STXV vs. IBTF
STXV (Strive 1000 Value ETF) and IBTF (iShares iBonds Dec 2025 Term Treasury ETF) are both exchange-traded funds - STXV is a Large Cap Value Equities fund tracking the Bloomberg US 1000 Value, while IBTF is a Government Bonds fund tracking the ICE 2025 Maturity US Treasury Index. Both are passively managed. Over the past 3 years, STXV returned 18.06%/yr vs 3.66%/yr for IBTF. At a correlation of -0.04, they often move in opposite directions. STXV charges 0.18%/yr vs 0.07%/yr for IBTF.
Performance
STXV vs. IBTF - Performance Comparison
Loading charts...
Returns By Period
STXV
- 1D
- -0.12%
- 1M
- 3.00%
- YTD
- 12.50%
- 6M
- 13.79%
- 1Y
- 27.20%
- 3Y*
- 18.06%
- 5Y*
- —
- 10Y*
- —
IBTF
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.09%
- 1Y
- 2.14%
- 3Y*
- 3.66%
- 5Y*
- 0.90%
- 10Y*
- —
STXV vs. IBTF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
STXV Strive 1000 Value ETF | 12.50% | 16.26% | 13.34% | 9.28% | -1.46% |
IBTF iShares iBonds Dec 2025 Term Treasury ETF | 0.00% | 3.81% | 4.60% | 4.12% | 0.35% |
Correlation
The correlation between STXV and IBTF is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2022 | -0.04 |
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
STXV vs. IBTF — Risk / Return Rank
STXV
IBTF
STXV vs. IBTF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Value ETF (STXV) 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.
| STXV | IBTF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.36 | ||
| Sortino ratioReturn per unit of downside risk | -16.22 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 6.23 | -4.74 |
| Calmar ratioReturn relative to maximum drawdown | 4.70 | 59.41 | -54.70 |
| Martin ratioReturn relative to average drawdown | 17.14 | 269.70 | -252.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| STXV | IBTF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.71 | 7.08 | -4.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.44 | +0.63 |
Drawdowns
STXV vs. IBTF - Drawdown Comparison
The maximum STXV drawdown since its inception was -14.80%, which is greater than IBTF's maximum drawdown of -10.45%. Use the drawdown chart below to compare losses from any high point for STXV and IBTF.
Loading charts...
Drawdown Indicators
| STXV | IBTF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.80% | -10.45% | -4.35% |
Max Drawdown (1Y)Largest decline over 1 year | -5.81% | -0.04% | -5.77% |
Max Drawdown (3Y)Largest decline over 3 years | -14.80% | -0.67% | -14.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -9.53% | — |
Current DrawdownCurrent decline from peak | -0.12% | 0.00% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -3.33% | +0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 0.01% | +1.58% |
Volatility
STXV vs. IBTF - Volatility Comparison
Strive 1000 Value ETF (STXV) has a higher volatility of 2.03% compared to iShares iBonds Dec 2025 Term Treasury ETF (IBTF) at 0.00%. This indicates that STXV's price experiences larger fluctuations and is considered to be riskier than IBTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| STXV | IBTF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.03% | 0.00% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.03% | 0.19% | +6.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.08% | 0.36% | +9.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.22% | 2.38% | +10.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.22% | 2.56% | +10.66% |
STXV vs. IBTF - Expense Ratio Comparison
STXV has a 0.18% expense ratio, which is higher than IBTF'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
STXV vs. IBTF - Dividend Comparison
STXV's dividend yield for the trailing twelve months is around 2.24%, more than IBTF's 2.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IBTF iShares iBonds Dec 2025 Term Treasury ETF | 2.08% | 3.83% | 4.32% | 4.03% | 1.93% | 0.57% | 0.59% |
STXV Strive 1000 Value ETF | 2.24% | 2.37% | 2.36% | 2.05% | 0.47% | 0.00% | 0.00% |
Frequently Asked Questions
STXV and IBTF have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STXV has higher volatility (2.03%) compared to IBTF (0.00%). In terms of maximum drawdown, STXV dropped -14.80% vs IBTF's -10.45%.
On 3-year performance, STXV leads with 18.06% vs 3.66% for IBTF. On fees, IBTF is cheaper at 0.07% per year. On volatility, IBTF has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, STXV has performed better with a 18.06% return vs 3.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBTF is cheaper with a 0.07% expense ratio, compared with 0.18% for STXV.
STXV has the higher dividend yield at 2.24%, compared with 2.08% for IBTF.
STXV is categorized as Large Cap Value Equities, while IBTF is Government Bonds. STXV tracks Bloomberg US 1000 Value, while IBTF tracks ICE 2025 Maturity US Treasury Index. They also come from different issuers: Strive and iShares. Their fees differ too: 0.18% for STXV and 0.07% for IBTF.
IBTF currently has the higher Sharpe Ratio (7.08 vs 2.71), 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.
Find the right allocation for STXV 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