IBTH vs. IBTE

Last updated Jun 3, 2026

IBTH (iShares iBonds Dec 2027 Term Treasury ETF) and IBTE (iShares iBonds Dec 2024 Term Treasury ETF) are both Government Bonds funds from iShares - IBTH tracks the ICE 2027 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

IBTH vs. IBTE - 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 2024 Term Treasury ETF (IBTE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IBTH

• 1D: -0.02%
• 1M: 0.18%
• YTD: 0.94%
• 6M: 1.33%
• 1Y: 3.81%
• 3Y*: 3.93%
• 5Y*: 0.55%
• 10Y*: —

IBTE

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

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

IBTH vs. IBTE - Yearly Performance Comparison

	2026 (YTD)
IBTH iShares iBonds Dec 2027 Term Treasury ETF	0.58%
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%

Return for Risk

IBTH vs. IBTE — Risk / Return Rank

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

IBTH

IBTH Risk / Return Rank: 96
IBTH Sharpe Ratio Rank: 93
IBTH Sortino Ratio Rank: 97
IBTH Omega Ratio Rank: 97
IBTH Calmar Ratio Rank: 96
IBTH Martin Ratio Rank: 96

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. IBTE - 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 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.

	IBTH	IBTE	Difference
Sharpe ratio Return per unit of total volatility	3.44	—	—
Sortino ratio Return per unit of downside risk	6.25	—	—
Omega ratio Gain probability vs. loss probability	1.88	—	—
Calmar ratio Return relative to maximum drawdown	9.82	—	—
Martin ratio Return relative to average drawdown	38.04	—	—
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

	IBTH	IBTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.44	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	—	—

Drawdowns

IBTH vs. IBTE - Drawdown Comparison

The maximum IBTH drawdown since its inception was -16.16%, which is greater than IBTE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IBTH and IBTE.

Drawdown Indicators

	IBTH	IBTE	Difference
Max Drawdown Largest peak-to-trough decline	-16.16%	0.00%	-16.16%
Max Drawdown (1Y) Largest decline over 1 year	-0.38%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-2.10%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-14.41%	—	—
Current Drawdown Current decline from peak	-1.34%	0.00%	-1.34%
Average Drawdown Average peak-to-trough decline	-6.72%	0.00%	-6.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.10%	—	—

Volatility

Volatility by Period

	IBTH	IBTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.19%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.54%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.12%	0.00%	+1.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.20%	0.00%	+4.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.21%	0.00%	+4.21%

IBTH vs. IBTE - Expense Ratio Comparison

Both IBTH 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

IBTH vs. IBTE - Dividend Comparison

IBTH's dividend yield for the trailing twelve months is around 3.83%, 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%
IBTH iShares iBonds Dec 2027 Term Treasury ETF	3.83%	3.92%	4.04%	3.61%	2.00%	0.77%	0.50%

Frequently Asked Questions

Which ETF is better, IBTH 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, IBTH or IBTE?

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

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

IBTH has the higher dividend yield at 3.83%, compared with 0.00% for IBTE.

What is the main difference between IBTH and IBTE?

IBTH tracks ICE 2027 Maturity US Treasury Index, while IBTE tracks ICE 2024 Maturity US Treasury Index.