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IBTJ vs. LIF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTJ vs. LIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) and Life360, Inc. (LIF). 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 0.04% return, which is significantly higher than LIF's -29.45% return.


IBTJ

1D
-0.09%
1M
0.36%
YTD
0.04%
6M
0.37%
1Y
3.40%
3Y*
3.81%
5Y*
-0.15%
10Y*

LIF

1D
-0.07%
1M
17.44%
YTD
-29.45%
6M
-33.03%
1Y
-25.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTJ vs. LIF - Yearly Performance Comparison


2026 (YTD)20252024
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
0.04%6.89%2.20%
LIF
Life360, Inc.
-29.45%55.42%58.73%

Correlation

The correlation between IBTJ and LIF is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2024

0.04

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Return for Risk

IBTJ vs. LIF — Risk / Return Rank

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

IBTJ
IBTJ Risk / Return Rank: 4545
Overall Rank
IBTJ Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IBTJ Sortino Ratio Rank: 5050
Sortino Ratio Rank
IBTJ Omega Ratio Rank: 4444
Omega Ratio Rank
IBTJ Calmar Ratio Rank: 4646
Calmar Ratio Rank
IBTJ Martin Ratio Rank: 3939
Martin Ratio Rank

LIF
LIF Risk / Return Rank: 2727
Overall Rank
LIF Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LIF Sortino Ratio Rank: 2727
Sortino Ratio Rank
LIF Omega Ratio Rank: 2626
Omega Ratio Rank
LIF Calmar Ratio Rank: 2828
Calmar Ratio Rank
LIF Martin Ratio Rank: 3030
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. LIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) and Life360, Inc. (LIF). 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.


IBTJLIFDifference
Sharpe ratioReturn per unit of total volatility

+1.81

Sortino ratioReturn per unit of downside risk

+2.40

Omega ratioGain probability vs. loss probability

1.25

0.97

+0.28

Calmar ratioReturn relative to maximum drawdown

2.02

-0.43

+2.45

Martin ratioReturn relative to average drawdown

5.49

-0.70

+6.19

IBTJ vs. LIF - Sharpe Ratio Comparison

The current IBTJ Sharpe Ratio is 1.39, which is higher than the LIF Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of IBTJ and LIF, 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. LIF - Drawdown Comparison

The maximum IBTJ drawdown since its inception was -20.19%, smaller than the maximum LIF drawdown of -65.64%. Use the drawdown chart below to compare losses from any high point for IBTJ and LIF.


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Drawdown Indicators


IBTJLIFDifference

Max Drawdown

Largest peak-to-trough decline

-20.19%

-65.64%

+45.45%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

-65.64%

+64.02%

Max Drawdown (3Y)

Largest decline over 3 years

-4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-17.21%

Current Drawdown

Current decline from peak

-6.17%

-59.19%

+53.02%

Average Drawdown

Average peak-to-trough decline

-9.71%

-21.35%

+11.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

40.82%

-40.23%

Volatility

IBTJ vs. LIF - Volatility Comparison

The current volatility for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) is 0.69%, while Life360, Inc. (LIF) has a volatility of 16.67%. This indicates that IBTJ experiences smaller price fluctuations and is considered to be less risky than LIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTJLIFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

16.67%

-15.98%

Volatility (6M)

Calculated over the trailing 6-month period

1.58%

52.85%

-51.27%

Volatility (1Y)

Calculated over the trailing 1-year period

2.36%

67.08%

-64.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.73%

62.97%

-57.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.98%

62.97%

-56.99%

Dividends

IBTJ vs. LIF - Dividend Comparison

IBTJ's dividend yield for the trailing twelve months is around 3.80%, while LIF has not paid dividends to shareholders.


PositionTTM202520242023202220212020
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
3.80%3.78%3.95%3.48%1.86%0.74%0.61%
LIF
Life360, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBTJ and LIF have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LIF has higher volatility (16.67%) compared to IBTJ (0.69%). In terms of maximum drawdown, IBTJ dropped -20.19% vs LIF's -65.64%.

IBTJ currently has the higher Sharpe Ratio (1.39 vs -0.43), 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 LIF

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