IBTJ vs. TDG
IBTJ (iShares iBonds Dec 2029 Term Treasury ETF) is Government Bonds fund tracking the ICE 2029 Maturity US Treasury Index, while TDG (TransDigm Group Incorporated) is a stock. Over the past 5 years, IBTJ returned -0.15%/yr vs 17.95%/yr for TDG. At a correlation of -0.03, they often move in opposite directions.
Performance
IBTJ vs. TDG - Performance Comparison
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Returns By Period
In the year-to-date period, IBTJ achieves a 0.04% return, which is significantly higher than TDG's -5.55% return.
IBTJ
- 1D
- -0.09%
- 1M
- 0.36%
- YTD
- 0.04%
- 6M
- 0.37%
- 1Y
- 3.40%
- 3Y*
- 3.81%
- 5Y*
- -0.15%
- 10Y*
- —
TDG
- 1D
- -0.12%
- 1M
- 9.32%
- YTD
- -5.55%
- 6M
- -2.98%
- 1Y
- -6.75%
- 3Y*
- 22.32%
- 5Y*
- 17.95%
- 10Y*
- 22.72%
IBTJ vs. TDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBTJ iShares iBonds Dec 2029 Term Treasury ETF | 0.04% | 6.89% | 1.82% | 4.49% | -12.45% | -3.57% | 4.03% |
TDG TransDigm Group Incorporated | -5.55% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 12.63% |
Correlation
The correlation between IBTJ and TDG is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2020 | -0.03 |
The correlation between IBTJ and TDG shifts across timeframes, from -0.03 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IBTJ vs. TDG — Risk / Return Rank
IBTJ
TDG
IBTJ vs. TDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) and TransDigm Group Incorporated (TDG). 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.
| IBTJ | TDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.98 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | -0.26 | +2.28 |
| Martin ratioReturn relative to average drawdown | 5.49 | -0.44 | +5.94 |
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Drawdowns
IBTJ vs. TDG - Drawdown Comparison
The maximum IBTJ drawdown since its inception was -20.19%, smaller than the maximum TDG drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for IBTJ and TDG.
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Drawdown Indicators
| IBTJ | TDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.19% | -62.64% | +42.45% |
Max Drawdown (1Y)Largest decline over 1 year | -1.62% | -25.30% | +23.68% |
Max Drawdown (3Y)Largest decline over 3 years | -4.43% | -25.30% | +20.87% |
Max Drawdown (5Y)Largest decline over 5 years | -17.21% | -25.30% | +8.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.64% | — |
Current DrawdownCurrent decline from peak | -6.17% | -17.18% | +11.01% |
Average DrawdownAverage peak-to-trough decline | -9.71% | -7.95% | -1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 14.75% | -14.16% |
Volatility
IBTJ vs. TDG - Volatility Comparison
The current volatility for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) is 0.69%, while TransDigm Group Incorporated (TDG) has a volatility of 9.84%. This indicates that IBTJ experiences smaller price fluctuations and is considered to be less risky than TDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBTJ | TDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 9.84% | -9.15% |
Volatility (6M)Calculated over the trailing 6-month period | 1.58% | 21.88% | -20.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.36% | 28.32% | -25.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.73% | 27.96% | -22.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.98% | 33.83% | -27.85% |
Dividends
IBTJ vs. TDG - Dividend Comparison
IBTJ's dividend yield for the trailing twelve months is around 3.80%, less than TDG's 7.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IBTJ iShares iBonds Dec 2029 Term Treasury ETF | 3.80% | 3.78% | 3.95% | 3.48% | 1.86% | 0.74% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% |
TDG TransDigm Group Incorporated | 7.17% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% |
Frequently Asked Questions
IBTJ and TDG have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDG has higher volatility (9.84%) compared to IBTJ (0.69%). In terms of maximum drawdown, IBTJ dropped -20.19% vs TDG's -62.64%.
IBTJ currently has the higher Sharpe Ratio (1.39 vs -0.23), 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.
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