PortfoliosLab logoPortfoliosLab logo
IBTJ vs. THTA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTJ vs. THTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) and SoFi Enhanced Yield ETF (THTA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IBTJ achieves a -0.10% return, which is significantly lower than THTA's 6.86% return.


IBTJ

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

THTA

1D
-0.02%
1M
0.56%
YTD
6.86%
6M
8.04%
1Y
16.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTJ vs. THTA - Yearly Performance Comparison


2026 (YTD)202520242023
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
-0.10%6.89%1.82%4.07%
THTA
SoFi Enhanced Yield ETF
6.86%-10.24%7.31%1.04%

Correlation

The correlation between IBTJ and THTA is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2023

-0.03

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IBTJ vs. THTA — 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

THTA
THTA Risk / Return Rank: 9292
Overall Rank
THTA Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
THTA Sortino Ratio Rank: 9090
Sortino Ratio Rank
THTA Omega Ratio Rank: 9595
Omega Ratio Rank
THTA Calmar Ratio Rank: 9292
Calmar Ratio Rank
THTA Martin Ratio Rank: 9797
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. THTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) and SoFi Enhanced Yield ETF (THTA). 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.


IBTJTHTADifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-2.05

Omega ratioGain probability vs. loss probability

1.26

1.75

-0.49

Calmar ratioReturn relative to maximum drawdown

2.17

6.39

-4.22

Martin ratioReturn relative to average drawdown

6.23

52.08

-45.85

IBTJ vs. THTA - Sharpe Ratio Comparison

The current IBTJ Sharpe Ratio is 1.44, which is lower than the THTA Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of IBTJ and THTA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IBTJTHTADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

2.91

-1.47

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

0.08

-0.10

Drawdowns

IBTJ vs. THTA - Drawdown Comparison

The maximum IBTJ drawdown since its inception was -20.19%, smaller than the maximum THTA drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for IBTJ and THTA.


Loading charts...

Drawdown Indicators


IBTJTHTADifference

Max Drawdown

Largest peak-to-trough decline

-20.19%

-31.41%

+11.22%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

-2.64%

+1.02%

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%

-6.79%

+0.49%

Average Drawdown

Average peak-to-trough decline

-9.73%

-7.52%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

0.32%

+0.24%

Volatility

IBTJ vs. THTA - Volatility Comparison

The current volatility for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) is 0.64%, while SoFi Enhanced Yield ETF (THTA) has a volatility of 0.75%. This indicates that IBTJ experiences smaller price fluctuations and is considered to be less risky than THTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IBTJTHTADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

0.75%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

1.56%

4.00%

-2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

2.43%

5.80%

-3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

20.25%

-14.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.99%

20.25%

-14.26%

IBTJ vs. THTA - Expense Ratio Comparison

IBTJ has a 0.07% expense ratio, which is lower than THTA's 0.49% expense ratio.


Dividends

IBTJ vs. THTA - Dividend Comparison

IBTJ's dividend yield for the trailing twelve months is around 3.81%, less than THTA's 11.26% yield.


PositionTTM202520242023202220212020
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
3.81%3.78%3.95%3.48%1.86%0.74%0.61%
THTA
SoFi Enhanced Yield ETF
11.26%12.66%12.44%0.58%0.00%0.00%0.00%

Frequently Asked Questions


IBTJ and THTA have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

THTA has higher volatility (0.75%) compared to IBTJ (0.64%). In terms of maximum drawdown, IBTJ dropped -20.19% vs THTA's -31.41%.

On 1-year performance, THTA leads with 16.78% vs 3.49% 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 1-year period, THTA has performed better with a 16.78% return vs 3.49%. 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 0.49% for THTA.

THTA has the higher dividend yield at 11.26%, compared with 3.81% for IBTJ.

IBTJ is categorized as Government Bonds, while THTA is Derivative Income. They also come from different issuers: iShares and SoFi. Their fees differ too: 0.07% for IBTJ and 0.49% for THTA.

THTA currently has the higher Sharpe Ratio (2.91 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

Find the right allocation for IBTJ and THTA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer