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IBTO vs. GENT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTO vs. GENT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2033 Term Treasury ETF (IBTO) and Genter Capital Taxable Quality Intermediate ETF (GENT). 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 -0.53% return, which is significantly lower than GENT's 0.29% return.


IBTO

1D
0.10%
1M
0.47%
YTD
-0.53%
6M
-0.45%
1Y
2.97%
3Y*
5Y*
10Y*

GENT

1D
0.15%
1M
0.50%
YTD
0.29%
6M
0.46%
1Y
3.51%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTO vs. GENT - Yearly Performance Comparison


Correlation

The correlation between IBTO and GENT is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (All Time)
Calculated using the full available price history since May 22, 2024

0.74

The correlation between IBTO and GENT has been stable across timeframes, ranging from 0.64 to 0.74 - a consistent structural relationship.

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Return for Risk

IBTO vs. GENT — Risk / Return Rank

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

IBTO
IBTO Risk / Return Rank: 1919
Overall Rank
IBTO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IBTO Sortino Ratio Rank: 2020
Sortino Ratio Rank
IBTO Omega Ratio Rank: 1818
Omega Ratio Rank
IBTO Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBTO Martin Ratio Rank: 1919
Martin Ratio Rank

GENT
GENT Risk / Return Rank: 3030
Overall Rank
GENT Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GENT Sortino Ratio Rank: 2626
Sortino Ratio Rank
GENT Omega Ratio Rank: 2424
Omega Ratio Rank
GENT Calmar Ratio Rank: 3939
Calmar Ratio Rank
GENT Martin Ratio Rank: 3434
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. GENT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2033 Term Treasury ETF (IBTO) and Genter Capital Taxable Quality Intermediate ETF (GENT). 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.


IBTOGENTDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.12

1.16

-0.04

Calmar ratioReturn relative to maximum drawdown

0.82

1.79

-0.98

Martin ratioReturn relative to average drawdown

2.14

4.70

-2.56

IBTO vs. GENT - Sharpe Ratio Comparison

The current IBTO Sharpe Ratio is 0.68, which is comparable to the GENT Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of IBTO and GENT, 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. GENT - Drawdown Comparison

The maximum IBTO drawdown since its inception was -8.36%, which is greater than GENT's maximum drawdown of -2.50%. Use the drawdown chart below to compare losses from any high point for IBTO and GENT.


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Drawdown Indicators


IBTOGENTDifference

Max Drawdown

Largest peak-to-trough decline

-8.36%

-2.50%

-5.86%

Max Drawdown (1Y)

Largest decline over 1 year

-3.66%

-1.96%

-1.70%

Current Drawdown

Current decline from peak

-2.59%

-1.01%

-1.58%

Average Drawdown

Average peak-to-trough decline

-2.37%

-0.70%

-1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

0.75%

+0.64%

Volatility

IBTO vs. GENT - Volatility Comparison

The current volatility for iShares iBonds Dec 2033 Term Treasury ETF (IBTO) is 1.27%, while Genter Capital Taxable Quality Intermediate ETF (GENT) has a volatility of 1.34%. This indicates that IBTO experiences smaller price fluctuations and is considered to be less risky than GENT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTOGENTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.34%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

2.92%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

3.93%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.59%

3.76%

+2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.59%

3.76%

+2.83%

IBTO vs. GENT - Expense Ratio Comparison

IBTO has a 0.07% expense ratio, which is lower than GENT's 0.38% expense ratio.


Dividends

IBTO vs. GENT - Dividend Comparison

IBTO's dividend yield for the trailing twelve months is around 4.15%, which matches GENT's 4.17% yield.


PositionTTM202520242023
GENT
Genter Capital Taxable Quality Intermediate ETF
4.17%4.26%2.49%0.00%
IBTO
iShares iBonds Dec 2033 Term Treasury ETF
4.15%4.05%4.23%1.66%

Frequently Asked Questions


IBTO and GENT have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GENT has higher volatility (1.34%) compared to IBTO (1.27%). In terms of maximum drawdown, IBTO dropped -8.36% vs GENT's -2.50%.

On 1-year performance, GENT leads with 3.51% vs 2.97% for IBTO. On fees, IBTO is cheaper at 0.07% 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, GENT has performed better with a 3.51% return vs 2.97%. 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 0.38% for GENT.

GENT has the higher dividend yield at 4.17%, compared with 4.15% for IBTO.

They also come from different issuers: iShares and Genter Capital. Their fees differ too: 0.07% for IBTO and 0.38% for GENT.

GENT currently has the higher Sharpe Ratio (0.90 vs 0.68), 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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