IBTK vs. VGSH
Compare and contrast key facts about iShares iBonds Dec 2030 Term Treasury ETF (IBTK) and Vanguard Short-Term Treasury ETF (VGSH).
IBTK and VGSH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBTK is a passively managed fund by iShares that tracks the performance of the ICE 2030 Maturity US Treasury Index. It was launched on Jul 14, 2020. VGSH is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Treasury 1-3 Year Index. It was launched on Nov 19, 2009. Both IBTK and VGSH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IBTK vs. VGSH - Performance Comparison
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IBTK vs. VGSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBTK iShares iBonds Dec 2030 Term Treasury ETF | -0.04% | 7.41% | 1.18% | 4.05% | -14.71% | -3.76% | -1.90% |
VGSH Vanguard Short-Term Treasury ETF | 0.28% | 5.07% | 4.00% | 4.31% | -3.86% | -0.60% | 0.08% |
Returns By Period
In the year-to-date period, IBTK achieves a -0.04% return, which is significantly lower than VGSH's 0.28% return.
IBTK
- 1D
- 0.08%
- 1M
- -1.44%
- YTD
- -0.04%
- 6M
- 1.05%
- 1Y
- 4.16%
- 3Y*
- 2.95%
- 5Y*
- -0.19%
- 10Y*
- —
VGSH
- 1D
- 0.09%
- 1M
- -0.49%
- YTD
- 0.28%
- 6M
- 1.37%
- 1Y
- 3.75%
- 3Y*
- 3.98%
- 5Y*
- 1.79%
- 10Y*
- 1.74%
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IBTK vs. VGSH - Expense Ratio Comparison
IBTK 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%.
Return for Risk
IBTK vs. VGSH — Risk / Return Rank
IBTK
VGSH
IBTK vs. VGSH - 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 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.
| IBTK | VGSH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 2.62 | -1.46 |
Sortino ratioReturn per unit of downside risk | 1.75 | 4.21 | -2.46 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.57 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | 2.05 | 4.26 | -2.21 |
Martin ratioReturn relative to average drawdown | 6.14 | 16.28 | -10.13 |
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 | VGSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 2.62 | -1.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.92 | -0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 1.02 | -1.02 |
Correlation
The correlation between IBTK and VGSH is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IBTK vs. VGSH - Dividend Comparison
IBTK's dividend yield for the trailing twelve months is around 3.79%, less than VGSH's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBTK iShares iBonds Dec 2030 Term Treasury ETF | 3.79% | 3.79% | 3.93% | 3.05% | 2.27% | 0.84% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGSH Vanguard Short-Term Treasury ETF | 3.95% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
Drawdowns
IBTK vs. VGSH - Drawdown Comparison
The maximum IBTK drawdown since its inception was -86.47%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for IBTK and VGSH.
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Drawdown Indicators
| IBTK | VGSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.47% | -5.70% | -80.77% |
Max Drawdown (1Y)Largest decline over 1 year | -2.11% | -0.88% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -5.70% | -13.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.70% | — |
Current DrawdownCurrent decline from peak | -9.59% | -0.49% | -9.10% |
Average DrawdownAverage peak-to-trough decline | -12.72% | -0.60% | -12.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 0.23% | +0.47% |
Volatility
IBTK vs. VGSH - Volatility Comparison
iShares iBonds Dec 2030 Term Treasury ETF (IBTK) has a higher volatility of 1.20% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.52%. This indicates that IBTK'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
| IBTK | VGSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.20% | 0.52% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 2.03% | 0.84% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.62% | 1.44% | +2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.79% | 1.96% | +4.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 262.91% | 1.57% | +261.34% |