PortfoliosLab logoPortfoliosLab logo
ILTB vs. IBGK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ILTB vs. IBGK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 10+ Year USD Bond ETF (ILTB) and iShares iBonds Dec 2054 Term Treasury ETF (IBGK). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ILTB achieves a 0.30% return, which is significantly higher than IBGK's -0.36% return.


ILTB

1D
-0.33%
1M
1.04%
YTD
0.30%
6M
-0.71%
1Y
7.17%
3Y*
2.78%
5Y*
-2.88%
10Y*
1.32%

IBGK

1D
-0.34%
1M
0.75%
YTD
-0.36%
6M
-1.89%
1Y
4.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ILTB vs. IBGK - Yearly Performance Comparison


2026 (YTD)20252024
ILTB
iShares Core 10+ Year USD Bond ETF
0.30%7.22%-0.58%
IBGK
iShares iBonds Dec 2054 Term Treasury ETF
-0.36%3.66%-2.73%

Correlation

The correlation between ILTB and IBGK is 0.97 - 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

0.97

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2024

0.96

The correlation between ILTB and IBGK has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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

ILTB vs. IBGK — Risk / Return Rank

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

ILTB
ILTB Risk / Return Rank: 2525
Overall Rank
ILTB Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ILTB Sortino Ratio Rank: 2424
Sortino Ratio Rank
ILTB Omega Ratio Rank: 2323
Omega Ratio Rank
ILTB Calmar Ratio Rank: 2727
Calmar Ratio Rank
ILTB Martin Ratio Rank: 2525
Martin Ratio Rank

IBGK
IBGK Risk / Return Rank: 1717
Overall Rank
IBGK Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IBGK Sortino Ratio Rank: 1717
Sortino Ratio Rank
IBGK Omega Ratio Rank: 1616
Omega Ratio Rank
IBGK Calmar Ratio Rank: 1717
Calmar Ratio Rank
IBGK Martin Ratio Rank: 1717
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.

ILTB vs. IBGK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 10+ Year USD Bond ETF (ILTB) and iShares iBonds Dec 2054 Term Treasury ETF (IBGK). 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.


ILTBIBGKDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.16

1.09

+0.07

Calmar ratioReturn relative to maximum drawdown

1.33

0.65

+0.68

Martin ratioReturn relative to average drawdown

3.38

1.63

+1.75

ILTB vs. IBGK - Sharpe Ratio Comparison

The current ILTB Sharpe Ratio is 0.91, which is higher than the IBGK Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of ILTB and IBGK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ILTBIBGKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.51

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.02

+0.33

Drawdowns

ILTB vs. IBGK - Drawdown Comparison

The maximum ILTB drawdown since its inception was -36.88%, which is greater than IBGK's maximum drawdown of -14.62%. Use the drawdown chart below to compare losses from any high point for ILTB and IBGK.


Loading charts...

Drawdown Indicators


ILTBIBGKDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-14.62%

-22.26%

Max Drawdown (1Y)

Largest decline over 1 year

-5.42%

-7.29%

+1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-14.60%

Max Drawdown (5Y)

Largest decline over 5 years

-35.22%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

Current Drawdown

Current decline from peak

-21.28%

-9.19%

-12.09%

Average Drawdown

Average peak-to-trough decline

-9.92%

-8.06%

-1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.92%

-0.79%

Volatility

ILTB vs. IBGK - Volatility Comparison

The current volatility for iShares Core 10+ Year USD Bond ETF (ILTB) is 2.50%, while iShares iBonds Dec 2054 Term Treasury ETF (IBGK) has a volatility of 2.70%. This indicates that ILTB experiences smaller price fluctuations and is considered to be less risky than IBGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ILTBIBGKDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

2.70%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

5.54%

6.20%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

7.88%

9.36%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.64%

11.81%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.56%

11.81%

-0.25%

ILTB vs. IBGK - Expense Ratio Comparison

ILTB has a 0.06% expense ratio, which is lower than IBGK's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ILTB vs. IBGK - Dividend Comparison

ILTB's dividend yield for the trailing twelve months is around 4.96%, more than IBGK's 4.72% yield.


PositionTTM20252024202320222021202020192018201720162015
IBGK
iShares iBonds Dec 2054 Term Treasury ETF
4.72%4.59%3.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ILTB
iShares Core 10+ Year USD Bond ETF
4.96%4.83%4.91%4.38%4.31%3.04%3.32%3.45%4.13%3.97%3.99%4.20%

Frequently Asked Questions


With a correlation of 0.97, ILTB and IBGK 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.

IBGK has higher volatility (2.70%) compared to ILTB (2.50%). In terms of maximum drawdown, ILTB dropped -36.88% vs IBGK's -14.62%.

On 1-year performance, ILTB leads with 7.17% vs 4.74% for IBGK. On fees, ILTB is cheaper at 0.06% per year. On volatility, ILTB has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ILTB has performed better with a 7.17% return vs 4.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ILTB is cheaper with a 0.06% expense ratio, compared with 0.07% for IBGK.

ILTB has the higher dividend yield at 4.96%, compared with 4.72% for IBGK.

ILTB tracks Bloomberg U.S. Universal 10+ Year Index (USD), while IBGK tracks ICE 2054 Maturity US Treasury Index. Their fees differ too: 0.06% for ILTB and 0.07% for IBGK.

ILTB currently has the higher Sharpe Ratio (0.91 vs 0.51), 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

Find the right allocation for ILTB and IBGK

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