IBTJ vs. WMT
IBTJ (iShares iBonds Dec 2029 Term Treasury ETF) is Government Bonds fund tracking the ICE 2029 Maturity US Treasury Index, while WMT (Walmart Inc.) is a stock. Over the past 5 years, IBTJ returned -0.15%/yr vs 22.42%/yr for WMT. At a 0.03 correlation, their price movements are largely independent.
Performance
IBTJ vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, IBTJ achieves a 0.04% return, which is significantly lower than WMT's 9.07% return.
IBTJ
- 1D
- -0.09%
- 1M
- 0.36%
- YTD
- 0.04%
- 6M
- 0.37%
- 1Y
- 3.40%
- 3Y*
- 3.81%
- 5Y*
- -0.15%
- 10Y*
- —
WMT
- 1D
- 0.45%
- 1M
- -7.92%
- YTD
- 9.07%
- 6M
- 4.13%
- 1Y
- 29.24%
- 3Y*
- 34.18%
- 5Y*
- 22.42%
- 10Y*
- 19.77%
IBTJ vs. WMT - 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% |
WMT Walmart Inc. | 9.07% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 32.75% |
Correlation
The correlation between IBTJ and WMT is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2020 | 0.03 |
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Return for Risk
IBTJ vs. WMT — Risk / Return Rank
IBTJ
WMT
IBTJ vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) and Walmart Inc. (WMT). 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 | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.83 | +0.19 |
| Martin ratioReturn relative to average drawdown | 5.49 | 5.82 | -0.33 |
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Drawdowns
IBTJ vs. WMT - Drawdown Comparison
The maximum IBTJ drawdown since its inception was -20.19%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for IBTJ and WMT.
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Drawdown Indicators
| IBTJ | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.19% | -77.14% | +56.95% |
Max Drawdown (1Y)Largest decline over 1 year | -1.62% | -15.75% | +14.13% |
Max Drawdown (3Y)Largest decline over 3 years | -4.43% | -21.93% | +17.50% |
Max Drawdown (5Y)Largest decline over 5 years | -17.21% | -25.74% | +8.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.74% | — |
Current DrawdownCurrent decline from peak | -6.17% | -9.81% | +3.64% |
Average DrawdownAverage peak-to-trough decline | -9.71% | -14.63% | +4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 4.94% | -4.35% |
Volatility
IBTJ vs. WMT - Volatility Comparison
The current volatility for iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) is 0.69%, while Walmart Inc. (WMT) has a volatility of 9.86%. This indicates that IBTJ experiences smaller price fluctuations and is considered to be less risky than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBTJ | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 9.86% | -9.17% |
Volatility (6M)Calculated over the trailing 6-month period | 1.58% | 18.49% | -16.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.36% | 23.67% | -21.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.73% | 21.68% | -15.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.98% | 21.73% | -15.75% |
Dividends
IBTJ vs. WMT - Dividend Comparison
IBTJ's dividend yield for the trailing twelve months is around 3.80%, more than WMT's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
WMT Walmart Inc. | 0.80% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Frequently Asked Questions
IBTJ and WMT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMT has higher volatility (9.86%) compared to IBTJ (0.69%). In terms of maximum drawdown, IBTJ dropped -20.19% vs WMT's -77.14%.
IBTJ currently has the higher Sharpe Ratio (1.39 vs 1.22), 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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