IBTM vs. YFFI

Last updated Jun 5, 2026

IBTM (iShares iBonds Dec 2032 Term Treasury ETF) and YFFI (Indexperts Yield Focused Fixed Income ETF) are both Intermediate Core Bond funds. IBTM is passively managed, while YFFI is actively managed. Over the past year, IBTM returned 3.43% vs 5.77% for YFFI. A 0.72 correlation means they provide meaningful diversification when combined. IBTM charges 0.07%/yr vs 0.50%/yr for YFFI.

Performance

IBTM vs. YFFI - Performance Comparison

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

Returns By Period

In the year-to-date period, IBTM achieves a -0.36% return, which is significantly lower than YFFI's 0.34% return.

IBTM

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

YFFI

• 1D: 0.15%
• 1M: 0.45%
• YTD: 0.34%
• 6M: 0.63%
• 1Y: 5.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTM vs. YFFI - Yearly Performance Comparison

	2026 (YTD)	2025
IBTM iShares iBonds Dec 2032 Term Treasury ETF	-0.36%	7.99%
YFFI Indexperts Yield Focused Fixed Income ETF	0.34%	5.92%

Correlation

The correlation between IBTM and YFFI is 0.83, 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	0.83
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025	0.72

The correlation between IBTM and YFFI shifts across timeframes, from 0.72 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

IBTM vs. YFFI — Risk / Return Rank

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

IBTM

IBTM Risk / Return Rank: 24
IBTM Sharpe Ratio Rank: 25
IBTM Sortino Ratio Rank: 24
IBTM Omega Ratio Rank: 23
IBTM Calmar Ratio Rank: 23
IBTM Martin Ratio Rank: 24

YFFI

YFFI Risk / Return Rank: 30
YFFI Sharpe Ratio Rank: 29
YFFI Sortino Ratio Rank: 28
YFFI Omega Ratio Rank: 27
YFFI Calmar Ratio Rank: 34
YFFI Martin Ratio Rank: 33

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. YFFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2032 Term Treasury ETF (IBTM) and Indexperts Yield Focused Fixed Income ETF (YFFI). 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.

	IBTM	YFFI	Difference
Sharpe ratio: Return per unit of total volatility	0.85	1.01	-0.16
Sortino ratio: Return per unit of downside risk	1.28	1.50	-0.22
Omega ratio: Gain probability vs. loss probability	1.15	1.18	-0.03
Calmar ratio: Return relative to maximum drawdown	1.05	1.66	-0.60
Martin ratio: Return relative to average drawdown	3.04	4.95	-1.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBTM vs. YFFI - Sharpe Ratio Comparison

The current IBTM Sharpe Ratio is 0.85, which is comparable to the YFFI Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of IBTM and YFFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IBTM	YFFI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.85	1.01	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.60	-0.39

Drawdowns

IBTM vs. YFFI - Drawdown Comparison

The maximum IBTM drawdown since its inception was -13.60%, which is greater than YFFI's maximum drawdown of -4.31%. Use the drawdown chart below to compare losses from any high point for IBTM and YFFI.

Drawdown Indicators

	IBTM	YFFI	Difference
Max Drawdown Largest peak-to-trough decline	-13.60%	-4.31%	-9.29%
Max Drawdown (1Y) Largest decline over 1 year	-3.26%	-3.50%	+0.24%
Max Drawdown (3Y) Largest decline over 3 years	-7.86%	—	—
Current Drawdown Current decline from peak	-2.25%	-1.55%	-0.70%
Average Drawdown Average peak-to-trough decline	-4.82%	-1.00%	-3.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.13%	1.17%	-0.04%

Volatility

IBTM vs. YFFI - Volatility Comparison

The current volatility for iShares iBonds Dec 2032 Term Treasury ETF (IBTM) is 1.20%, while Indexperts Yield Focused Fixed Income ETF (YFFI) has a volatility of 2.05%. This indicates that IBTM experiences smaller price fluctuations and is considered to be less risky than YFFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IBTM	YFFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.20%	2.05%	-0.85%
Volatility (6M) Calculated over the trailing 6-month period	2.75%	4.13%	-1.38%
Volatility (1Y) Calculated over the trailing 1-year period	4.09%	5.76%	-1.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.55%	7.40%	+0.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.55%	7.40%	+0.15%

IBTM vs. YFFI - Expense Ratio Comparison

IBTM has a 0.07% expense ratio, which is lower than YFFI's 0.50% expense ratio.

Dividends

IBTM vs. YFFI - Dividend Comparison

IBTM's dividend yield for the trailing twelve months is around 3.95%, less than YFFI's 4.77% yield.

Position	TTM	2025	2024	2023	2022
IBTM iShares iBonds Dec 2032 Term Treasury ETF	3.95%	3.87%	3.96%	3.39%	1.38%
YFFI Indexperts Yield Focused Fixed Income ETF	4.77%	4.43%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IBTM and YFFI in my portfolio?

IBTM and YFFI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IBTM or YFFI?

YFFI has higher volatility (2.05%) compared to IBTM (1.20%). In terms of maximum drawdown, IBTM dropped -13.60% vs YFFI's -4.31%.

Which ETF is better, IBTM or YFFI?

On 1-year performance, YFFI leads with 5.77% vs 3.43% for IBTM. On fees, IBTM is cheaper at 0.07% per year. On volatility, IBTM has been the lower-risk option at 1.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IBTM or YFFI?

Over the 1-year period, YFFI has performed better with a 5.77% return vs 3.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IBTM or YFFI?

IBTM is cheaper with a 0.07% expense ratio, compared with 0.50% for YFFI.

Which ETF pays a higher dividend yield, IBTM or YFFI?

YFFI has the higher dividend yield at 4.77%, compared with 3.95% for IBTM.

What is the main difference between IBTM and YFFI?

They also come from different issuers: iShares and Indexperts. Their fees differ too: 0.07% for IBTM and 0.50% for YFFI.

Which has better risk-adjusted returns?

YFFI currently has the higher Sharpe Ratio (1.01 vs 0.85), 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.