THTA vs. IBTE
Compare and contrast key facts about SoFi Enhanced Yield ETF (THTA) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE).
THTA and IBTE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. THTA is an actively managed fund by SoFi. It was launched on Nov 14, 2023. IBTE is a passively managed fund by iShares that tracks the performance of the ICE 2024 Maturity US Treasury Index. It was launched on Feb 25, 2020.
Performance
THTA vs. IBTE - Performance Comparison
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THTA vs. IBTE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
THTA SoFi Enhanced Yield ETF | 2.35% |
IBTE iShares iBonds Dec 2024 Term Treasury ETF | 0.00% |
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*
- —
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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
THTA
IBTE
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.
| THTA | IBTE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.26 | — | — |
Sortino ratioReturn per unit of downside risk | -0.11 | — | — |
Omega ratioGain probability vs. loss probability | 0.95 | — | — |
Calmar ratioReturn relative to maximum drawdown | -0.23 | — | — |
Martin ratioReturn relative to average drawdown | -0.45 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| THTA | IBTE | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
| THTA | IBTE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.41% | 0.00% | -31.41% |
Max Drawdown (1Y)Largest decline over 1 year | -30.83% | — | — |
Current DrawdownCurrent decline from peak | -9.20% | 0.00% | -9.20% |
Average DrawdownAverage peak-to-trough decline | -7.51% | 0.00% | -7.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.67% | — | — |
Volatility
THTA vs. IBTE - Volatility Comparison
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Volatility by Period
| THTA | IBTE | Difference | |
|---|---|---|---|
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% |