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IBTO vs. BIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTO vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2033 Term Treasury ETF (IBTO) and Vanguard Intermediate-Term Bond Index ETF (BIV). 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 -0.64% return, which is significantly lower than BIV's -0.24% return.


IBTO

1D
-0.29%
1M
0.37%
YTD
-0.64%
6M
-0.60%
1Y
3.25%
3Y*
5Y*
10Y*

BIV

1D
-0.25%
1M
0.42%
YTD
-0.24%
6M
-0.15%
1Y
4.06%
3Y*
4.34%
5Y*
0.21%
10Y*
1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTO vs. BIV - Yearly Performance Comparison


2026 (YTD)202520242023
IBTO
iShares iBonds Dec 2033 Term Treasury ETF
-0.64%8.23%-0.87%1.71%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.24%8.52%1.57%3.01%

Correlation

The correlation between IBTO and BIV 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 Jun 29, 2023

0.98

The correlation between IBTO and BIV has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

IBTO vs. BIV — Risk / Return Rank

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

IBTO
IBTO Risk / Return Rank: 2020
Overall Rank
IBTO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IBTO Sortino Ratio Rank: 2121
Sortino Ratio Rank
IBTO Omega Ratio Rank: 1919
Omega Ratio Rank
IBTO Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBTO Martin Ratio Rank: 2020
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 2828
Overall Rank
BIV Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 2828
Sortino Ratio Rank
BIV Omega Ratio Rank: 2626
Omega Ratio Rank
BIV Calmar Ratio Rank: 2727
Calmar Ratio Rank
BIV Martin Ratio Rank: 2727
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. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2033 Term Treasury ETF (IBTO) and Vanguard Intermediate-Term Bond Index ETF (BIV). 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.


IBTOBIVDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.13

1.17

-0.05

Calmar ratioReturn relative to maximum drawdown

0.89

1.28

-0.39

Martin ratioReturn relative to average drawdown

2.36

3.59

-1.23

IBTO vs. BIV - Sharpe Ratio Comparison

The current IBTO Sharpe Ratio is 0.74, which is comparable to the BIV Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of IBTO and BIV, 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

IBTO vs. BIV - Drawdown Comparison

The maximum IBTO drawdown since its inception was -8.36%, smaller than the maximum BIV drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for IBTO and BIV.


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Drawdown Indicators


IBTOBIVDifference

Max Drawdown

Largest peak-to-trough decline

-8.36%

-18.95%

+10.59%

Max Drawdown (1Y)

Largest decline over 1 year

-3.66%

-3.18%

-0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

Current Drawdown

Current decline from peak

-2.69%

-2.04%

-0.65%

Average Drawdown

Average peak-to-trough decline

-2.37%

-3.38%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.13%

+0.25%

Volatility

IBTO vs. BIV - Volatility Comparison

iShares iBonds Dec 2033 Term Treasury ETF (IBTO) and Vanguard Intermediate-Term Bond Index ETF (BIV) have volatilities of 1.27% and 1.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTOBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.22%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

3.03%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

4.04%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.59%

6.40%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.59%

5.51%

+1.08%

IBTO vs. BIV - Expense Ratio Comparison

IBTO has a 0.07% expense ratio, which is higher than BIV'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

IBTO vs. BIV - Dividend Comparison

IBTO's dividend yield for the trailing twelve months is around 4.15%, less than BIV's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.22%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
IBTO
iShares iBonds Dec 2033 Term Treasury ETF
4.15%4.05%4.23%1.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, IBTO and BIV 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 (1.27%) compared to BIV (1.22%). In terms of maximum drawdown, IBTO dropped -8.36% vs BIV's -18.95%.

On 1-year performance, BIV leads with 4.06% vs 3.25% for IBTO. On fees, BIV is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BIV has performed better with a 4.06% return vs 3.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIV is cheaper with a 0.03% expense ratio, compared with 0.07% for IBTO.

BIV has the higher dividend yield at 4.22%, compared with 4.15% for IBTO.

IBTO tracks ICE 2033 Maturity US Treasury Index, while BIV tracks Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IBTO and 0.03% for BIV.

BIV currently has the higher Sharpe Ratio (1.01 vs 0.74), 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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