PortfoliosLab logoPortfoliosLab logo
IBTR vs. IBTF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTR vs. IBTF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2036 Term Treasury ETF (IBTR) and iShares iBonds Dec 2025 Term Treasury ETF (IBTF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


IBTR

1D
-0.38%
1M
-1.56%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

IBTF

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
1.44%
3Y*
3.75%
5Y*
0.81%
10Y*
ALL TIME*
1.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$481.12K$362.65K$277.01K

IBTR vs. IBTF - Yearly Performance Comparison


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

IBTR vs. IBTF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IBTR

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IBTF
IBTF Risk / Return Rank: 9999
Overall Rank
IBTF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBTF Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBTF Omega Ratio Rank: 9999
Omega Ratio Rank
IBTF Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBTF Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IBTR vs. IBTF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2036 Term Treasury ETF (IBTR) and iShares iBonds Dec 2025 Term Treasury ETF (IBTF). 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.


IBTRIBTFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

7.18

Calmar ratioReturn relative to maximum drawdown

40.36

Martin ratioReturn relative to average drawdown

261.59

IBTR vs. IBTF - Sharpe Ratio Comparison


Loading charts...

Drawdowns

IBTR vs. IBTF - Drawdown Comparison

The maximum IBTR drawdown since its inception was -2.88%, smaller than the maximum IBTF drawdown of -10.45%. Use the drawdown chart below to compare losses from any high point for IBTR and IBTF.


Loading charts...

Drawdown Indicators


IBTRIBTFDifference

Max Drawdown

Largest peak-to-trough decline

-2.88%

-10.45%

+7.57%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-9.53%

Current Drawdown

Current decline from peak

-2.36%

0.00%

-2.36%

Average Drawdown

Average peak-to-trough decline

-1.07%

-3.24%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

Volatility

IBTR vs. IBTF - Volatility Comparison


Loading charts...

Volatility by Period


IBTRIBTFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

5.28%

0.29%

+4.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.28%

2.35%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

2.53%

+2.75%

IBTR vs. IBTF - Expense Ratio Comparison

Both IBTR and IBTF have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IBTR vs. IBTF - Dividend Comparison

IBTR's dividend yield for the trailing twelve months is around 1.01%, less than IBTF's 1.72% yield.


PositionTTM202520242023202220212020
IBTF
iShares iBonds Dec 2025 Term Treasury ETF
1.37%3.83%4.32%4.03%1.93%0.57%0.59%
IBTR
iShares iBonds Dec 2036 Term Treasury ETF
1.01%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBTR and IBTF have the same expense ratio: 0.07% per year.

IBTF has the higher dividend yield at 1.37%, compared with 1.01% for IBTR.

IBTR tracks ICE 2036 Maturity US Treasury Index, while IBTF tracks ICE 2025 Maturity US Treasury Index.

Portfolio Optimizer

Find the right allocation for IBTR and IBTF

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