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IBTH vs. IBTL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTH vs. IBTL - 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 2031 Term Treasury ETF (IBTL). 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 IBTL's -0.37% return.


IBTH

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

IBTL

1D
-0.15%
1M
0.59%
YTD
-0.37%
6M
-0.06%
1Y
3.51%
3Y*
3.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTH vs. IBTL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
1.03%5.29%3.22%4.38%-9.75%-1.78%
IBTL
iShares iBonds Dec 2031 Term Treasury ETF
-0.37%7.85%0.36%3.60%-15.60%-1.22%

Correlation

The correlation between IBTH and IBTL is 0.75, 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

0.75

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

0.86

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2021

0.85

The correlation between IBTH and IBTL shifts across timeframes, from 0.75 (1 year) to 0.86 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBTH vs. IBTL — 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

IBTL
IBTL Risk / Return Rank: 2828
Overall Rank
IBTL Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IBTL Sortino Ratio Rank: 3030
Sortino Ratio Rank
IBTL Omega Ratio Rank: 2727
Omega Ratio Rank
IBTL Calmar Ratio Rank: 2727
Calmar Ratio Rank
IBTL Martin Ratio Rank: 2727
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. IBTL - 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 2031 Term Treasury ETF (IBTL). 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.


IBTHIBTLDifference
Sharpe ratioReturn per unit of total volatility

+2.79

Sortino ratioReturn per unit of downside risk

+5.80

Omega ratioGain probability vs. loss probability

1.96

1.16

+0.80

Calmar ratioReturn relative to maximum drawdown

10.03

1.16

+8.87

Martin ratioReturn relative to average drawdown

41.28

3.19

+38.09

IBTH vs. IBTL - Sharpe Ratio Comparison

The current IBTH Sharpe Ratio is 3.74, which is higher than the IBTL Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of IBTH and IBTL, 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. IBTL - Drawdown Comparison

The maximum IBTH drawdown since its inception was -16.16%, smaller than the maximum IBTL drawdown of -20.93%. Use the drawdown chart below to compare losses from any high point for IBTH and IBTL.


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Drawdown Indicators


IBTHIBTLDifference

Max Drawdown

Largest peak-to-trough decline

-16.16%

-20.93%

+4.77%

Max Drawdown (1Y)

Largest decline over 1 year

-0.38%

-2.83%

+2.45%

Max Drawdown (3Y)

Largest decline over 3 years

-2.09%

-7.38%

+5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-14.41%

Current Drawdown

Current decline from peak

-1.25%

-7.16%

+5.91%

Average Drawdown

Average peak-to-trough decline

-6.69%

-11.43%

+4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

1.03%

-0.94%

Volatility

IBTH vs. IBTL - Volatility Comparison

The current volatility for iShares iBonds Dec 2027 Term Treasury ETF (IBTH) is 0.20%, while iShares iBonds Dec 2031 Term Treasury ETF (IBTL) has a volatility of 1.11%. This indicates that IBTH experiences smaller price fluctuations and is considered to be less risky than IBTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTHIBTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

1.11%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

0.54%

2.41%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

1.03%

3.50%

-2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.19%

7.44%

-3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.20%

7.44%

-3.24%

IBTH vs. IBTL - Expense Ratio Comparison

Both IBTH and IBTL 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. IBTL - Dividend Comparison

IBTH's dividend yield for the trailing twelve months is around 3.82%, less than IBTL's 3.97% yield.


PositionTTM202520242023202220212020
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.82%3.92%4.04%3.61%2.00%0.77%0.50%
IBTL
iShares iBonds Dec 2031 Term Treasury ETF
3.97%3.93%4.07%3.04%2.36%0.70%0.00%

Frequently Asked Questions


IBTH and IBTL have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBTL has higher volatility (1.11%) compared to IBTH (0.20%). In terms of maximum drawdown, IBTH dropped -16.16% vs IBTL's -20.93%.

On 3-year performance, IBTH leads with 4.16% vs 3.19% for IBTL. Both ETFs have the same 0.07% expense ratio. 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 3-year period, IBTH has performed better with a 4.16% return vs 3.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IBTL has the higher dividend yield at 3.97%, compared with 3.82% for IBTH.

IBTH tracks ICE 2027 Maturity US Treasury Index, while IBTL tracks ICE 2031 Maturity US Treasury Index.

IBTH currently has the higher Sharpe Ratio (3.74 vs 0.94), 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.

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