IBTJ vs. IEI
Compare and contrast key facts about iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) and iShares 3-7 Year Treasury Bond ETF (IEI).
IBTJ and IEI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBTJ is a passively managed fund by iShares that tracks the performance of the ICE 2029 Maturity US Treasury Index. It was launched on Feb 25, 2020. IEI is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 3-7 Year Treasury Bond Index. It was launched on Jan 11, 2007. Both IBTJ and IEI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IBTJ vs. IEI - Performance Comparison
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IBTJ vs. IEI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBTJ iShares iBonds Dec 2029 Term Treasury ETF | 0.07% | 6.89% | 1.82% | 4.49% | -12.45% | -3.57% | 3.50% |
IEI iShares 3-7 Year Treasury Bond ETF | -0.13% | 6.96% | 1.81% | 4.42% | -9.51% | -2.54% | 3.07% |
Returns By Period
In the year-to-date period, IBTJ achieves a 0.07% return, which is significantly higher than IEI's -0.13% return.
IBTJ
- 1D
- -0.07%
- 1M
- -0.71%
- YTD
- 0.07%
- 6M
- 1.03%
- 1Y
- 3.99%
- 3Y*
- 3.31%
- 5Y*
- 0.24%
- 10Y*
- —
IEI
- 1D
- -0.08%
- 1M
- -1.15%
- YTD
- -0.13%
- 6M
- 0.68%
- 1Y
- 3.73%
- 3Y*
- 3.40%
- 5Y*
- 0.45%
- 10Y*
- 1.35%
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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%.
Return for Risk
IBTJ vs. IEI — Risk / Return Rank
IBTJ
IEI
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.
| IBTJ | IEI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.09 | +0.29 |
Sortino ratioReturn per unit of downside risk | 2.13 | 1.64 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.78 | +0.78 |
Martin ratioReturn relative to average drawdown | 7.74 | 5.68 | +2.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBTJ | IEI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.09 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.10 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.34 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.71 | -0.72 |
Correlation
The correlation between IBTJ and IEI is 0.94, 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. IEI - Dividend Comparison
IBTJ's dividend yield for the trailing twelve months is around 3.81%, more than IEI's 3.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 3.58% | 3.48% | 3.18% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% |
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
| IBTJ | IEI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.19% | -14.60% | -5.59% |
Max Drawdown (1Y)Largest decline over 1 year | -1.62% | -2.20% | +0.58% |
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 DrawdownCurrent decline from peak | -6.14% | -1.57% | -4.57% |
Average DrawdownAverage peak-to-trough decline | -9.83% | -2.68% | -7.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.54% | 0.69% | -0.15% |
Volatility
IBTJ vs. IEI - Volatility Comparison
The current volatility for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) is 0.90%, while iShares 3-7 Year Treasury Bond ETF (IEI) has a volatility of 1.25%. 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
| IBTJ | IEI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.90% | 1.25% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 1.58% | 2.06% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.91% | 3.44% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.77% | 4.75% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.07% | 3.93% | +2.14% |