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IBTO vs. CRUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTO vs. CRUX - Performance Comparison

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

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Returns By Period


IBTO

1D
-0.21%
1M
-0.17%
YTD
-0.58%
6M
-1.02%
1Y
4.04%
3Y*
5Y*
10Y*

CRUX

1D
-0.13%
1M
0.18%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTO vs. CRUX - Yearly Performance Comparison


Correlation

The correlation between IBTO and CRUX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 17, 2026

0.91

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Return for Risk

IBTO vs. CRUX — 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

CRUX
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. CRUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2033 Term Treasury ETF (IBTO) and Columbia Core Bond ETF (CRUX). 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.


IBTOCRUXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.11

Martin ratioReturn relative to average drawdown

3.21

IBTO vs. CRUX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBTOCRUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

-0.12

+0.55

Drawdowns

IBTO vs. CRUX - Drawdown Comparison

The maximum IBTO drawdown since its inception was -8.36%, which is greater than CRUX's maximum drawdown of -1.85%. Use the drawdown chart below to compare losses from any high point for IBTO and CRUX.


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Drawdown Indicators


IBTOCRUXDifference

Max Drawdown

Largest peak-to-trough decline

-8.36%

-1.85%

-6.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.66%

Current Drawdown

Current decline from peak

-2.63%

-0.71%

-1.92%

Average Drawdown

Average peak-to-trough decline

-2.37%

-0.61%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

Volatility

IBTO vs. CRUX - Volatility Comparison


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Volatility by Period


IBTOCRUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.46%

4.32%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

4.32%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.61%

4.32%

+2.29%

IBTO vs. CRUX - Expense Ratio Comparison

IBTO has a 0.07% expense ratio, which is lower than CRUX's 0.32% expense ratio.


Dividends

IBTO vs. CRUX - Dividend Comparison

IBTO's dividend yield for the trailing twelve months is around 4.15%, more than CRUX's 1.06% yield.


PositionTTM202520242023
CRUX
Columbia Core Bond ETF
1.06%0.00%0.00%0.00%
IBTO
iShares iBonds Dec 2033 Term Treasury ETF
4.15%4.05%4.23%1.66%

Frequently Asked Questions


With a correlation of 0.91, IBTO and CRUX 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, IBTO is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTO is cheaper with a 0.07% expense ratio, compared with 0.32% for CRUX.

IBTO has the higher dividend yield at 4.15%, compared with 1.06% for CRUX.

They also come from different issuers: iShares and Columbia Threadneedle. Their fees differ too: 0.07% for IBTO and 0.32% for CRUX.

Portfolio Optimizer

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