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IBTJ vs. IEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTJ vs. IEI - 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 3-7 Year Treasury Bond ETF (IEI). 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 -0.10% return, which is significantly higher than IEI's -0.42% return.


IBTJ

1D
-0.14%
1M
-0.10%
YTD
-0.10%
6M
0.01%
1Y
3.49%
3Y*
3.51%
5Y*
0.06%
10Y*

IEI

1D
-0.13%
1M
-0.17%
YTD
-0.42%
6M
-0.49%
1Y
3.28%
3Y*
3.52%
5Y*
0.23%
10Y*
1.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTJ vs. IEI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
-0.10%6.89%1.82%4.49%-12.45%-3.57%3.50%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.42%6.96%1.81%4.42%-9.51%-2.54%3.07%

Correlation

The correlation between IBTJ and IEI is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.96

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2020

0.94

The correlation between IBTJ and IEI has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.

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Return for Risk

IBTJ vs. IEI — Risk / Return Rank

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

IBTJ
IBTJ Risk / Return Rank: 4242
Overall Rank
IBTJ Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IBTJ Sortino Ratio Rank: 4545
Sortino Ratio Rank
IBTJ Omega Ratio Rank: 4040
Omega Ratio Rank
IBTJ Calmar Ratio Rank: 4444
Calmar Ratio Rank
IBTJ Martin Ratio Rank: 3939
Martin Ratio Rank

IEI
IEI Risk / Return Rank: 2828
Overall Rank
IEI Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 3030
Sortino Ratio Rank
IEI Omega Ratio Rank: 2727
Omega Ratio Rank
IEI Calmar Ratio Rank: 2727
Calmar Ratio Rank
IEI Martin Ratio Rank: 2727
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. IEI - 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 3-7 Year Treasury Bond ETF (IEI). 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.


IBTJIEIDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.26

1.19

+0.07

Calmar ratioReturn relative to maximum drawdown

2.17

1.32

+0.84

Martin ratioReturn relative to average drawdown

6.23

3.96

+2.27

IBTJ vs. IEI - Sharpe Ratio Comparison

The current IBTJ Sharpe Ratio is 1.44, which is higher than the IEI Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of IBTJ and IEI, 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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Sharpe Ratios by Period


IBTJIEIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.09

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.05

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.70

-0.72

Drawdowns

IBTJ vs. IEI - Drawdown Comparison

The maximum IBTJ drawdown since its inception was -20.19%, which is greater than IEI's maximum drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for IBTJ and IEI.


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Drawdown Indicators


IBTJIEIDifference

Max Drawdown

Largest peak-to-trough decline

-20.19%

-14.60%

-5.59%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

-2.50%

+0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-4.47%

-3.66%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-17.21%

-13.88%

-3.33%

Max Drawdown (10Y)

Largest decline over 10 years

-14.60%

Current Drawdown

Current decline from peak

-6.30%

-1.85%

-4.45%

Average Drawdown

Average peak-to-trough decline

-9.73%

-2.67%

-7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

0.83%

-0.27%

Volatility

IBTJ vs. IEI - Volatility Comparison

The current volatility for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) is 0.64%, while iShares 3-7 Year Treasury Bond ETF (IEI) has a volatility of 0.91%. This indicates that IBTJ experiences smaller price fluctuations and is considered to be less risky than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTJIEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

0.91%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

1.56%

2.13%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

2.43%

3.04%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

4.77%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.99%

3.93%

+2.06%

IBTJ vs. IEI - Expense Ratio Comparison

IBTJ has a 0.07% expense ratio, which is lower than IEI's 0.15% 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%.


Dividends

IBTJ vs. IEI - Dividend Comparison

IBTJ's dividend yield for the trailing twelve months is around 3.81%, more than IEI's 3.64% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
3.81%3.78%3.95%3.48%1.86%0.74%0.61%0.00%0.00%0.00%0.00%0.00%
IEI
iShares 3-7 Year Treasury Bond ETF
3.64%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%

Frequently Asked Questions


With a correlation of 0.97, IBTJ and IEI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IEI has higher volatility (0.91%) compared to IBTJ (0.64%). In terms of maximum drawdown, IBTJ dropped -20.19% vs IEI's -14.60%.

On 5-year performance, IEI leads with 0.23% vs 0.06% for IBTJ. On fees, IBTJ is cheaper at 0.07% per year. On volatility, IBTJ has been the lower-risk option at 0.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IEI has performed better with a 0.23% return vs 0.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTJ is cheaper with a 0.07% expense ratio, compared with 0.15% for IEI.

IBTJ has the higher dividend yield at 3.81%, compared with 3.64% for IEI.

IBTJ tracks ICE 2029 Maturity US Treasury Index, while IEI tracks ICE U.S. Treasury 3-7 Year Bond Index. Their fees differ too: 0.07% for IBTJ and 0.15% for IEI.

IBTJ currently has the higher Sharpe Ratio (1.44 vs 1.09), 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

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