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IBTJ vs. IBTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, IBTJ achieves a -0.19% return, which is significantly lower than IBTH's 0.92% return.


IBTJ

1D
-0.14%
1M
0.04%
YTD
-0.19%
6M
-0.06%
1Y
2.85%
3Y*
3.61%
5Y*
-0.10%
10Y*

IBTH

1D
-0.07%
1M
0.11%
YTD
0.92%
6M
1.03%
1Y
3.51%
3Y*
4.08%
5Y*
0.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTJ vs. IBTH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
-0.19%6.89%1.82%4.49%-12.45%-3.57%4.03%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
0.92%5.29%3.22%4.38%-9.75%-3.43%4.20%

Correlation

The correlation between IBTJ and IBTH is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

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

0.91

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

0.93

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2020

0.91

The correlation between IBTJ and IBTH shifts across timeframes, from 0.79 (1 year) to 0.93 (5 years), reflecting how their relationship changes across market environments.

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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: 3434
Overall Rank
IBTJ Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IBTJ Sortino Ratio Rank: 3636
Sortino Ratio Rank
IBTJ Omega Ratio Rank: 3232
Omega Ratio Rank
IBTJ Calmar Ratio Rank: 3636
Calmar Ratio Rank
IBTJ Martin Ratio Rank: 3333
Martin Ratio Rank

IBTH
IBTH Risk / Return Rank: 9696
Overall Rank
IBTH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IBTH Sortino Ratio Rank: 9797
Sortino Ratio Rank
IBTH Omega Ratio Rank: 9797
Omega Ratio Rank
IBTH Calmar Ratio Rank: 9696
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.

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.


IBTJIBTHDifference
Sharpe ratioReturn per unit of total volatility

-2.24

Sortino ratioReturn per unit of downside risk

-4.65

Omega ratioGain probability vs. loss probability

1.21

1.85

-0.64

Calmar ratioReturn relative to maximum drawdown

1.77

9.24

-7.47

Martin ratioReturn relative to average drawdown

4.64

37.41

-32.78

IBTJ vs. IBTH - Sharpe Ratio Comparison

The current IBTJ Sharpe Ratio is 1.20, which is lower than the IBTH Sharpe Ratio of 3.43. The chart below compares the historical Sharpe Ratios of IBTJ and IBTH, 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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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%

-0.38%

-1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-4.43%

-2.09%

-2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-17.21%

-14.41%

-2.80%

Current Drawdown

Current decline from peak

-6.39%

-1.36%

-5.03%

Average Drawdown

Average peak-to-trough decline

-9.70%

-6.67%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.09%

+0.53%

Volatility

IBTJ vs. IBTH - Volatility Comparison

iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) has a higher volatility of 0.71% compared to iShares iBonds Dec 2027 Term Treasury ETF (IBTH) at 0.26%. 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

0.71%

0.26%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

1.64%

0.57%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

2.40%

1.03%

+1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.72%

4.18%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.98%

4.19%

+1.79%

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%.


Dividends

IBTJ vs. IBTH - Dividend Comparison

IBTJ's dividend yield for the trailing twelve months is around 3.81%, which matches IBTH's 3.83% yield.


PositionTTM202520242023202220212020
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.83%3.92%4.04%3.61%2.00%0.77%0.50%
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


IBTJ and IBTH have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBTJ has higher volatility (0.71%) compared to IBTH (0.26%). In terms of maximum drawdown, IBTJ dropped -20.19% vs IBTH's -16.16%.

On 5-year performance, IBTH leads with 0.51% vs -0.10% for IBTJ. Both ETFs have the same 0.07% expense ratio. On volatility, IBTH has been the lower-risk option at 0.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IBTH has performed better with a 0.51% return vs -0.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IBTH has the higher dividend yield at 3.83%, compared with 3.81% for IBTJ.

IBTJ tracks ICE 2029 Maturity US Treasury Index, while IBTH tracks ICE 2027 Maturity US Treasury Index.

IBTH currently has the higher Sharpe Ratio (3.43 vs 1.20), 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.

Portfolio Optimizer

Find the right allocation for IBTJ and IBTH

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