META vs. IBTJ
META (Meta Platforms, Inc.) is a stock, while IBTJ (iShares iBonds Dec 2029 Term Treasury ETF) is Government Bonds fund tracking the ICE 2029 Maturity US Treasury Index. Over the past 5 years, META returned 11.52%/yr vs -0.15%/yr for IBTJ. At a 0.00 correlation, their price movements are largely independent.
Performance
META vs. IBTJ - Performance Comparison
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Returns By Period
In the year-to-date period, META achieves a -14.03% return, which is significantly lower than IBTJ's 0.04% return.
META
- 1D
- -0.26%
- 1M
- -7.69%
- YTD
- -14.03%
- 6M
- -11.84%
- 1Y
- -16.71%
- 3Y*
- 28.18%
- 5Y*
- 11.52%
- 10Y*
- 17.39%
IBTJ
- 1D
- -0.09%
- 1M
- 0.36%
- YTD
- 0.04%
- 6M
- 0.37%
- 1Y
- 3.40%
- 3Y*
- 3.81%
- 5Y*
- -0.15%
- 10Y*
- —
META vs. IBTJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | -14.03% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 43.96% |
IBTJ iShares iBonds Dec 2029 Term Treasury ETF | 0.04% | 6.89% | 1.82% | 4.49% | -12.45% | -3.57% | 4.03% |
Correlation
The correlation between META and IBTJ is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2020 | 0.00 |
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Return for Risk
META vs. IBTJ — Risk / Return Rank
META
IBTJ
META vs. IBTJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms, Inc. (META) and iShares iBonds Dec 2029 Term Treasury ETF (IBTJ). 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.
| META | IBTJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.71 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.25 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 2.02 | -2.56 |
| Martin ratioReturn relative to average drawdown | -1.12 | 5.49 | -6.61 |
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Drawdowns
META vs. IBTJ - Drawdown Comparison
The maximum META drawdown since its inception was -76.74%, which is greater than IBTJ's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for META and IBTJ.
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Drawdown Indicators
| META | IBTJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -20.19% | -56.55% |
Max Drawdown (1Y)Largest decline over 1 year | -33.30% | -1.62% | -31.68% |
Max Drawdown (3Y)Largest decline over 3 years | -34.15% | -4.43% | -29.72% |
Max Drawdown (5Y)Largest decline over 5 years | -76.74% | -17.21% | -59.53% |
Max Drawdown (10Y)Largest decline over 10 years | -76.74% | — | — |
Current DrawdownCurrent decline from peak | -28.06% | -6.17% | -21.89% |
Average DrawdownAverage peak-to-trough decline | -15.83% | -9.71% | -6.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.06% | 0.59% | +15.47% |
Volatility
META vs. IBTJ - Volatility Comparison
Meta Platforms, Inc. (META) has a higher volatility of 10.17% compared to iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) at 0.69%. This indicates that META's price experiences larger fluctuations and is considered to be riskier than IBTJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| META | IBTJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 0.69% | +9.48% |
Volatility (6M)Calculated over the trailing 6-month period | 26.91% | 1.58% | +25.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.52% | 2.36% | +33.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.04% | 5.73% | +38.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.67% | 5.98% | +32.69% |
Dividends
META vs. IBTJ - Dividend Comparison
META's dividend yield for the trailing twelve months is around 0.37%, less than IBTJ's 3.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IBTJ iShares iBonds Dec 2029 Term Treasury ETF | 3.80% | 3.78% | 3.95% | 3.48% | 1.86% | 0.74% | 0.61% |
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
META and IBTJ have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (10.17%) compared to IBTJ (0.69%). In terms of maximum drawdown, META dropped -76.74% vs IBTJ's -20.19%.
IBTJ currently has the higher Sharpe Ratio (1.39 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.
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