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IONL vs. IBTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IONL vs. IBTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long IONQ Daily ETF (IONL) and iShares iBonds Dec 2027 Term Treasury ETF (IBTH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IONL achieves a -15.57% return, which is significantly lower than IBTH's 1.03% return.


IONL

1D
-14.51%
1M
-35.59%
YTD
-15.57%
6M
-32.34%
1Y
-38.37%
3Y*
5Y*
10Y*

IBTH

1D
0.07%
1M
0.23%
YTD
1.03%
6M
1.14%
1Y
3.44%
3Y*
4.12%
5Y*
0.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IONL vs. IBTH - Yearly Performance Comparison


Correlation

The correlation between IONL and IBTH is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2025

-0.11

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Return for Risk

IONL vs. IBTH — Risk / Return Rank

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

IONL
IONL Risk / Return Rank: 1111
Overall Rank
IONL Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IONL Sortino Ratio Rank: 2020
Sortino Ratio Rank
IONL Omega Ratio Rank: 1818
Omega Ratio Rank
IONL Calmar Ratio Rank: 66
Calmar Ratio Rank
IONL Martin Ratio Rank: 77
Martin Ratio Rank

IBTH
IBTH Risk / Return Rank: 9797
Overall Rank
IBTH Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IBTH Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTH Omega Ratio Rank: 9797
Omega Ratio Rank
IBTH Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBTH Martin Ratio Rank: 9797
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.

IONL vs. IBTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long IONQ Daily ETF (IONL) and iShares iBonds Dec 2027 Term Treasury ETF (IBTH). 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.


IONLIBTHDifference
Sharpe ratioReturn per unit of total volatility

-3.61

Sortino ratioReturn per unit of downside risk

-5.35

Omega ratioGain probability vs. loss probability

1.11

1.84

-0.73

Calmar ratioReturn relative to maximum drawdown

-0.41

9.06

-9.47

Martin ratioReturn relative to average drawdown

-0.60

36.50

-37.09

IONL vs. IBTH - Sharpe Ratio Comparison

The current IONL Sharpe Ratio is -0.21, which is lower than the IBTH Sharpe Ratio of 3.40. The chart below compares the historical Sharpe Ratios of IONL and IBTH, 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

IONL vs. IBTH - Drawdown Comparison

The maximum IONL drawdown since its inception was -93.41%, which is greater than IBTH's maximum drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for IONL and IBTH.


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Drawdown Indicators


IONLIBTHDifference

Max Drawdown

Largest peak-to-trough decline

-93.41%

-16.16%

-77.25%

Max Drawdown (1Y)

Largest decline over 1 year

-93.41%

-0.38%

-93.03%

Max Drawdown (3Y)

Largest decline over 3 years

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-14.41%

Current Drawdown

Current decline from peak

-80.23%

-1.25%

-78.98%

Average Drawdown

Average peak-to-trough decline

-51.11%

-6.66%

-44.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

64.53%

0.09%

+64.44%

Volatility

IONL vs. IBTH - Volatility Comparison

GraniteShares 2x Long IONQ Daily ETF (IONL) has a higher volatility of 56.95% compared to iShares iBonds Dec 2027 Term Treasury ETF (IBTH) at 0.27%. This indicates that IONL's price experiences larger fluctuations and is considered to be riskier than IBTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IONLIBTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

56.95%

0.27%

+56.68%

Volatility (6M)

Calculated over the trailing 6-month period

134.66%

0.57%

+134.09%

Volatility (1Y)

Calculated over the trailing 1-year period

186.73%

1.03%

+185.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

195.89%

4.18%

+191.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

195.89%

4.19%

+191.70%

IONL vs. IBTH - Expense Ratio Comparison

IONL has a 1.50% expense ratio, which is higher than IBTH's 0.07% expense ratio.


Dividends

IONL vs. IBTH - Dividend Comparison

IONL has not paid dividends to shareholders, while IBTH's dividend yield for the trailing twelve months is around 3.82%.


PositionTTM202520242023202220212020
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.82%3.92%4.04%3.61%2.00%0.77%0.50%
IONL
GraniteShares 2x Long IONQ Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IONL and IBTH have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IONL has higher volatility (56.95%) compared to IBTH (0.27%). In terms of maximum drawdown, IONL dropped -93.41% vs IBTH's -16.16%.

On 1-year performance, IBTH leads with 3.44% vs -38.37% for IONL. On fees, IBTH is cheaper at 0.07% per year. On volatility, IBTH has been the lower-risk option at 0.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBTH has performed better with a 3.44% return vs -38.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTH is cheaper with a 0.07% expense ratio, compared with 1.50% for IONL.

IBTH has the higher dividend yield at 3.82%, compared with 0.00% for IONL.

IONL is categorized as Leveraged Equities, while IBTH is Government Bonds. IONL tracks IonQ Inc. (IONQ), while IBTH tracks ICE 2027 Maturity US Treasury Index. They also come from different issuers: GraniteShares and iShares. Their fees differ too: 1.50% for IONL and 0.07% for IBTH.

IBTH currently has the higher Sharpe Ratio (3.40 vs -0.21), 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 IONL and IBTH

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