PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IBTK vs. CSCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IBTK vs. CSCO

Last updated Jun 4, 2026

IBTK (iShares iBonds Dec 2030 Term Treasury ETF) is Government Bonds fund tracking the ICE 2030 Maturity US Treasury Index, while CSCO (Cisco Systems, Inc.) is a stock. Over the past 5 years, IBTK returned -0.54%/yr vs 21.97%/yr for CSCO. At a 0.02 correlation, their price movements are largely independent.

Performance

IBTK vs. CSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2030 Term Treasury ETF (IBTK) and Cisco Systems, Inc. (CSCO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IBTK achieves a -0.34% return, which is significantly lower than CSCO's 66.00% return.

IBTK

1D
-0.13%
1M
-0.14%
YTD
-0.34%
6M
-0.40%
1Y
3.46%
3Y*
3.17%
5Y*
-0.54%
10Y*
—

CSCO

1D
-1.17%
1M
36.56%
YTD
66.00%
6M
64.46%
1Y
101.07%
3Y*
40.06%
5Y*
21.97%
10Y*
19.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTK vs. CSCO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
IBTK
iShares iBonds Dec 2030 Term Treasury ETF		-0.34%7.41%1.18%4.05%-14.71%-3.76%-1.90%
CSCO
Cisco Systems, Inc.		66.00%33.47%21.00%9.30%-22.46%45.76%-3.85%

Correlation

The correlation between IBTK and CSCO is -0.04, 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

-0.04

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

0.00

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2020

0.02

Compare stocks, funds, or ETFs

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

iShares iBonds Dec 2030 Term Treasury ETF

Cisco Systems, Inc.

Often compared with IBTK:
IBTK vs. IBDVIBTK vs. IBTJIBTK vs. IEFIBTK vs. IEIIBTK vs. ACWIIBTK vs. VGITIBTK vs. MTBA
Often compared with CSCO:
CSCO vs. HPECSCO vs. VOOCSCO vs. INTCCSCO vs. DELLCSCO vs. JNPRCSCO vs. CMCSACSCO vs. VTI

Return for Risk

IBTK vs. CSCO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IBTK
IBTK Risk / Return Rank: 3131
Overall Rank
IBTK Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IBTK Sortino Ratio Rank: 3333
Sortino Ratio Rank
IBTK Omega Ratio Rank: 2929
Omega Ratio Rank
IBTK Calmar Ratio Rank: 3131
Calmar Ratio Rank
IBTK Martin Ratio Rank: 3030
Martin Ratio Rank
CSCO
CSCO Risk / Return Rank: 9595
Overall Rank
CSCO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CSCO Sortino Ratio Rank: 9494
Sortino Ratio Rank
CSCO Omega Ratio Rank: 9595
Omega Ratio Rank
CSCO Calmar Ratio Rank: 9595
Calmar Ratio Rank
CSCO Martin Ratio Rank: 9595
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.

IBTK vs. CSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Treasury ETF (IBTK) and Cisco Systems, Inc. (CSCO). 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.

IBTKCSCODifference
Sharpe ratioReturn per unit of total volatility
1.13
3.40

-2.27

Sortino ratioReturn per unit of downside risk
1.73
3.99

-2.26

Omega ratioGain probability vs. loss probability

1.20

1.61

-0.41

Calmar ratioReturn relative to maximum drawdown

1.51

7.49

-5.98

Martin ratioReturn relative to average drawdown

4.39

21.00

-16.61

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBTK vs. CSCO - Sharpe Ratio Comparison

The current IBTK Sharpe Ratio is 1.13, which is lower than the CSCO Sharpe Ratio of 3.40. The chart below compares the historical Sharpe Ratios of IBTK and CSCO, 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

IBTKCSCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

3.40

-2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.90

-0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.75

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

0.61

-0.86

Drawdowns

IBTK vs. CSCO - Drawdown Comparison

The maximum IBTK drawdown since its inception was -22.84%, smaller than the maximum CSCO drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for IBTK and CSCO.

Loading charts...

Drawdown Indicators

IBTKCSCODifference

Max Drawdown

Largest peak-to-trough decline

-22.84%

-89.26%

+66.42%

Max Drawdown (1Y)

Largest decline over 1 year

-2.31%

-13.57%

+11.26%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

-20.16%

+14.11%

Max Drawdown (5Y)

Largest decline over 5 years

-19.22%

-36.68%

+17.46%

Max Drawdown (10Y)

Largest decline over 10 years

—

-41.95%

—

Current Drawdown

Current decline from peak

-9.87%

-1.17%

-8.70%

Average Drawdown

Average peak-to-trough decline

-12.57%

-40.14%

+27.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

4.83%

-4.04%

Volatility

IBTK vs. CSCO - Volatility Comparison

The current volatility for iShares iBonds Dec 2030 Term Treasury ETF (IBTK) is 0.87%, while Cisco Systems, Inc. (CSCO) has a volatility of 15.37%. This indicates that IBTK experiences smaller price fluctuations and is considered to be less risky than CSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

IBTKCSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

15.37%

-14.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

25.85%

-23.82%

Volatility (1Y)

Calculated over the trailing 1-year period

3.07%

29.87%

-26.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.78%

24.62%

-17.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.57%

25.76%

-19.19%

Dividends

IBTK vs. CSCO - Dividend Comparison

IBTK's dividend yield for the trailing twelve months is around 3.80%, more than CSCO's 1.30% yield.

PositionTTM20252024202320222021202020192018201720162015
CSCO
Cisco Systems, Inc.		1.30%2.12%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%
IBTK
iShares iBonds Dec 2030 Term Treasury ETF		3.80%3.79%3.93%3.05%2.27%0.84%0.26%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IBTK and CSCO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSCO has higher volatility (15.37%) compared to IBTK (0.87%). In terms of maximum drawdown, IBTK dropped -22.84% vs CSCO's -89.26%.

CSCO currently has the higher Sharpe Ratio (3.40 vs 1.13), 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 IBTK and CSCO

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