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IBTO vs. BAMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTO vs. BAMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2033 Term Treasury ETF (IBTO) and Brookstone Intermediate Bond ETF (BAMB). The values are adjusted to include any dividend payments, if applicable.

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

IBTO vs. BAMB - Yearly Performance Comparison


2026 (YTD)202520242023
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

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

IBTO
IBTO Risk / Return Rank: 2525
Overall Rank
IBTO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IBTO Sortino Ratio Rank: 2626
Sortino Ratio Rank
IBTO Omega Ratio Rank: 2424
Omega Ratio Rank
IBTO Calmar Ratio Rank: 2424
Calmar Ratio Rank
IBTO Martin Ratio Rank: 2525
Martin Ratio Rank

BAMB
BAMB Risk / Return Rank: 2121
Overall Rank
BAMB Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BAMB Sortino Ratio Rank: 2121
Sortino Ratio Rank
BAMB Omega Ratio Rank: 2020
Omega Ratio Rank
BAMB Calmar Ratio Rank: 2020
Calmar Ratio Rank
BAMB Martin Ratio Rank: 2121
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.

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.


IBTOBAMBDifference
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

IBTO vs. BAMB - Sharpe Ratio Comparison

The current IBTO Sharpe Ratio is 0.91, which is comparable to the BAMB Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of IBTO and BAMB, 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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Sharpe Ratios by Period


IBTOBAMBDifference

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


IBTOBAMBDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.63%

-2.51%

-0.12%

Average Drawdown

Average peak-to-trough decline

-2.37%

-1.01%

-1.36%

Ulcer Index

Depth 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


IBTOBAMBDifference

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.


PositionTTM202520242023
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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