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

Correlation

The correlation between IBTJ and IBTH is -0.01. 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. 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.

-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.87%
0.13%
IBTJ
IBTH

Key characteristics

Sharpe Ratio

IBTJ:

1.95

IBTH:

2.91

Sortino Ratio

IBTJ:

3.05

IBTH:

4.76

Omega Ratio

IBTJ:

1.37

IBTH:

1.60

Calmar Ratio

IBTJ:

0.48

IBTH:

0.61

Martin Ratio

IBTJ:

4.85

IBTH:

10.75

Ulcer Index

IBTJ:

1.60%

IBTH:

0.64%

Daily Std Dev

IBTJ:

3.96%

IBTH:

2.36%

Max Drawdown

IBTJ:

-20.19%

IBTH:

-16.16%

Current Drawdown

IBTJ:

-9.26%

IBTH:

-5.00%

Returns By Period

In the year-to-date period, IBTJ achieves a 3.40% return, which is significantly higher than IBTH's 2.33% return.


IBTJ

YTD

3.40%

1M

0.77%

6M

2.93%

1Y

8.09%

5Y*

-1.69%

10Y*

N/A

IBTH

YTD

2.33%

1M

0.61%

6M

2.63%

1Y

7.07%

5Y*

-0.81%

10Y*

N/A

*Annualized

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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%.


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%
Expense ratio chart for IBTH: 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%
IBTH: 0.07%

Risk-Adjusted Performance

IBTJ vs. IBTH — 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

IBTH
The Risk-Adjusted Performance Rank of IBTH is 9191
Overall Rank
The Sharpe Ratio Rank of IBTH is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IBTH is 9898
Sortino Ratio Rank
The Omega Ratio Rank of IBTH is 9797
Omega Ratio Rank
The Calmar Ratio Rank of IBTH is 7070
Calmar Ratio Rank
The Martin Ratio Rank of IBTH is 9494
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. IBTH - 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 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.


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
IBTH: 2.91
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
IBTH: 4.76
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
IBTH: 1.60
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
IBTH: 0.61
The chart of Martin ratio for IBTJ, currently valued at 4.85, compared to the broader market0.0020.0040.0060.00
IBTJ: 4.85
IBTH: 10.75

The current IBTJ Sharpe Ratio is 1.95, which is lower than the IBTH Sharpe Ratio of 2.91. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.95
2.91
IBTJ
IBTH

Dividends

IBTJ vs. IBTH - Dividend Comparison

IBTJ's dividend yield for the trailing twelve months is around 3.83%, less than IBTH's 3.97% yield.


TTM20242023202220212020
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
3.83%3.95%3.48%1.86%0.74%0.61%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.97%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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%NovemberDecember2025FebruaryMarchApril
-9.26%
-5.00%
IBTJ
IBTH

Volatility

IBTJ vs. IBTH - Volatility Comparison

iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) has a higher volatility of 1.51% compared to iShares iBonds Dec 2027 Term Treasury ETF (IBTH) at 0.77%. 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.


0.40%0.60%0.80%1.00%1.20%1.40%1.60%NovemberDecember2025FebruaryMarchApril
1.51%
0.77%
IBTJ
IBTH