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IBTL vs. IBTE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTL vs. IBTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2031 Term Treasury ETF (IBTL) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBTL

1D
-0.15%
1M
-0.21%
YTD
-0.47%
6M
-0.69%
1Y
3.77%
3Y*
2.83%
5Y*
10Y*

IBTE

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTL vs. IBTE - Yearly Performance Comparison


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Return for Risk

IBTL vs. IBTE — 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: 2828
Sharpe Ratio Rank
IBTL Sortino Ratio Rank: 2929
Sortino Ratio Rank
IBTL Omega Ratio Rank: 2727
Omega Ratio Rank
IBTL Calmar Ratio Rank: 2727
Calmar Ratio Rank
IBTL Martin Ratio Rank: 2828
Martin Ratio Rank

IBTE
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. IBTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2031 Term Treasury ETF (IBTL) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). 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.


IBTLIBTEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.34

Martin ratioReturn relative to average drawdown

3.90

IBTL vs. IBTE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBTLIBTEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

Drawdowns

IBTL vs. IBTE - Drawdown Comparison

The maximum IBTL drawdown since its inception was -20.93%, which is greater than IBTE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IBTL and IBTE.


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Drawdown Indicators


IBTLIBTEDifference

Max Drawdown

Largest peak-to-trough decline

-20.93%

0.00%

-20.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

Max Drawdown (3Y)

Largest decline over 3 years

-7.38%

Current Drawdown

Current decline from peak

-7.25%

0.00%

-7.25%

Average Drawdown

Average peak-to-trough decline

-11.47%

0.00%

-11.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

Volatility

IBTL vs. IBTE - Volatility Comparison


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Volatility by Period


IBTLIBTEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

3.62%

0.00%

+3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.46%

0.00%

+7.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.46%

0.00%

+7.46%

IBTL vs. IBTE - Expense Ratio Comparison

Both IBTL and IBTE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IBTL vs. IBTE - Dividend Comparison

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


PositionTTM20252024202320222021
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
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


Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBTL and IBTE have the same expense ratio: 0.07% per year.

IBTL has the higher dividend yield at 3.97%, compared with 0.00% for IBTE.

IBTL tracks ICE 2031 Maturity US Treasury Index, while IBTE tracks ICE 2024 Maturity US Treasury Index.

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