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THTA vs. IBTE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

THTA vs. IBTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Enhanced Yield ETF (THTA) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). The values are adjusted to include any dividend payments, if applicable.

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THTA vs. IBTE - Yearly Performance Comparison


Returns By Period


THTA

1D
0.46%
1M
1.30%
YTD
4.09%
6M
7.88%
1Y
-7.66%
3Y*
5Y*
10Y*

IBTE

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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THTA vs. IBTE - Expense Ratio Comparison

THTA has a 0.49% expense ratio, which is higher than IBTE's 0.07% expense ratio.


Return for Risk

THTA vs. IBTE — Risk / Return Rank

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

THTA
THTA Risk / Return Rank: 77
Overall Rank
THTA Sharpe Ratio Rank: 77
Sharpe Ratio Rank
THTA Sortino Ratio Rank: 88
Sortino Ratio Rank
THTA Omega Ratio Rank: 55
Omega Ratio Rank
THTA Calmar Ratio Rank: 88
Calmar Ratio Rank
THTA Martin Ratio Rank: 99
Martin Ratio Rank

IBTE
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.

THTA vs. IBTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Enhanced Yield ETF (THTA) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). 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.


THTAIBTEDifference

Sharpe ratio

Return per unit of total volatility

-0.26

Sortino ratio

Return per unit of downside risk

-0.11

Omega ratio

Gain probability vs. loss probability

0.95

Calmar ratio

Return relative to maximum drawdown

-0.23

Martin ratio

Return relative to average drawdown

-0.45

THTA vs. IBTE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


THTAIBTEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

Dividends

THTA vs. IBTE - Dividend Comparison

THTA's dividend yield for the trailing twelve months is around 11.63%, while IBTE has not paid dividends to shareholders.


TTM202520242023
THTA
SoFi Enhanced Yield ETF
11.63%12.66%12.44%0.58%
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
0.00%0.00%0.00%0.00%

Drawdowns

THTA vs. IBTE - Drawdown Comparison

The maximum THTA drawdown since its inception was -31.41%, which is greater than IBTE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for THTA and IBTE.


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Drawdown Indicators


THTAIBTEDifference

Max Drawdown

Largest peak-to-trough decline

-31.41%

0.00%

-31.41%

Max Drawdown (1Y)

Largest decline over 1 year

-30.83%

Current Drawdown

Current decline from peak

-9.20%

0.00%

-9.20%

Average Drawdown

Average peak-to-trough decline

-7.51%

0.00%

-7.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.67%

Volatility

THTA vs. IBTE - Volatility Comparison


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Volatility by Period


THTAIBTEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

Volatility (6M)

Calculated over the trailing 6-month period

5.39%

Volatility (1Y)

Calculated over the trailing 1-year period

29.10%

0.00%

+29.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.97%

0.00%

+20.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

0.00%

+20.97%