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IBTM vs. VTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTM vs. VTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2032 Term Treasury ETF (IBTM) and Vanguard Total Treasury ETF (VTG). 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 -0.36% return, which is significantly lower than VTG's 0.01% return.


IBTM

1D
0.13%
1M
-0.11%
YTD
-0.36%
6M
-0.38%
1Y
3.43%
3Y*
2.74%
5Y*
10Y*

VTG

1D
0.11%
1M
0.10%
YTD
0.01%
6M
0.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTM vs. VTG - Yearly Performance Comparison


Correlation

The correlation between IBTM and VTG is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 10, 2025

0.96

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Return for Risk

IBTM vs. VTG — Risk / Return Rank

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

IBTM
IBTM Risk / Return Rank: 2424
Overall Rank
IBTM Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IBTM Sortino Ratio Rank: 2424
Sortino Ratio Rank
IBTM Omega Ratio Rank: 2323
Omega Ratio Rank
IBTM Calmar Ratio Rank: 2323
Calmar Ratio Rank
IBTM Martin Ratio Rank: 2424
Martin Ratio Rank

VTG
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. VTG - Risk-Adjusted Trends Comparison

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


IBTMVTGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.05

Martin ratioReturn relative to average drawdown

3.04

IBTM vs. VTG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBTMVTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.91

-0.71

Drawdowns

IBTM vs. VTG - Drawdown Comparison

The maximum IBTM drawdown since its inception was -13.60%, which is greater than VTG's maximum drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for IBTM and VTG.


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Drawdown Indicators


IBTMVTGDifference

Max Drawdown

Largest peak-to-trough decline

-13.60%

-2.89%

-10.71%

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

-2.25%

-1.78%

-0.47%

Average Drawdown

Average peak-to-trough decline

-4.82%

-0.74%

-4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

Volatility

IBTM vs. VTG - Volatility Comparison


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Volatility by Period


IBTMVTGDifference

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%

3.51%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.55%

3.51%

+4.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.55%

3.51%

+4.04%

IBTM vs. VTG - Expense Ratio Comparison

IBTM has a 0.07% expense ratio, which is higher than VTG's 0.03% 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%.


Dividends

IBTM vs. VTG - Dividend Comparison

IBTM's dividend yield for the trailing twelve months is around 3.95%, more than VTG's 3.20% yield.


PositionTTM2025202420232022
IBTM
iShares iBonds Dec 2032 Term Treasury ETF
3.95%3.87%3.96%3.39%1.38%
VTG
Vanguard Total Treasury ETF
3.20%1.65%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, IBTM and VTG 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, VTG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTG is cheaper with a 0.03% expense ratio, compared with 0.07% for IBTM.

IBTM has the higher dividend yield at 3.95%, compared with 3.20% for VTG.

IBTM tracks ICE 2032 Maturity US Treasury Index, while VTG tracks Bloomberg U.S. Treasury Total Return Unhedged USD Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IBTM and 0.03% for VTG.

Portfolio Optimizer

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