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IBTI vs. XONE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBTI vs. XONE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2028 Term Treasury ETF (IBTI) and Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE). The values are adjusted to include any dividend payments, if applicable.

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IBTI vs. XONE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IBTI
iShares iBonds Dec 2028 Term Treasury ETF
0.23%6.15%2.52%4.65%-0.81%
XONE
Bondbloxx Bloomberg One Year Target Duration US Treasury ETF
0.59%4.41%4.83%4.74%0.60%

Returns By Period

In the year-to-date period, IBTI achieves a 0.23% return, which is significantly lower than XONE's 0.59% return.


IBTI

1D
0.08%
1M
-0.62%
YTD
0.23%
6M
1.40%
1Y
4.07%
3Y*
3.49%
5Y*
0.41%
10Y*

XONE

1D
0.03%
1M
0.04%
YTD
0.59%
6M
1.68%
1Y
3.87%
3Y*
4.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBTI vs. XONE - Expense Ratio Comparison

IBTI has a 0.07% expense ratio, which is higher than XONE's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IBTI vs. XONE — Risk / Return Rank

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

IBTI
IBTI Risk / Return Rank: 9191
Overall Rank
IBTI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IBTI Sortino Ratio Rank: 9494
Sortino Ratio Rank
IBTI Omega Ratio Rank: 9090
Omega Ratio Rank
IBTI Calmar Ratio Rank: 9292
Calmar Ratio Rank
IBTI Martin Ratio Rank: 8888
Martin Ratio Rank

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

IBTI vs. XONE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2028 Term Treasury ETF (IBTI) and Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE). 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.


IBTIXONEDifference

Sharpe ratio

Return per unit of total volatility

1.88

6.42

-4.54

Sortino ratio

Return per unit of downside risk

2.94

13.79

-10.85

Omega ratio

Gain probability vs. loss probability

1.38

3.08

-1.70

Calmar ratio

Return relative to maximum drawdown

3.32

19.78

-16.46

Martin ratio

Return relative to average drawdown

11.06

88.34

-77.28

IBTI vs. XONE - Sharpe Ratio Comparison

The current IBTI Sharpe Ratio is 1.88, which is lower than the XONE Sharpe Ratio of 6.42. The chart below compares the historical Sharpe Ratios of IBTI and XONE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBTIXONEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

6.42

-4.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

4.95

-4.91

Correlation

The correlation between IBTI and XONE is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IBTI vs. XONE - Dividend Comparison

IBTI's dividend yield for the trailing twelve months is around 3.85%, less than XONE's 4.20% yield.


TTM202520242023202220212020
IBTI
iShares iBonds Dec 2028 Term Treasury ETF
3.85%3.87%3.92%3.27%1.70%0.90%0.56%
XONE
Bondbloxx Bloomberg One Year Target Duration US Treasury ETF
4.20%4.33%5.21%4.46%1.17%0.00%0.00%

Drawdowns

IBTI vs. XONE - Drawdown Comparison

The maximum IBTI drawdown since its inception was -18.45%, which is greater than XONE's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for IBTI and XONE.


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Drawdown Indicators


IBTIXONEDifference

Max Drawdown

Largest peak-to-trough decline

-18.45%

-0.40%

-18.05%

Max Drawdown (1Y)

Largest decline over 1 year

-1.24%

-0.20%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-16.18%

Current Drawdown

Current decline from peak

-3.99%

0.00%

-3.99%

Average Drawdown

Average peak-to-trough decline

-8.38%

-0.05%

-8.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

0.04%

+0.33%

Volatility

IBTI vs. XONE - Volatility Comparison

iShares iBonds Dec 2028 Term Treasury ETF (IBTI) has a higher volatility of 0.65% compared to Bondbloxx Bloomberg One Year Target Duration US Treasury ETF (XONE) at 0.21%. This indicates that IBTI's price experiences larger fluctuations and is considered to be riskier than XONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTIXONEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

0.21%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

1.11%

0.34%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

2.18%

0.61%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.04%

0.87%

+4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.24%

0.87%

+4.37%