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IBTL vs. VTIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBTL and VTIP is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

IBTL vs. VTIP - Performance Comparison

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

-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.02%
2.42%
IBTL
VTIP

Key characteristics

Sharpe Ratio

IBTL:

0.12

VTIP:

2.53

Sortino Ratio

IBTL:

0.21

VTIP:

3.87

Omega Ratio

IBTL:

1.02

VTIP:

1.51

Calmar Ratio

IBTL:

0.04

VTIP:

6.09

Martin Ratio

IBTL:

0.29

VTIP:

16.10

Ulcer Index

IBTL:

2.54%

VTIP:

0.29%

Daily Std Dev

IBTL:

6.05%

VTIP:

1.81%

Max Drawdown

IBTL:

-20.92%

VTIP:

-6.27%

Current Drawdown

IBTL:

-13.61%

VTIP:

-0.44%

Returns By Period

In the year-to-date period, IBTL achieves a 0.32% return, which is significantly lower than VTIP's 4.58% return.


IBTL

YTD

0.32%

1M

-0.32%

6M

1.04%

1Y

0.25%

5Y*

N/A

10Y*

N/A

VTIP

YTD

4.58%

1M

-0.03%

6M

2.38%

1Y

4.59%

5Y*

3.42%

10Y*

2.55%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IBTL vs. VTIP - Expense Ratio Comparison

IBTL has a 0.07% expense ratio, which is higher than VTIP's 0.04% 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%.


IBTL
iShares iBonds Dec 2031 Term Treasury ETF
Expense ratio chart for IBTL: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VTIP: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

IBTL vs. VTIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2031 Term Treasury ETF (IBTL) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.


Sharpe ratio
The chart of Sharpe ratio for IBTL, currently valued at 0.04, compared to the broader market0.002.004.000.042.53
The chart of Sortino ratio for IBTL, currently valued at 0.10, compared to the broader market-2.000.002.004.006.008.0010.000.103.87
The chart of Omega ratio for IBTL, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.51
The chart of Calmar ratio for IBTL, currently valued at 0.01, compared to the broader market0.005.0010.0015.000.016.09
The chart of Martin ratio for IBTL, currently valued at 0.10, compared to the broader market0.0020.0040.0060.0080.00100.000.1016.10
IBTL
VTIP

The current IBTL Sharpe Ratio is 0.12, which is lower than the VTIP Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of IBTL and VTIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.04
2.53
IBTL
VTIP

Dividends

IBTL vs. VTIP - Dividend Comparison

IBTL's dividend yield for the trailing twelve months is around 4.46%, more than VTIP's 2.90% yield.


TTM20232022202120202019201820172016201520142013
IBTL
iShares iBonds Dec 2031 Term Treasury ETF
4.46%3.05%2.37%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
2.90%3.36%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%0.05%

Drawdowns

IBTL vs. VTIP - Drawdown Comparison

The maximum IBTL drawdown since its inception was -20.92%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for IBTL and VTIP. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.61%
-0.44%
IBTL
VTIP

Volatility

IBTL vs. VTIP - Volatility Comparison

iShares iBonds Dec 2031 Term Treasury ETF (IBTL) has a higher volatility of 1.36% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.41%. This indicates that IBTL's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.36%
0.41%
IBTL
VTIP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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