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IBTJ vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

IBTJ vs. USD=X - Performance Comparison

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

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTJ vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

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

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. 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.


IBTJUSD=XDifference
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

IBTJ vs. USD=X - Sharpe Ratio Comparison


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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


IBTJUSD=XDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.17%

0.00%

-6.17%

Average Drawdown

Average peak-to-trough decline

-9.71%

0.00%

-9.71%

Ulcer Index

Depth 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


IBTJUSD=XDifference

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%.

Portfolio Optimizer

Find the right allocation for IBTJ and USD=X

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