PortfoliosLab logoPortfoliosLab logo
IBTO vs. VTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTO vs. VTG - 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 Total Treasury ETF (VTG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IBTO achieves a -0.58% return, which is significantly lower than VTG's -0.11% return.


IBTO

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

VTG

1D
-0.17%
1M
0.11%
YTD
-0.11%
6M
-0.30%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTO vs. VTG - Yearly Performance Comparison


Correlation

The correlation between IBTO and VTG 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 (All Time)
Calculated using the full available price history since Jul 10, 2025

0.98

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IBTO vs. VTG — 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

VTG
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. VTG - 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 Total Treasury ETF (VTG). 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.


IBTOVTGDifference
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. VTG - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


IBTOVTGDifference

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

0.88

-0.45

Drawdowns

IBTO vs. VTG - Drawdown Comparison

The maximum IBTO drawdown since its inception was -8.36%, which is greater than VTG's maximum drawdown of -2.89%. Use the drawdown chart below to compare losses from any high point for IBTO and VTG.


Loading charts...

Drawdown Indicators


IBTOVTGDifference

Max Drawdown

Largest peak-to-trough decline

-8.36%

-2.89%

-5.47%

Max Drawdown (1Y)

Largest decline over 1 year

-3.66%

Current Drawdown

Current decline from peak

-2.63%

-1.89%

-0.74%

Average Drawdown

Average peak-to-trough decline

-2.37%

-0.73%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

Volatility

IBTO vs. VTG - Volatility Comparison


Loading charts...

Volatility by Period


IBTOVTGDifference

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%

3.51%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

3.51%

+3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.61%

3.51%

+3.10%

IBTO vs. VTG - Expense Ratio Comparison

IBTO has a 0.07% expense ratio, which is higher than VTG'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. VTG - Dividend Comparison

IBTO's dividend yield for the trailing twelve months is around 4.15%, more than VTG's 3.21% yield.


PositionTTM202520242023
IBTO
iShares iBonds Dec 2033 Term Treasury ETF
4.15%4.05%4.23%1.66%
VTG
Vanguard Total Treasury ETF
3.21%1.65%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, IBTO and VTG 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, VTG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

IBTO has the higher dividend yield at 4.15%, compared with 3.21% for VTG.

IBTO tracks ICE 2033 Maturity US Treasury Index, while VTG tracks Bloomberg U.S. Treasury Total Return Unhedged USD Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for IBTO and 0.03% for VTG.

Portfolio Optimizer

Find the right allocation for IBTO and VTG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer