PortfoliosLab logoPortfoliosLab logo
IBTM vs. CRUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTM vs. CRUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2032 Term Treasury ETF (IBTM) and Columbia Core Bond ETF (CRUX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


IBTM

1D
-0.18%
1M
-0.15%
YTD
-0.50%
6M
-0.81%
1Y
3.93%
3Y*
2.68%
5Y*
10Y*

CRUX

1D
-0.13%
1M
0.18%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTM vs. CRUX - Yearly Performance Comparison


Correlation

The correlation between IBTM and CRUX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 17, 2026

0.90

Compare stocks, funds, or ETFs

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


Return for Risk

IBTM vs. CRUX — Risk / Return Rank

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

IBTM
IBTM Risk / Return Rank: 2626
Overall Rank
IBTM Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IBTM Sortino Ratio Rank: 2727
Sortino Ratio Rank
IBTM Omega Ratio Rank: 2525
Omega Ratio Rank
IBTM Calmar Ratio Rank: 2626
Calmar Ratio Rank
IBTM Martin Ratio Rank: 2626
Martin Ratio Rank

CRUX
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.

IBTM vs. CRUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2032 Term Treasury ETF (IBTM) and Columbia Core Bond ETF (CRUX). 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.


IBTMCRUXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.21

Martin ratioReturn relative to average drawdown

3.51

IBTM vs. CRUX - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


IBTMCRUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

-0.12

+0.32

Drawdowns

IBTM vs. CRUX - Drawdown Comparison

The maximum IBTM drawdown since its inception was -13.60%, which is greater than CRUX's maximum drawdown of -1.85%. Use the drawdown chart below to compare losses from any high point for IBTM and CRUX.


Loading charts...

Drawdown Indicators


IBTMCRUXDifference

Max Drawdown

Largest peak-to-trough decline

-13.60%

-1.85%

-11.75%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

Max Drawdown (3Y)

Largest decline over 3 years

-7.86%

Current Drawdown

Current decline from peak

-2.38%

-0.71%

-1.67%

Average Drawdown

Average peak-to-trough decline

-4.82%

-0.61%

-4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

Volatility

IBTM vs. CRUX - Volatility Comparison


Loading charts...

Volatility by Period


IBTMCRUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

4.09%

4.32%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.56%

4.32%

+3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.56%

4.32%

+3.24%

IBTM vs. CRUX - Expense Ratio Comparison

IBTM has a 0.07% expense ratio, which is lower than CRUX's 0.32% expense ratio.


Dividends

IBTM vs. CRUX - Dividend Comparison

IBTM's dividend yield for the trailing twelve months is around 3.95%, more than CRUX's 1.06% yield.


PositionTTM2025202420232022
CRUX
Columbia Core Bond ETF
1.06%0.00%0.00%0.00%0.00%
IBTM
iShares iBonds Dec 2032 Term Treasury ETF
3.95%3.87%3.96%3.39%1.38%

Frequently Asked Questions


With a correlation of 0.90, IBTM and CRUX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IBTM is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTM is cheaper with a 0.07% expense ratio, compared with 0.32% for CRUX.

IBTM has the higher dividend yield at 3.95%, compared with 1.06% for CRUX.

They also come from different issuers: iShares and Columbia Threadneedle. Their fees differ too: 0.07% for IBTM and 0.32% for CRUX.

Portfolio Optimizer

Find the right allocation for IBTM and CRUX

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

Open Portfolio Optimizer