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IBTI vs. IBTJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTI vs. IBTJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2028 Term Treasury ETF (IBTI) and iShares iBonds Dec 2029 Term Treasury ETF (IBTJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBTI achieves a 0.31% return, which is significantly higher than IBTJ's -0.10% return.


IBTI

1D
-0.05%
1M
0.05%
YTD
0.31%
6M
0.52%
1Y
3.59%
3Y*
3.72%
5Y*
0.19%
10Y*

IBTJ

1D
-0.14%
1M
-0.10%
YTD
-0.10%
6M
0.01%
1Y
3.49%
3Y*
3.51%
5Y*
0.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTI vs. IBTJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBTI
iShares iBonds Dec 2028 Term Treasury ETF
0.31%6.15%2.52%4.65%-11.32%-3.50%3.65%
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
-0.10%6.89%1.82%4.49%-12.45%-3.57%3.50%

Correlation

The correlation between IBTI and IBTJ is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2020

0.94

The correlation between IBTI and IBTJ has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

IBTI vs. IBTJ — Risk / Return Rank

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

IBTI
IBTI Risk / Return Rank: 6666
Overall Rank
IBTI Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IBTI Sortino Ratio Rank: 7575
Sortino Ratio Rank
IBTI Omega Ratio Rank: 6868
Omega Ratio Rank
IBTI Calmar Ratio Rank: 6666
Calmar Ratio Rank
IBTI Martin Ratio Rank: 6262
Martin Ratio Rank

IBTJ
IBTJ Risk / Return Rank: 4242
Overall Rank
IBTJ Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IBTJ Sortino Ratio Rank: 4545
Sortino Ratio Rank
IBTJ Omega Ratio Rank: 4040
Omega Ratio Rank
IBTJ Calmar Ratio Rank: 4444
Calmar Ratio Rank
IBTJ Martin Ratio Rank: 3939
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.

IBTI vs. IBTJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2028 Term Treasury ETF (IBTI) and iShares iBonds Dec 2029 Term Treasury ETF (IBTJ). 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.


IBTIIBTJDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.41

1.26

+0.15

Calmar ratioReturn relative to maximum drawdown

3.28

2.17

+1.12

Martin ratioReturn relative to average drawdown

11.08

6.23

+4.85

IBTI vs. IBTJ - Sharpe Ratio Comparison

The current IBTI Sharpe Ratio is 2.05, which is higher than the IBTJ Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of IBTI and IBTJ, 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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Sharpe Ratios by Period


IBTIIBTJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

1.44

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.01

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

-0.02

+0.06

Drawdowns

IBTI vs. IBTJ - Drawdown Comparison

The maximum IBTI drawdown since its inception was -18.45%, smaller than the maximum IBTJ drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for IBTI and IBTJ.


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Drawdown Indicators


IBTIIBTJDifference

Max Drawdown

Largest peak-to-trough decline

-18.45%

-20.19%

+1.74%

Max Drawdown (1Y)

Largest decline over 1 year

-1.10%

-1.62%

+0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-3.24%

-4.47%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-16.18%

-17.21%

+1.03%

Current Drawdown

Current decline from peak

-3.91%

-6.30%

+2.39%

Average Drawdown

Average peak-to-trough decline

-8.26%

-9.73%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.32%

0.56%

-0.24%

Volatility

IBTI vs. IBTJ - Volatility Comparison

The current volatility for iShares iBonds Dec 2028 Term Treasury ETF (IBTI) is 0.37%, while iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) has a volatility of 0.64%. This indicates that IBTI experiences smaller price fluctuations and is considered to be less risky than IBTJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTIIBTJDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.37%

0.64%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

1.06%

1.56%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

1.76%

2.43%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.02%

5.74%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.17%

5.99%

-0.82%

IBTI vs. IBTJ - Expense Ratio Comparison

Both IBTI and IBTJ 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

IBTI vs. IBTJ - Dividend Comparison

IBTI's dividend yield for the trailing twelve months is around 3.81%, which matches IBTJ's 3.81% yield.


PositionTTM202520242023202220212020
IBTI
iShares iBonds Dec 2028 Term Treasury ETF
3.81%3.87%3.92%3.27%1.70%0.90%0.56%
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
3.81%3.78%3.95%3.48%1.86%0.74%0.61%

Frequently Asked Questions


With a correlation of 0.95, IBTI and IBTJ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IBTJ has higher volatility (0.64%) compared to IBTI (0.37%). In terms of maximum drawdown, IBTI dropped -18.45% vs IBTJ's -20.19%.

On 5-year performance, IBTI leads with 0.19% vs 0.06% for IBTJ. Both ETFs have the same 0.07% expense ratio. On volatility, IBTI has been the lower-risk option at 0.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IBTI has performed better with a 0.19% return vs 0.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTI and IBTJ have the same expense ratio: 0.07% per year.

IBTI and IBTJ have nearly identical dividend yields, around 3.81%.

IBTI tracks ICE 2028 Maturity US Treasury Index, while IBTJ tracks ICE 2029 Maturity US Treasury Index.

IBTI currently has the higher Sharpe Ratio (2.05 vs 1.44), 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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