IBTO vs. BAMB
IBTO (iShares iBonds Dec 2033 Term Treasury ETF) and BAMB (Brookstone Intermediate Bond ETF) are both Intermediate Core Bond funds. IBTO is passively managed, while BAMB is actively managed. Over the past year, IBTO returned 4.04% vs 2.78% for BAMB. Their correlation of 0.93 suggests significant overlap in exposure. IBTO charges 0.07%/yr vs 1.09%/yr for BAMB.
Performance
IBTO vs. BAMB - Performance Comparison
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Returns By Period
In the year-to-date period, IBTO achieves a -0.58% return, which is significantly higher than BAMB's -0.85% return.
IBTO
- 1D
- -0.21%
- 1M
- -0.17%
- YTD
- -0.58%
- 6M
- -1.02%
- 1Y
- 4.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BAMB
- 1D
- -0.13%
- 1M
- -0.17%
- YTD
- -0.85%
- 6M
- -1.18%
- 1Y
- 2.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBTO vs. BAMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IBTO iShares iBonds Dec 2033 Term Treasury ETF | -0.58% | 8.23% | -0.87% | 7.07% |
BAMB Brookstone Intermediate Bond ETF | -0.85% | 6.15% | 3.01% | 2.94% |
Correlation
The correlation between IBTO and BAMB is 0.98 - 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 (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2023 | 0.93 |
The correlation between IBTO and BAMB has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.
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Return for Risk
IBTO vs. BAMB — Risk / Return Rank
IBTO
BAMB
IBTO vs. BAMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2033 Term Treasury ETF (IBTO) and Brookstone Intermediate Bond ETF (BAMB). 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.
| IBTO | BAMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.12 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.83 | +0.28 |
| Martin ratioReturn relative to average drawdown | 3.21 | 2.43 | +0.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBTO | BAMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.72 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 1.03 | -0.60 |
Drawdowns
IBTO vs. BAMB - Drawdown Comparison
The maximum IBTO drawdown since its inception was -8.36%, which is greater than BAMB's maximum drawdown of -4.48%. Use the drawdown chart below to compare losses from any high point for IBTO and BAMB.
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Drawdown Indicators
| IBTO | BAMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.36% | -4.48% | -3.88% |
Max Drawdown (1Y)Largest decline over 1 year | -3.66% | -3.37% | -0.29% |
Current DrawdownCurrent decline from peak | -2.63% | -2.51% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -2.37% | -1.01% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 1.15% | +0.11% |
Volatility
IBTO vs. BAMB - Volatility Comparison
iShares iBonds Dec 2033 Term Treasury ETF (IBTO) has a higher volatility of 1.32% compared to Brookstone Intermediate Bond ETF (BAMB) at 1.18%. This indicates that IBTO's price experiences larger fluctuations and is considered to be riskier than BAMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBTO | BAMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 1.18% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 3.02% | 2.72% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.46% | 3.90% | +0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.61% | 4.06% | +2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.61% | 4.06% | +2.55% |
IBTO vs. BAMB - Expense Ratio Comparison
IBTO has a 0.07% expense ratio, which is lower than BAMB's 1.09% expense ratio.
Dividends
IBTO vs. BAMB - Dividend Comparison
IBTO's dividend yield for the trailing twelve months is around 4.15%, more than BAMB's 2.95% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BAMB Brookstone Intermediate Bond ETF | 2.95% | 2.85% | 2.90% | 0.73% |
IBTO iShares iBonds Dec 2033 Term Treasury ETF | 4.15% | 4.05% | 4.23% | 1.66% |
Frequently Asked Questions
With a correlation of 0.98, IBTO and BAMB 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.
IBTO has higher volatility (1.32%) compared to BAMB (1.18%). In terms of maximum drawdown, IBTO dropped -8.36% vs BAMB's -4.48%.
On 1-year performance, IBTO leads with 4.04% vs 2.78% for BAMB. On fees, IBTO is cheaper at 0.07% per year. On volatility, BAMB has been the lower-risk option at 1.18%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBTO has performed better with a 4.04% return vs 2.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBTO is cheaper with a 0.07% expense ratio, compared with 1.09% for BAMB.
IBTO has the higher dividend yield at 4.15%, compared with 2.95% for BAMB.
They also come from different issuers: iShares and Brookstone. Their fees differ too: 0.07% for IBTO and 1.09% for BAMB.
IBTO currently has the higher Sharpe Ratio (0.91 vs 0.72), 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.
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