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IBTM vs. IBCA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTM vs. IBCA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2032 Term Treasury ETF (IBTM) and iShares iBonds Dec 2035 Term Corporate ETF (IBCA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBTM achieves a -0.61% return, which is significantly lower than IBCA's 0.24% return.


IBTM

1D
-0.31%
1M
0.33%
YTD
-0.61%
6M
-0.56%
1Y
3.09%
3Y*
2.71%
5Y*
10Y*

IBCA

1D
-0.23%
1M
0.56%
YTD
0.24%
6M
0.43%
1Y
5.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTM vs. IBCA - Yearly Performance Comparison


Correlation

The correlation between IBTM and IBCA is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2025

0.83

The correlation between IBTM and IBCA has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.

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Return for Risk

IBTM vs. IBCA — Risk / Return Rank

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

IBTM
IBTM Risk / Return Rank: 2121
Overall Rank
IBTM Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IBTM Sortino Ratio Rank: 2121
Sortino Ratio Rank
IBTM Omega Ratio Rank: 1919
Omega Ratio Rank
IBTM Calmar Ratio Rank: 2121
Calmar Ratio Rank
IBTM Martin Ratio Rank: 2121
Martin Ratio Rank

IBCA
IBCA Risk / Return Rank: 3333
Overall Rank
IBCA Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IBCA Sortino Ratio Rank: 3333
Sortino Ratio Rank
IBCA Omega Ratio Rank: 3030
Omega Ratio Rank
IBCA Calmar Ratio Rank: 3636
Calmar Ratio Rank
IBCA Martin Ratio Rank: 3636
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.

IBTM vs. IBCA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2032 Term Treasury ETF (IBTM) and iShares iBonds Dec 2035 Term Corporate ETF (IBCA). 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.


IBTMIBCADifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.13

1.20

-0.07

Calmar ratioReturn relative to maximum drawdown

0.95

1.74

-0.79

Martin ratioReturn relative to average drawdown

2.51

5.32

-2.81

IBTM vs. IBCA - Sharpe Ratio Comparison

The current IBTM Sharpe Ratio is 0.77, which is lower than the IBCA Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of IBTM and IBCA, 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

IBTM vs. IBCA - Drawdown Comparison

The maximum IBTM drawdown since its inception was -13.60%, which is greater than IBCA's maximum drawdown of -3.48%. Use the drawdown chart below to compare losses from any high point for IBTM and IBCA.


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Drawdown Indicators


IBTMIBCADifference

Max Drawdown

Largest peak-to-trough decline

-13.60%

-3.48%

-10.12%

Max Drawdown (1Y)

Largest decline over 1 year

-3.26%

-3.19%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-7.86%

Current Drawdown

Current decline from peak

-2.49%

-1.38%

-1.11%

Average Drawdown

Average peak-to-trough decline

-4.78%

-0.83%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

1.04%

+0.19%

Volatility

IBTM vs. IBCA - Volatility Comparison

The current volatility for iShares iBonds Dec 2032 Term Treasury ETF (IBTM) is 1.23%, while iShares iBonds Dec 2035 Term Corporate ETF (IBCA) has a volatility of 1.35%. This indicates that IBTM experiences smaller price fluctuations and is considered to be less risky than IBCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTMIBCADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.35%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

3.72%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

4.90%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.53%

5.74%

+1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.53%

5.74%

+1.79%

IBTM vs. IBCA - Expense Ratio Comparison

IBTM has a 0.07% expense ratio, which is lower than IBCA's 0.10% 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%.


Dividends

IBTM vs. IBCA - Dividend Comparison

IBTM's dividend yield for the trailing twelve months is around 3.96%, less than IBCA's 4.67% yield.


PositionTTM2025202420232022
IBCA
iShares iBonds Dec 2035 Term Corporate ETF
4.67%3.19%0.00%0.00%0.00%
IBTM
iShares iBonds Dec 2032 Term Treasury ETF
3.96%3.87%3.96%3.39%1.38%

Frequently Asked Questions


IBTM and IBCA have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBCA has higher volatility (1.35%) compared to IBTM (1.23%). In terms of maximum drawdown, IBTM dropped -13.60% vs IBCA's -3.48%.

On 1-year performance, IBCA leads with 5.53% vs 3.09% for IBTM. On fees, IBTM is cheaper at 0.07% per year. On volatility, IBTM has been the lower-risk option at 1.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBCA has performed better with a 5.53% return vs 3.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTM is cheaper with a 0.07% expense ratio, compared with 0.10% for IBCA.

IBCA has the higher dividend yield at 4.67%, compared with 3.96% for IBTM.

IBTM tracks ICE 2032 Maturity US Treasury Index, while IBCA tracks ICE 2035 Maturity US Corporate Index. Their fees differ too: 0.07% for IBTM and 0.10% for IBCA.

IBCA currently has the higher Sharpe Ratio (1.14 vs 0.77), 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

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