PortfoliosLab logo
IBTJ vs. IBTK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBTJ and IBTK is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

IBTJ vs. IBTK - 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 2030 Term Treasury ETF (IBTK). The values are adjusted to include any dividend payments, if applicable.

-16.00%-14.00%-12.00%-10.00%-8.00%NovemberDecember2025FebruaryMarchApril
-8.42%
-12.06%
IBTJ
IBTK

Key characteristics

Sharpe Ratio

IBTJ:

1.95

IBTK:

1.66

Sortino Ratio

IBTJ:

3.05

IBTK:

2.54

Omega Ratio

IBTJ:

1.37

IBTK:

1.30

Calmar Ratio

IBTJ:

0.48

IBTK:

0.41

Martin Ratio

IBTJ:

4.85

IBTK:

3.87

Ulcer Index

IBTJ:

1.60%

IBTK:

2.10%

Daily Std Dev

IBTJ:

3.96%

IBTK:

4.89%

Max Drawdown

IBTJ:

-20.19%

IBTK:

-22.84%

Current Drawdown

IBTJ:

-9.26%

IBTK:

-12.65%

Returns By Period

In the year-to-date period, IBTJ achieves a 3.40% return, which is significantly lower than IBTK's 3.73% return.


IBTJ

YTD

3.40%

1M

1.24%

6M

2.93%

1Y

8.09%

5Y*

-1.61%

10Y*

N/A

IBTK

YTD

3.73%

1M

1.31%

6M

2.89%

1Y

8.52%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IBTJ vs. IBTK - Expense Ratio Comparison

Both IBTJ and IBTK 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 IBTK: 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%
IBTK: 0.07%

Risk-Adjusted Performance

IBTJ vs. IBTK — 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 8686
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

IBTK
The Risk-Adjusted Performance Rank of IBTK is 8282
Overall Rank
The Sharpe Ratio Rank of IBTK is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of IBTK is 9393
Sortino Ratio Rank
The Omega Ratio Rank of IBTK is 9090
Omega Ratio Rank
The Calmar Ratio Rank of IBTK is 5757
Calmar Ratio Rank
The Martin Ratio Rank of IBTK is 8080
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. IBTK - 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 2030 Term Treasury ETF (IBTK). 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
IBTK: 1.66
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
IBTK: 2.54
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
IBTK: 1.30
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
IBTK: 0.41
The chart of Martin ratio for IBTJ, currently valued at 4.85, compared to the broader market0.0020.0040.0060.00
IBTJ: 4.85
IBTK: 3.87

The current IBTJ Sharpe Ratio is 1.95, which is comparable to the IBTK Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of IBTJ and IBTK, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.95
1.66
IBTJ
IBTK

Dividends

IBTJ vs. IBTK - Dividend Comparison

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


TTM20242023202220212020
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
3.83%3.95%3.48%1.86%0.74%0.61%
IBTK
iShares iBonds Dec 2030 Term Treasury ETF
3.83%3.93%3.05%2.27%0.84%0.26%

Drawdowns

IBTJ vs. IBTK - Drawdown Comparison

The maximum IBTJ drawdown since its inception was -20.19%, smaller than the maximum IBTK drawdown of -22.84%. Use the drawdown chart below to compare losses from any high point for IBTJ and IBTK. For additional features, visit the drawdowns tool.


-16.00%-14.00%-12.00%-10.00%-8.00%NovemberDecember2025FebruaryMarchApril
-9.26%
-12.65%
IBTJ
IBTK

Volatility

IBTJ vs. IBTK - Volatility Comparison

The current volatility for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) is 1.51%, while iShares iBonds Dec 2030 Term Treasury ETF (IBTK) has a volatility of 1.80%. This indicates that IBTJ experiences smaller price fluctuations and is considered to be less risky than IBTK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%NovemberDecember2025FebruaryMarchApril
1.51%
1.80%
IBTJ
IBTK