IBTJ vs. DUOL
IBTJ (iShares iBonds Dec 2029 Term Treasury ETF) is Government Bonds fund tracking the ICE 2029 Maturity US Treasury Index, while DUOL (Duolingo, Inc.) is a stock. Over the past 5 years, IBTJ returned -0.52%/yr vs -0.82%/yr for DUOL. Their 0.02 correlation means their historical movements had little consistent relationship.
Performance
IBTJ vs. DUOL - Performance Comparison
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Returns By Period
In the year-to-date period, IBTJ achieves a 0.16% return, which is significantly higher than DUOL's -22.62% return.
IBTJ
- 1D
- 0.09%
- 1M
- -0.12%
- 6M
- 0.15%
- YTD
- 0.16%
- 1Y
- 2.00%
- 3Y*
- 3.94%
- 5Y*
- -0.52%
- 10Y*
- —
- ALL TIME*
- 0.01%
DUOL
- 1D
- 0.73%
- 1M
- 7.98%
- 6M
- 2.93%
- YTD
- -22.62%
- 1Y
- -59.94%
- 3Y*
- -0.38%
- 5Y*
- -0.82%
- 10Y*
- —
- ALL TIME*
- -0.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
DUOL Duolingo, Inc. | $139.53M | $131.20M | $162.91M |
| $6.67M | $6.79M | $6.05M |
IBTJ vs. DUOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IBTJ iShares iBonds Dec 2029 Term Treasury ETF | 0.16% | 6.89% | 1.82% | 4.49% | -12.45% | -1.88% |
DUOL Duolingo, Inc. | -22.62% | -45.87% | 42.93% | 218.92% | -32.97% | -24.96% |
Correlation
The correlation between IBTJ and DUOL is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.03 |
Correlation (3Y) Balances recent behavior with more history. | -0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2021 | 0.02 |
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Return for Risk
IBTJ vs. DUOL — Risk / Return Rank
IBTJ
DUOL
IBTJ vs. DUOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) and Duolingo, Inc. (DUOL). 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.
| IBTJ | DUOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.85 | ||
| Sortino ratioReturn per unit of downside risk | +2.72 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.83 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | -0.78 | +2.02 |
| Martin ratioReturn relative to average drawdown | 2.88 | -1.03 | +3.91 |
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Drawdowns
IBTJ vs. DUOL - Drawdown Comparison
The maximum IBTJ drawdown since its inception was -20.19%, smaller than the maximum DUOL drawdown of -83.35%. Use the drawdown chart below to compare losses from any high point for IBTJ and DUOL.
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Drawdown Indicators
| IBTJ | DUOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.19% | -83.35% | +63.16% |
Max Drawdown (1Y)Largest decline over 1 year | -1.62% | -76.96% | +75.34% |
Max Drawdown (3Y)Largest decline over 3 years | -3.66% | -83.35% | +79.69% |
Max Drawdown (5Y)Largest decline over 5 years | -16.92% | -83.35% | +66.43% |
Current DrawdownCurrent decline from peak | -6.06% | -74.88% | +68.82% |
Average DrawdownAverage peak-to-trough decline | -9.63% | -36.85% | +27.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 57.99% | -57.29% |
Volatility
IBTJ vs. DUOL - Volatility Comparison
The current volatility for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) is 0.51%, while Duolingo, Inc. (DUOL) has a volatility of 17.91%. This indicates that IBTJ experiences smaller price fluctuations and is considered to be less risky than DUOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBTJ | DUOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.51% | 17.91% | -17.40% |
Volatility (6M)Calculated over the trailing 6-month period | 1.69% | 43.65% | -41.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.16% | 65.50% | -63.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.68% | 66.15% | -60.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.93% | 66.08% | -60.15% |
Dividends
IBTJ vs. DUOL - Dividend Comparison
IBTJ's dividend yield for the trailing twelve months is around 3.79%, while DUOL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DUOL Duolingo, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBTJ iShares iBonds Dec 2029 Term Treasury ETF | 3.79% | 3.78% | 3.95% | 3.48% | 1.86% | 0.74% | 0.61% |
Frequently Asked Questions
IBTJ and DUOL have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUOL has higher volatility (17.91%) compared to IBTJ (0.51%). In terms of maximum drawdown, IBTJ dropped -20.19% vs DUOL's -83.35%.
IBTJ currently has the higher Sharpe Ratio (0.93 vs -0.92), 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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