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IBTJ vs. IBDU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBTJ and IBDU is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

IBTJ vs. IBDU - Performance Comparison

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

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%NovemberDecember2025FebruaryMarchApril
-3.87%
4.77%
IBTJ
IBDU

Key characteristics

Sharpe Ratio

IBTJ:

1.95

IBDU:

2.04

Sortino Ratio

IBTJ:

3.05

IBDU:

3.03

Omega Ratio

IBTJ:

1.37

IBDU:

1.39

Calmar Ratio

IBTJ:

0.48

IBDU:

0.86

Martin Ratio

IBTJ:

4.85

IBDU:

8.29

Ulcer Index

IBTJ:

1.60%

IBDU:

0.99%

Daily Std Dev

IBTJ:

3.96%

IBDU:

4.00%

Max Drawdown

IBTJ:

-20.19%

IBDU:

-19.44%

Current Drawdown

IBTJ:

-9.26%

IBDU:

-1.71%

Returns By Period

In the year-to-date period, IBTJ achieves a 3.40% return, which is significantly higher than IBDU's 2.62% return.


IBTJ

YTD

3.40%

1M

0.77%

6M

2.93%

1Y

8.09%

5Y*

-1.69%

10Y*

N/A

IBDU

YTD

2.62%

1M

0.36%

6M

2.55%

1Y

8.41%

5Y*

1.58%

10Y*

N/A

*Annualized

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IBTJ vs. IBDU - Expense Ratio Comparison

IBTJ has a 0.07% expense ratio, which is lower than IBDU's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for IBDU: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBDU: 0.10%
Expense ratio chart for IBTJ: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBTJ: 0.07%

Risk-Adjusted Performance

IBTJ vs. IBDU — Risk-Adjusted Performance Rank

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

IBTJ
The Risk-Adjusted Performance Rank of IBTJ is 8585
Overall Rank
The Sharpe Ratio Rank of IBTJ is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of IBTJ is 9595
Sortino Ratio Rank
The Omega Ratio Rank of IBTJ is 9393
Omega Ratio Rank
The Calmar Ratio Rank of IBTJ is 6161
Calmar Ratio Rank
The Martin Ratio Rank of IBTJ is 8484
Martin Ratio Rank

IBDU
The Risk-Adjusted Performance Rank of IBDU is 9191
Overall Rank
The Sharpe Ratio Rank of IBDU is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of IBDU is 9595
Sortino Ratio Rank
The Omega Ratio Rank of IBDU is 9494
Omega Ratio Rank
The Calmar Ratio Rank of IBDU is 8080
Calmar Ratio Rank
The Martin Ratio Rank of IBDU is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBTJ vs. IBDU - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for IBTJ, currently valued at 1.95, compared to the broader market-1.000.001.002.003.004.00
IBTJ: 1.95
IBDU: 2.04
The chart of Sortino ratio for IBTJ, currently valued at 3.05, compared to the broader market-2.000.002.004.006.008.00
IBTJ: 3.05
IBDU: 3.03
The chart of Omega ratio for IBTJ, currently valued at 1.37, compared to the broader market0.501.001.502.002.50
IBTJ: 1.37
IBDU: 1.39
The chart of Calmar ratio for IBTJ, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.0012.00
IBTJ: 0.48
IBDU: 0.86
The chart of Martin ratio for IBTJ, currently valued at 4.85, compared to the broader market0.0020.0040.0060.00
IBTJ: 4.85
IBDU: 8.29

The current IBTJ Sharpe Ratio is 1.95, which is comparable to the IBDU Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of IBTJ and IBDU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.95
2.04
IBTJ
IBDU

Dividends

IBTJ vs. IBDU - Dividend Comparison

IBTJ's dividend yield for the trailing twelve months is around 3.83%, less than IBDU's 4.74% yield.


TTM202420232022202120202019
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
3.83%3.95%3.48%1.86%0.74%0.61%0.00%
IBDU
iShares iBonds Dec 2029 Term Corporate ETF
4.74%4.75%4.21%3.34%2.29%2.42%0.74%

Drawdowns

IBTJ vs. IBDU - Drawdown Comparison

The maximum IBTJ drawdown since its inception was -20.19%, roughly equal to the maximum IBDU drawdown of -19.44%. Use the drawdown chart below to compare losses from any high point for IBTJ and IBDU. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-9.26%
-1.71%
IBTJ
IBDU

Volatility

IBTJ vs. IBDU - Volatility Comparison

The current volatility for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) is 1.51%, while iShares iBonds Dec 2029 Term Corporate ETF (IBDU) has a volatility of 2.14%. This indicates that IBTJ experiences smaller price fluctuations and is considered to be less risky than IBDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
1.51%
2.14%
IBTJ
IBDU