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IBTL vs. IWM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBTL vs. IWM - 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 Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

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IBTL vs. IWM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBTL
iShares iBonds Dec 2031 Term Treasury ETF
-0.01%7.85%0.36%3.60%-15.60%-1.37%
IWM
iShares Russell 2000 ETF
0.93%12.66%11.38%16.83%-20.48%-0.74%

Returns By Period

In the year-to-date period, IBTL achieves a -0.01% return, which is significantly lower than IWM's 0.93% return.


IBTL

1D
0.22%
1M
-1.66%
YTD
-0.01%
6M
1.07%
1Y
4.34%
3Y*
2.62%
5Y*
10Y*

IWM

1D
3.50%
1M
-4.96%
YTD
0.93%
6M
3.02%
1Y
25.66%
3Y*
12.94%
5Y*
3.34%
10Y*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBTL vs. IWM - Expense Ratio Comparison

IBTL has a 0.07% expense ratio, which is lower than IWM's 0.19% expense ratio. Despite the difference, 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

IBTL vs. IWM — Risk / Return Rank

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

IBTL
IBTL Risk / Return Rank: 6060
Overall Rank
IBTL Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IBTL Sortino Ratio Rank: 6262
Sortino Ratio Rank
IBTL Omega Ratio Rank: 5050
Omega Ratio Rank
IBTL Calmar Ratio Rank: 7474
Calmar Ratio Rank
IBTL Martin Ratio Rank: 5656
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 6969
Overall Rank
IWM Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 6969
Sortino Ratio Rank
IWM Omega Ratio Rank: 6161
Omega Ratio Rank
IWM Calmar Ratio Rank: 7575
Calmar Ratio Rank
IWM Martin Ratio Rank: 7171
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. IWM - 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 Russell 2000 ETF (IWM). 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.


IBTLIWMDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.11

-0.08

Sortino ratio

Return per unit of downside risk

1.54

1.66

-0.12

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.85

1.82

+0.03

Martin ratio

Return relative to average drawdown

5.33

6.76

-1.44

IBTL vs. IWM - Sharpe Ratio Comparison

The current IBTL Sharpe Ratio is 1.03, which is comparable to the IWM Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of IBTL and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBTLIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.11

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.20

0.34

-0.54

Correlation

The correlation between IBTL and IWM is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IBTL vs. IWM - Dividend Comparison

IBTL's dividend yield for the trailing twelve months is around 3.93%, more than IWM's 1.02% yield.


TTM20252024202320222021202020192018201720162015
IBTL
iShares iBonds Dec 2031 Term Treasury ETF
3.93%3.93%4.07%3.04%2.36%0.70%0.00%0.00%0.00%0.00%0.00%0.00%
IWM
iShares Russell 2000 ETF
1.02%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%

Drawdowns

IBTL vs. IWM - Drawdown Comparison

The maximum IBTL drawdown since its inception was -20.93%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for IBTL and IWM.


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Drawdown Indicators


IBTLIWMDifference

Max Drawdown

Largest peak-to-trough decline

-20.93%

-59.05%

+38.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.48%

-13.74%

+11.26%

Max Drawdown (5Y)

Largest decline over 5 years

-31.91%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

Current Drawdown

Current decline from peak

-6.82%

-7.91%

+1.09%

Average Drawdown

Average peak-to-trough decline

-11.64%

-10.83%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

3.70%

-2.84%

Volatility

IBTL vs. IWM - Volatility Comparison

The current volatility for iShares iBonds Dec 2031 Term Treasury ETF (IBTL) is 1.31%, while iShares Russell 2000 ETF (IWM) has a volatility of 7.47%. This indicates that IBTL experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTLIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

7.47%

-6.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

14.47%

-12.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.23%

23.18%

-18.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.57%

22.55%

-14.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.57%

22.99%

-15.42%