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IBTJ vs. IBTH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBTJ vs. IBTH - 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 2027 Term Treasury ETF (IBTH). The values are adjusted to include any dividend payments, if applicable.

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IBTJ vs. IBTH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
0.14%6.89%1.82%4.49%-12.45%-3.57%3.50%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
0.42%5.29%3.22%4.38%-9.75%-3.43%4.20%

Returns By Period

In the year-to-date period, IBTJ achieves a 0.14% return, which is significantly lower than IBTH's 0.42% return.


IBTJ

1D
0.13%
1M
-0.99%
YTD
0.14%
6M
1.32%
1Y
4.22%
3Y*
3.33%
5Y*
0.25%
10Y*

IBTH

1D
0.02%
1M
-0.18%
YTD
0.42%
6M
1.49%
1Y
4.00%
3Y*
3.60%
5Y*
0.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBTJ vs. IBTH - Expense Ratio Comparison

Both IBTJ and IBTH 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%.


Return for Risk

IBTJ vs. IBTH — Risk / Return Rank

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

IBTJ
IBTJ Risk / Return Rank: 8080
Overall Rank
IBTJ Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IBTJ Sortino Ratio Rank: 8484
Sortino Ratio Rank
IBTJ Omega Ratio Rank: 7474
Omega Ratio Rank
IBTJ Calmar Ratio Rank: 8686
Calmar Ratio Rank
IBTJ Martin Ratio Rank: 7777
Martin Ratio Rank

IBTH
IBTH Risk / Return Rank: 9797
Overall Rank
IBTH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBTH Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTH Omega Ratio Rank: 9898
Omega Ratio Rank
IBTH Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBTH Martin Ratio Rank: 9797
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.

IBTJ vs. IBTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) and iShares iBonds Dec 2027 Term Treasury ETF (IBTH). 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.


IBTJIBTHDifference

Sharpe ratio

Return per unit of total volatility

1.46

2.75

-1.29

Sortino ratio

Return per unit of downside risk

2.25

4.48

-2.23

Omega ratio

Gain probability vs. loss probability

1.28

1.65

-0.37

Calmar ratio

Return relative to maximum drawdown

2.66

4.80

-2.14

Martin ratio

Return relative to average drawdown

8.11

19.10

-10.99

IBTJ vs. IBTH - Sharpe Ratio Comparison

The current IBTJ Sharpe Ratio is 1.46, which is lower than the IBTH Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of IBTJ and IBTH, 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


IBTJIBTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

2.75

-1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.15

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.13

-0.15

Correlation

The correlation between IBTJ and IBTH is 0.91, 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

IBTJ vs. IBTH - Dividend Comparison

IBTJ's dividend yield for the trailing twelve months is around 3.81%, less than IBTH's 3.89% yield.


TTM202520242023202220212020
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
3.81%3.78%3.95%3.48%1.86%0.74%0.61%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.89%3.92%4.04%3.61%2.00%0.77%0.50%

Drawdowns

IBTJ vs. IBTH - Drawdown Comparison

The maximum IBTJ drawdown since its inception was -20.19%, which is greater than IBTH's maximum drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for IBTJ and IBTH.


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Drawdown Indicators


IBTJIBTHDifference

Max Drawdown

Largest peak-to-trough decline

-20.19%

-16.16%

-4.03%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

-0.82%

-0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-17.21%

-14.41%

-2.80%

Current Drawdown

Current decline from peak

-6.08%

-1.84%

-4.24%

Average Drawdown

Average peak-to-trough decline

-9.84%

-6.87%

-2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.21%

+0.32%

Volatility

IBTJ vs. IBTH - Volatility Comparison

iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) has a higher volatility of 0.90% compared to iShares iBonds Dec 2027 Term Treasury ETF (IBTH) at 0.34%. This indicates that IBTJ's price experiences larger fluctuations and is considered to be riskier than IBTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTJIBTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

0.34%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

1.57%

0.58%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

2.91%

1.46%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.77%

4.23%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.07%

4.26%

+1.81%