TTD vs. IBTG

Last updated Jun 4, 2026

TTD (The Trade Desk, Inc.) is a stock, while IBTG (iShares iBonds Dec 2026 Term Treasury ETF) is Government Bonds fund tracking the ICE 2026 Maturity US Treasury Index. Over the past 5 years, TTD returned -18.58%/yr vs 0.84%/yr for IBTG. At a 0.02 correlation, their price movements are largely independent.

Performance

TTD vs. IBTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Trade Desk, Inc. (TTD) and iShares iBonds Dec 2026 Term Treasury ETF (IBTG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TTD achieves a -45.84% return, which is significantly lower than IBTG's 1.44% return.

TTD

• 1D: -2.56%
• 1M: -14.69%
• YTD: -45.84%
• 6M: -46.75%
• 1Y: -72.37%
• 3Y*: -34.82%
• 5Y*: -18.58%
• 10Y*: —

IBTG

• 1D: 0.00%
• 1M: 0.28%
• YTD: 1.44%
• 6M: 1.80%
• 1Y: 4.14%
• 3Y*: 4.11%
• 5Y*: 0.84%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TTD vs. IBTG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
TTD The Trade Desk, Inc.	-45.84%	-67.70%	63.33%	60.52%	-51.08%	14.41%	178.85%
IBTG iShares iBonds Dec 2026 Term Treasury ETF	1.44%	4.40%	3.97%	4.34%	-8.18%	-3.04%	3.99%

Correlation

The correlation between TTD and IBTG is 0.03, 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	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.00
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	0.02

Return for Risk

TTD vs. IBTG — Risk / Return Rank

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

TTD

TTD Risk / Return Rank: 4
TTD Sharpe Ratio Rank: 3
TTD Sortino Ratio Rank: 2
TTD Omega Ratio Rank: 2
TTD Calmar Ratio Rank: 4
TTD Martin Ratio Rank: 10

IBTG

IBTG Risk / Return Rank: 99
IBTG Sharpe Ratio Rank: 99
IBTG Sortino Ratio Rank: 99
IBTG Omega Ratio Rank: 99
IBTG Calmar Ratio Rank: 100
IBTG Martin Ratio Rank: 99

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.

TTD vs. IBTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Trade Desk, Inc. (TTD) and iShares iBonds Dec 2026 Term Treasury ETF (IBTG). 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.

	TTD	IBTG	Difference
Sharpe ratio: Return per unit of total volatility	-1.13	8.02	-9.15
Sortino ratio: Return per unit of downside risk	-1.95	20.36	-22.31
Omega ratio: Gain probability vs. loss probability	0.71	4.40	-3.69
Calmar ratio: Return relative to maximum drawdown	-0.93	63.59	-64.52
Martin ratio: Return relative to average drawdown	-1.31	256.63	-257.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TTD vs. IBTG - Sharpe Ratio Comparison

The current TTD Sharpe Ratio is -1.13, which is lower than the IBTG Sharpe Ratio of 8.02. The chart below compares the historical Sharpe Ratios of TTD and IBTG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TTD	IBTG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.13	8.02	-9.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.28	0.26	-0.54
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.29	+0.03

Drawdowns

TTD vs. IBTG - Drawdown Comparison

The maximum TTD drawdown since its inception was -85.60%, which is greater than IBTG's maximum drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for TTD and IBTG.

Drawdown Indicators

	TTD	IBTG	Difference
Max Drawdown Largest peak-to-trough decline	-85.60%	-13.62%	-71.98%
Max Drawdown (1Y) Largest decline over 1 year	-77.62%	-0.07%	-77.55%
Max Drawdown (3Y) Largest decline over 3 years	-85.60%	-1.33%	-84.27%
Max Drawdown (5Y) Largest decline over 5 years	-85.60%	-12.31%	-73.29%
Current Drawdown Current decline from peak	-85.26%	0.00%	-85.26%
Average Drawdown Average peak-to-trough decline	-27.12%	-4.90%	-22.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	55.37%	0.02%	+55.35%

Volatility

TTD vs. IBTG - Volatility Comparison

The Trade Desk, Inc. (TTD) has a higher volatility of 19.09% compared to iShares iBonds Dec 2026 Term Treasury ETF (IBTG) at 0.12%. This indicates that TTD's price experiences larger fluctuations and is considered to be riskier than IBTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTD	IBTG	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.09%	0.12%	+18.97%
Volatility (6M) Calculated over the trailing 6-month period	40.79%	0.32%	+40.47%
Volatility (1Y) Calculated over the trailing 1-year period	64.16%	0.52%	+63.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	67.33%	3.27%	+64.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	68.48%	3.45%	+65.03%

Dividends

TTD vs. IBTG - Dividend Comparison

TTD has not paid dividends to shareholders, while IBTG's dividend yield for the trailing twelve months is around 3.96%.

Position	TTM	2025	2024	2023	2022	2021	2020
IBTG iShares iBonds Dec 2026 Term Treasury ETF	3.96%	4.03%	4.08%	3.61%	2.06%	0.66%	0.53%
TTD The Trade Desk, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TTD and IBTG in my portfolio?

TTD and IBTG have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTD or IBTG?

TTD has higher volatility (19.09%) compared to IBTG (0.12%). In terms of maximum drawdown, TTD dropped -85.60% vs IBTG's -13.62%.

Which has better risk-adjusted returns?

IBTG currently has the higher Sharpe Ratio (8.02 vs -1.13), 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.