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IBTJ vs. VGSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTJ vs. VGSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) and Vanguard Short-Term Treasury ETF (VGSH). 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 VGSH's 0.48% return.


IBTJ

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

VGSH

1D
-0.03%
1M
0.08%
YTD
0.48%
6M
0.74%
1Y
3.43%
3Y*
4.15%
5Y*
1.81%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTJ vs. VGSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
-0.10%6.89%1.82%4.49%-12.45%-3.57%3.50%
VGSH
Vanguard Short-Term Treasury ETF
0.48%5.07%4.00%4.31%-3.86%-0.60%1.57%

Correlation

The correlation between IBTJ and VGSH is 0.94, 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

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2020

0.80

The correlation between IBTJ and VGSH shifts across timeframes, from 0.80 (all time) to 0.94 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IBTJ vs. VGSH — 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

VGSH
VGSH Risk / Return Rank: 8383
Overall Rank
VGSH Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9191
Sortino Ratio Rank
VGSH Omega Ratio Rank: 8888
Omega Ratio Rank
VGSH Calmar Ratio Rank: 7676
Calmar Ratio Rank
VGSH Martin Ratio Rank: 7878
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. VGSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) and Vanguard Short-Term Treasury ETF (VGSH). 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.


IBTJVGSHDifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

1.26

1.57

-0.31

Calmar ratioReturn relative to maximum drawdown

2.17

3.90

-1.73

Martin ratioReturn relative to average drawdown

6.23

15.52

-9.28

IBTJ vs. VGSH - Sharpe Ratio Comparison

The current IBTJ Sharpe Ratio is 1.44, which is lower than the VGSH Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of IBTJ and VGSH, 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


IBTJVGSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

2.68

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.93

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

1.01

-1.03

Drawdowns

IBTJ vs. VGSH - Drawdown Comparison

The maximum IBTJ drawdown since its inception was -20.19%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for IBTJ and VGSH.


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Drawdown Indicators


IBTJVGSHDifference

Max Drawdown

Largest peak-to-trough decline

-20.19%

-5.70%

-14.49%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

-0.88%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-4.47%

-0.97%

-3.50%

Max Drawdown (5Y)

Largest decline over 5 years

-17.21%

-5.66%

-11.55%

Max Drawdown (10Y)

Largest decline over 10 years

-5.70%

Current Drawdown

Current decline from peak

-6.30%

-0.29%

-6.01%

Average Drawdown

Average peak-to-trough decline

-9.73%

-0.60%

-9.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

0.22%

+0.34%

Volatility

IBTJ vs. VGSH - Volatility Comparison

iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) has a higher volatility of 0.64% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.35%. This indicates that IBTJ's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTJVGSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

0.35%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

1.56%

0.88%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

2.43%

1.29%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

1.97%

+3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.99%

1.57%

+4.42%

IBTJ vs. VGSH - Expense Ratio Comparison

IBTJ has a 0.07% expense ratio, which is higher than VGSH'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. VGSH - Dividend Comparison

IBTJ's dividend yield for the trailing twelve months is around 3.81%, less than VGSH's 3.87% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
3.81%3.78%3.95%3.48%1.86%0.74%0.61%0.00%0.00%0.00%0.00%0.00%
VGSH
Vanguard Short-Term Treasury ETF
3.87%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Frequently Asked Questions


With a correlation of 0.94, IBTJ and VGSH move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IBTJ has higher volatility (0.64%) compared to VGSH (0.35%). In terms of maximum drawdown, IBTJ dropped -20.19% vs VGSH's -5.70%.

On 5-year performance, VGSH leads with 1.81% vs 0.06% for IBTJ. On fees, VGSH is cheaper at 0.03% per year. On volatility, VGSH has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VGSH has performed better with a 1.81% return vs 0.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

VGSH has the higher dividend yield at 3.87%, compared with 3.81% for IBTJ.

IBTJ tracks ICE 2029 Maturity US Treasury Index, while VGSH tracks Bloomberg U.S. Treasury 1-3 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IBTJ and 0.03% for VGSH.

VGSH currently has the higher Sharpe Ratio (2.68 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 VGSH

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