IBTJ vs. USD=X
IBTJ (iShares iBonds Dec 2029 Term Treasury ETF) is Government Bonds fund tracking the ICE 2029 Maturity US Treasury Index, while USD=X (USD Cash) is a currency. Over the past 5 years, IBTJ returned -0.15%/yr vs 0.00%/yr for USD=X.
Performance
IBTJ vs. USD=X - Performance Comparison
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Returns By Period
IBTJ
- 1D
- -0.09%
- 1M
- 0.36%
- YTD
- 0.04%
- 6M
- 0.37%
- 1Y
- 3.40%
- 3Y*
- 3.81%
- 5Y*
- -0.15%
- 10Y*
- —
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
IBTJ vs. USD=X - 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% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
IBTJ vs. USD=X — Risk / Return Rank
IBTJ
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IBTJ vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.25 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | — | — |
| Martin ratioReturn relative to average drawdown | 5.49 | — | — |
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Drawdowns
IBTJ vs. USD=X - Drawdown Comparison
The maximum IBTJ drawdown since its inception was -20.19%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IBTJ and USD=X.
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Drawdown Indicators
| IBTJ | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.19% | 0.00% | -20.19% |
Max Drawdown (1Y)Largest decline over 1 year | -1.62% | 0.00% | -1.62% |
Max Drawdown (3Y)Largest decline over 3 years | -4.43% | 0.00% | -4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -17.21% | 0.00% | -17.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -6.17% | 0.00% | -6.17% |
Average DrawdownAverage peak-to-trough decline | -9.71% | 0.00% | -9.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 0.00% | +0.59% |
Volatility
IBTJ vs. USD=X - Volatility Comparison
iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) has a higher volatility of 0.69% compared to USD Cash (USD=X) at 0.00%. This indicates that IBTJ's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBTJ | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 0.00% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 1.58% | 0.00% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.36% | 0.00% | +2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.73% | 0.00% | +5.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.98% | 0.00% | +5.98% |
Frequently Asked Questions
IBTJ has higher volatility (0.69%) compared to USD=X (0.00%). In terms of maximum drawdown, IBTJ dropped -20.19% vs USD=X's 0.00%.
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