IBTK vs. VGIT
IBTK (iShares iBonds Dec 2030 Term Treasury ETF) and VGIT (Vanguard Intermediate-Term Treasury ETF) are both Government Bonds funds - IBTK tracks the ICE 2030 Maturity US Treasury Index while VGIT tracks the Bloomberg U.S. Treasury 3-10 Year Index. Both are passively managed. Over the past 5 years, IBTK returned -0.54%/yr vs 0.05%/yr for VGIT. Their correlation of 0.90 suggests significant overlap in exposure. IBTK charges 0.07%/yr vs 0.03%/yr for VGIT.
Performance
IBTK vs. VGIT - Performance Comparison
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Returns By Period
In the year-to-date period, IBTK achieves a -0.34% return, which is significantly higher than VGIT's -0.46% return.
IBTK
- 1D
- -0.13%
- 1M
- -0.14%
- YTD
- -0.34%
- 6M
- -0.40%
- 1Y
- 3.46%
- 3Y*
- 3.17%
- 5Y*
- -0.54%
- 10Y*
- —
VGIT
- 1D
- -0.19%
- 1M
- -0.16%
- YTD
- -0.46%
- 6M
- -0.60%
- 1Y
- 3.54%
- 3Y*
- 3.40%
- 5Y*
- 0.05%
- 10Y*
- 1.23%
IBTK vs. VGIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBTK iShares iBonds Dec 2030 Term Treasury ETF | -0.34% | 7.41% | 1.18% | 4.05% | -14.71% | -3.76% | -1.90% |
VGIT Vanguard Intermediate-Term Treasury ETF | -0.46% | 7.34% | 1.39% | 4.28% | -10.53% | -2.64% | -0.31% |
Correlation
The correlation between IBTK and VGIT is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2020 | 0.90 |
The correlation between IBTK and VGIT has been stable across timeframes, ranging from 0.90 to 0.98 - a consistent structural relationship.
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Return for Risk
IBTK vs. VGIT — Risk / Return Rank
IBTK
VGIT
IBTK vs. VGIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Treasury ETF (IBTK) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.
| IBTK | VGIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.18 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.25 | +0.26 |
| Martin ratioReturn relative to average drawdown | 4.39 | 3.75 | +0.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBTK | VGIT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.05 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.01 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.25 | 0.49 | -0.75 |
Drawdowns
IBTK vs. VGIT - Drawdown Comparison
The maximum IBTK drawdown since its inception was -22.84%, which is greater than VGIT's maximum drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for IBTK and VGIT.
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Drawdown Indicators
| IBTK | VGIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.84% | -16.05% | -6.79% |
Max Drawdown (1Y)Largest decline over 1 year | -2.31% | -2.83% | +0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -6.05% | -4.34% | -1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -15.02% | -4.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.05% | — |
Current DrawdownCurrent decline from peak | -9.87% | -2.39% | -7.48% |
Average DrawdownAverage peak-to-trough decline | -12.57% | -3.52% | -9.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 0.94% | -0.15% |
Volatility
IBTK vs. VGIT - Volatility Comparison
The current volatility for iShares iBonds Dec 2030 Term Treasury ETF (IBTK) is 0.87%, while Vanguard Intermediate-Term Treasury ETF (VGIT) has a volatility of 1.05%. This indicates that IBTK experiences smaller price fluctuations and is considered to be less risky than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBTK | VGIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.87% | 1.05% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 2.03% | 2.33% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.07% | 3.38% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.78% | 5.38% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.57% | 4.50% | +2.07% |
IBTK vs. VGIT - Expense Ratio Comparison
IBTK has a 0.07% expense ratio, which is higher than VGIT'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
IBTK vs. VGIT - Dividend Comparison
IBTK's dividend yield for the trailing twelve months is around 3.80%, less than VGIT's 3.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.87% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
Frequently Asked Questions
With a correlation of 0.98, IBTK and VGIT 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.
VGIT has higher volatility (1.05%) compared to IBTK (0.87%). In terms of maximum drawdown, IBTK dropped -22.84% vs VGIT's -16.05%.
On 5-year performance, VGIT leads with 0.05% vs -0.54% for IBTK. On fees, VGIT is cheaper at 0.03% per year. On volatility, IBTK has been the lower-risk option at 0.87%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VGIT has performed better with a 0.05% return vs -0.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VGIT is cheaper with a 0.03% expense ratio, compared with 0.07% for IBTK.
VGIT has the higher dividend yield at 3.87%, compared with 3.80% for IBTK.
IBTK tracks ICE 2030 Maturity US Treasury Index, while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IBTK and 0.03% for VGIT.
IBTK currently has the higher Sharpe Ratio (1.13 vs 1.05), 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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