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IBTJ vs. SMBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTJ vs. SMBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) and Schwab Mortgage-Backed Securities ETF (SMBS). 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 lower than SMBS's 0.70% return.


IBTJ

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

SMBS

1D
-0.24%
1M
0.33%
YTD
0.70%
6M
0.82%
1Y
6.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTJ vs. SMBS - Yearly Performance Comparison


2026 (YTD)20252024
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
-0.10%6.89%0.09%
SMBS
Schwab Mortgage-Backed Securities ETF
0.70%8.15%-0.07%

Correlation

The correlation between IBTJ and SMBS is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2024

0.84

The correlation between IBTJ and SMBS has been stable across timeframes, ranging from 0.84 to 0.84 - a consistent structural relationship.

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Return for Risk

IBTJ vs. SMBS — 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

SMBS
SMBS Risk / Return Rank: 4848
Overall Rank
SMBS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SMBS Sortino Ratio Rank: 4949
Sortino Ratio Rank
SMBS Omega Ratio Rank: 4747
Omega Ratio Rank
SMBS Calmar Ratio Rank: 4949
Calmar Ratio Rank
SMBS Martin Ratio Rank: 4949
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. SMBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) and Schwab Mortgage-Backed Securities ETF (SMBS). 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.


IBTJSMBSDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.26

1.30

-0.04

Calmar ratioReturn relative to maximum drawdown

2.17

2.41

-0.24

Martin ratioReturn relative to average drawdown

6.23

8.21

-1.98

IBTJ vs. SMBS - Sharpe Ratio Comparison

The current IBTJ Sharpe Ratio is 1.44, which is comparable to the SMBS Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of IBTJ and SMBS, 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


IBTJSMBSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.64

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

1.18

-1.20

Drawdowns

IBTJ vs. SMBS - Drawdown Comparison

The maximum IBTJ drawdown since its inception was -20.19%, which is greater than SMBS's maximum drawdown of -3.20%. Use the drawdown chart below to compare losses from any high point for IBTJ and SMBS.


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Drawdown Indicators


IBTJSMBSDifference

Max Drawdown

Largest peak-to-trough decline

-20.19%

-3.20%

-16.99%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

-2.83%

+1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-17.21%

Current Drawdown

Current decline from peak

-6.30%

-1.33%

-4.97%

Average Drawdown

Average peak-to-trough decline

-9.73%

-0.84%

-8.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

0.83%

-0.27%

Volatility

IBTJ vs. SMBS - Volatility Comparison

The current volatility for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) is 0.64%, while Schwab Mortgage-Backed Securities ETF (SMBS) has a volatility of 1.55%. This indicates that IBTJ experiences smaller price fluctuations and is considered to be less risky than SMBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTJSMBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

1.55%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

1.56%

3.03%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

2.43%

4.15%

-1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

4.86%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.99%

4.86%

+1.13%

IBTJ vs. SMBS - Expense Ratio Comparison

IBTJ has a 0.07% expense ratio, which is higher than SMBS's 0.03% expense ratio. However, 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. SMBS - Dividend Comparison

IBTJ's dividend yield for the trailing twelve months is around 3.81%, less than SMBS's 5.17% yield.


PositionTTM202520242023202220212020
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
3.81%3.78%3.95%3.48%1.86%0.74%0.61%
SMBS
Schwab Mortgage-Backed Securities ETF
5.17%4.83%0.50%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBTJ and SMBS have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMBS has higher volatility (1.55%) compared to IBTJ (0.64%). In terms of maximum drawdown, IBTJ dropped -20.19% vs SMBS's -3.20%.

On 1-year performance, SMBS leads with 6.78% vs 3.49% for IBTJ. On fees, SMBS is cheaper at 0.03% 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 1-year period, SMBS has performed better with a 6.78% return vs 3.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SMBS is cheaper with a 0.03% expense ratio, compared with 0.07% for IBTJ.

SMBS has the higher dividend yield at 5.17%, compared with 3.81% for IBTJ.

IBTJ is categorized as Government Bonds, while SMBS is Mortgage Backed Securities. IBTJ tracks ICE 2029 Maturity US Treasury Index, while SMBS tracks Bloomberg US MBS Float Adjusted Total Return Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.07% for IBTJ and 0.03% for SMBS.

SMBS currently has the higher Sharpe Ratio (1.64 vs 1.44), 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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