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IBTL vs. CDNS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTL vs. CDNS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2031 Term Treasury ETF (IBTL) and Cadence Design Systems, Inc. (CDNS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBTL achieves a -0.37% return, which is significantly lower than CDNS's 23.16% return.


IBTL

1D
-0.15%
1M
0.59%
YTD
-0.37%
6M
-0.06%
1Y
3.51%
3Y*
3.19%
5Y*
10Y*

CDNS

1D
0.32%
1M
10.86%
YTD
23.16%
6M
19.10%
1Y
28.32%
3Y*
17.22%
5Y*
24.39%
10Y*
31.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTL vs. CDNS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBTL
iShares iBonds Dec 2031 Term Treasury ETF
-0.37%7.85%0.36%3.60%-15.60%-1.22%
CDNS
Cadence Design Systems, Inc.
23.16%4.03%10.31%69.55%-13.80%14.70%

Correlation

The correlation between IBTL and CDNS is 0.07, 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

0.07

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

0.05

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2021

0.06

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Return for Risk

IBTL vs. CDNS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBTL
IBTL Risk / Return Rank: 2828
Overall Rank
IBTL Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IBTL Sortino Ratio Rank: 3030
Sortino Ratio Rank
IBTL Omega Ratio Rank: 2727
Omega Ratio Rank
IBTL Calmar Ratio Rank: 2727
Calmar Ratio Rank
IBTL Martin Ratio Rank: 2727
Martin Ratio Rank

CDNS
CDNS Risk / Return Rank: 6161
Overall Rank
CDNS Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CDNS Sortino Ratio Rank: 6161
Sortino Ratio Rank
CDNS Omega Ratio Rank: 6060
Omega Ratio Rank
CDNS Calmar Ratio Rank: 6161
Calmar Ratio Rank
CDNS Martin Ratio Rank: 6161
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.

IBTL vs. CDNS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2031 Term Treasury ETF (IBTL) and Cadence Design Systems, Inc. (CDNS). 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.


IBTLCDNSDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.16

1.15

+0.02

Calmar ratioReturn relative to maximum drawdown

1.16

0.87

+0.29

Martin ratioReturn relative to average drawdown

3.19

1.84

+1.35

IBTL vs. CDNS - Sharpe Ratio Comparison

The current IBTL Sharpe Ratio is 0.94, which is higher than the CDNS Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of IBTL and CDNS, 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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Drawdowns

IBTL vs. CDNS - Drawdown Comparison

The maximum IBTL drawdown since its inception was -20.93%, smaller than the maximum CDNS drawdown of -93.13%. Use the drawdown chart below to compare losses from any high point for IBTL and CDNS.


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Drawdown Indicators


IBTLCDNSDifference

Max Drawdown

Largest peak-to-trough decline

-20.93%

-93.13%

+72.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-28.85%

+26.02%

Max Drawdown (3Y)

Largest decline over 3 years

-7.38%

-29.05%

+21.67%

Max Drawdown (5Y)

Largest decline over 5 years

-29.59%

Max Drawdown (10Y)

Largest decline over 10 years

-32.12%

Current Drawdown

Current decline from peak

-7.16%

-7.55%

+0.39%

Average Drawdown

Average peak-to-trough decline

-11.43%

-39.62%

+28.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

13.63%

-12.60%

Volatility

IBTL vs. CDNS - Volatility Comparison

The current volatility for iShares iBonds Dec 2031 Term Treasury ETF (IBTL) is 1.11%, while Cadence Design Systems, Inc. (CDNS) has a volatility of 16.52%. This indicates that IBTL experiences smaller price fluctuations and is considered to be less risky than CDNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTLCDNSDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

16.52%

-15.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

31.73%

-29.32%

Volatility (1Y)

Calculated over the trailing 1-year period

3.50%

38.94%

-35.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.44%

36.17%

-28.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.44%

34.12%

-26.68%

Dividends

IBTL vs. CDNS - Dividend Comparison

IBTL's dividend yield for the trailing twelve months is around 3.97%, while CDNS has not paid dividends to shareholders.


PositionTTM20252024202320222021
CDNS
Cadence Design Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%
IBTL
iShares iBonds Dec 2031 Term Treasury ETF
3.97%3.93%4.07%3.04%2.36%0.70%

Frequently Asked Questions


IBTL and CDNS have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CDNS has higher volatility (16.52%) compared to IBTL (1.11%). In terms of maximum drawdown, IBTL dropped -20.93% vs CDNS's -93.13%.

IBTL currently has the higher Sharpe Ratio (0.94 vs 0.65), 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 IBTL and CDNS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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