martin Ratio Rank: 9292
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.

IBTH vs. IBDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2027 Term Treasury ETF (IBTH) and iShares iBonds Dec 2028 Term Corporate ETF (IBDT). 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.


IBTHIBDTDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+2.74

Omega ratioGain probability vs. loss probability

1.96

1.59

+0.38

Calmar ratioReturn relative to maximum drawdown

10.03

4.38

+5.65

Martin ratioReturn relative to average drawdown

41.28

20.12

+21.16

IBTH vs. IBDT - Sharpe Ratio Comparison

The current IBTH Sharpe Ratio is 3.74, which is higher than the IBDT Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of IBTH and IBDT, 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

IBTH vs. IBDT - Drawdown Comparison

The maximum IBTH drawdown since its inception was -16.16%, smaller than the maximum IBDT drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for IBTH and IBDT.


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Drawdown Indicators


IBTHIBDTDifference

Max Drawdown

Largest peak-to-trough decline

-16.16%

-17.79%

+1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-0.38%

-1.03%

+0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-2.09%

-3.19%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-14.41%

-17.68%

+3.27%

Current Drawdown

Current decline from peak

-1.25%

0.00%

-1.25%

Average Drawdown

Average peak-to-trough decline

-6.69%

-4.15%

-2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

0.22%

-0.13%

Volatility

IBTH vs. IBDT - Volatility Comparison

The current volatility for iShares iBonds Dec 2027 Term Treasury ETF (IBTH) is 0.20%, while iShares iBonds Dec 2028 Term Corporate ETF (IBDT) has a volatility of 0.44%. This indicates that IBTH experiences smaller price fluctuations and is considered to be less risky than IBDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTHIBDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

0.44%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

0.54%

1.07%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

1.03%

1.61%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.19%

5.07%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.20%

6.36%

-2.16%

IBTH vs. IBDT - Expense Ratio Comparison

IBTH has a 0.07% expense ratio, which is lower than IBDT's 0.10% 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

IBTH vs. IBDT - Dividend Comparison

IBTH's dividend yield for the trailing twelve months is around 3.82%, less than IBDT's 4.54% yield.


PositionTTM20252024202320222021202020192018
IBDT
iShares iBonds Dec 2028 Term Corporate ETF
4.54%4.56%4.67%4.10%3.25%2.45%2.80%3.32%1.47%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.82%3.92%4.04%3.61%2.00%0.77%0.50%0.00%0.00%

Frequently Asked Questions


IBTH and IBDT have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBDT has higher volatility (0.44%) compared to IBTH (0.20%). In terms of maximum drawdown, IBTH dropped -16.16% vs IBDT's -17.79%.

On 5-year performance, IBDT leads with 1.25% vs 0.42% for IBTH. On fees, IBTH is cheaper at 0.07% per year. On volatility, IBTH has been the lower-risk option at 0.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IBDT has performed better with a 1.25% return vs 0.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTH is cheaper with a 0.07% expense ratio, compared with 0.10% for IBDT.

IBDT has the higher dividend yield at 4.54%, compared with 3.82% for IBTH.

IBTH is categorized as Government Bonds, while IBDT is Corporate Bonds. IBTH tracks ICE 2027 Maturity US Treasury Index, while IBDT tracks Bloomberg December 2028 Maturity Corporate Index. Their fees differ too: 0.07% for IBTH and 0.10% for IBDT.

IBTH currently has the higher Sharpe Ratio (3.74 vs 2.81), 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

Find the right allocation for IBTH and IBDT

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