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PVI vs. IBTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PVI vs. IBTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco VRDO Tax-Free ETF (PVI) 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, PVI achieves a 0.68% return, which is significantly lower than IBTH's 0.94% return.


PVI

1D
0.36%
1M
0.52%
YTD
0.68%
6M
1.24%
1Y
2.24%
3Y*
2.62%
5Y*
1.95%
10Y*
1.31%

IBTH

1D
-0.02%
1M
0.18%
YTD
0.94%
6M
1.33%
1Y
3.81%
3Y*
3.93%
5Y*
0.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PVI vs. IBTH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PVI
Invesco VRDO Tax-Free ETF
0.68%3.12%2.43%2.74%0.89%-0.07%0.23%
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
0.94%5.29%3.22%4.38%-9.75%-3.43%4.20%

Correlation

The correlation between PVI and IBTH is -0.08, 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

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2020

0.00

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Return for Risk

PVI vs. IBTH — Risk / Return Rank

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

PVI
PVI Risk / Return Rank: 3232
Overall Rank
PVI Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
PVI Sortino Ratio Rank: 2424
Sortino Ratio Rank
PVI Omega Ratio Rank: 2525
Omega Ratio Rank
PVI Calmar Ratio Rank: 4545
Calmar Ratio Rank
PVI Martin Ratio Rank: 4444
Martin Ratio Rank

IBTH
IBTH Risk / Return Rank: 9696
Overall Rank
IBTH Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IBTH Sortino Ratio Rank: 9797
Sortino Ratio Rank
IBTH Omega Ratio Rank: 9797
Omega Ratio Rank
IBTH Calmar Ratio Rank: 9696
Calmar Ratio Rank
IBTH Martin Ratio Rank: 9696
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.

PVI vs. IBTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco VRDO Tax-Free ETF (PVI) 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.


PVIIBTHDifference

Sharpe ratio

Return per unit of total volatility

0.84

3.44

-2.59

Sortino ratio

Return per unit of downside risk

1.27

6.25

-4.99

Omega ratio

Gain probability vs. loss probability

1.17

1.88

-0.71

Calmar ratio

Return relative to maximum drawdown

2.29

9.82

-7.53

Martin ratio

Return relative to average drawdown

7.40

38.04

-30.64

PVI vs. IBTH - Sharpe Ratio Comparison

The current PVI Sharpe Ratio is 0.84, which is lower than the IBTH Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of PVI 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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Sharpe Ratios by Period


PVIIBTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

3.44

-2.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.13

+0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.15

+0.38

Drawdowns

PVI vs. IBTH - Drawdown Comparison

The maximum PVI drawdown since its inception was -4.10%, smaller than the maximum IBTH drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for PVI and IBTH.


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Drawdown Indicators


PVIIBTHDifference

Max Drawdown

Largest peak-to-trough decline

-4.10%

-16.16%

+12.06%

Max Drawdown (1Y)

Largest decline over 1 year

-0.99%

-0.38%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-1.17%

-2.10%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-1.17%

-14.41%

+13.24%

Max Drawdown (10Y)

Largest decline over 10 years

-1.17%

Current Drawdown

Current decline from peak

0.00%

-1.34%

+1.34%

Average Drawdown

Average peak-to-trough decline

-0.28%

-6.72%

+6.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

0.10%

+0.21%

Volatility

PVI vs. IBTH - Volatility Comparison

Invesco VRDO Tax-Free ETF (PVI) has a higher volatility of 0.77% compared to iShares iBonds Dec 2027 Term Treasury ETF (IBTH) at 0.19%. This indicates that PVI'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


PVIIBTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

0.19%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

0.54%

+1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

2.66%

1.12%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.97%

4.20%

-2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.75%

4.21%

-2.46%

PVI vs. IBTH - Expense Ratio Comparison

PVI has a 0.25% expense ratio, which is higher than IBTH's 0.07% 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

PVI vs. IBTH - Dividend Comparison

PVI's dividend yield for the trailing twelve months is around 2.15%, less than IBTH's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTH
iShares iBonds Dec 2027 Term Treasury ETF
3.83%3.92%4.04%3.61%2.00%0.77%0.50%0.00%0.00%0.00%0.00%0.00%
PVI
Invesco VRDO Tax-Free ETF
2.15%2.22%2.72%3.36%0.56%0.00%0.36%1.15%1.14%0.56%0.13%0.00%

Frequently Asked Questions


PVI and IBTH have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PVI has higher volatility (0.77%) compared to IBTH (0.19%). In terms of maximum drawdown, PVI dropped -4.10% vs IBTH's -16.16%.

On 5-year performance, PVI leads with 1.95% vs 0.55% for IBTH. On fees, IBTH is cheaper at 0.07% per year. On volatility, IBTH has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PVI has performed better with a 1.95% return vs 0.55%. 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 0.25% for PVI.

IBTH has the higher dividend yield at 3.83%, compared with 2.15% for PVI.

PVI is categorized as Municipal Bonds, while IBTH is Government Bonds. PVI tracks ICE US Municipal AMT-Free VRDO Constrained Index, while IBTH tracks ICE 2027 Maturity US Treasury Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.25% for PVI and 0.07% for IBTH.

IBTH currently has the higher Sharpe Ratio (3.44 vs 0.84), 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 PVI and IBTH

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