USSH vs. IBTE

Last updated Jun 4, 2026

USSH (WisdomTree 1-3 Year Laddered Treasury Fund) and IBTE (iShares iBonds Dec 2024 Term Treasury ETF) are both Government Bonds funds - USSH tracks the Bloomberg US Treasury 1-3 Year Laddered Index while IBTE tracks the ICE 2024 Maturity US Treasury Index. Both are passively managed. USSH charges 0.15%/yr vs 0.07%/yr for IBTE.

Performance

USSH vs. IBTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree 1-3 Year Laddered Treasury Fund (USSH) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

USSH

• 1D: -0.06%
• 1M: 0.06%
• YTD: 0.39%
• 6M: 0.66%
• 1Y: 3.27%
• 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)

USSH vs. IBTE - Yearly Performance Comparison

	2026 (YTD)
USSH WisdomTree 1-3 Year Laddered Treasury Fund	0.07%
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%

Return for Risk

USSH vs. IBTE — Risk / Return Rank

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

USSH

USSH Risk / Return Rank: 82
USSH Sharpe Ratio Rank: 79
USSH Sortino Ratio Rank: 91
USSH Omega Ratio Rank: 86
USSH Calmar Ratio Rank: 75
USSH Martin Ratio Rank: 78

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.

USSH vs. IBTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree 1-3 Year Laddered Treasury Fund (USSH) 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.

	USSH	IBTE	Difference
Sharpe ratio: Return per unit of total volatility	2.54	—	—
Sortino ratio: Return per unit of downside risk	4.29	—	—
Omega ratio: Gain probability vs. loss probability	1.52	—	—
Calmar ratio: Return relative to maximum drawdown	3.76	—	—
Martin ratio: Return relative to average drawdown	14.91	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	USSH	IBTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.74	—	—

Drawdowns

USSH vs. IBTE - Drawdown Comparison

The maximum USSH drawdown since its inception was -1.01%, which is greater than IBTE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for USSH and IBTE.

Drawdown Indicators

	USSH	IBTE	Difference
Max Drawdown Largest peak-to-trough decline	-1.01%	0.00%	-1.01%
Max Drawdown (1Y) Largest decline over 1 year	-0.87%	—	—
Current Drawdown Current decline from peak	-0.33%	0.00%	-0.33%
Average Drawdown Average peak-to-trough decline	-0.20%	0.00%	-0.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.22%	—	—

Volatility

Volatility by Period

	USSH	IBTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.36%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.88%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.29%	0.00%	+1.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.53%	0.00%	+1.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.53%	0.00%	+1.53%

USSH vs. IBTE - Expense Ratio Comparison

USSH has a 0.15% expense ratio, which is higher than IBTE'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

USSH vs. IBTE - Dividend Comparison

USSH's dividend yield for the trailing twelve months is around 3.64%, while IBTE has not paid dividends to shareholders.

Position	TTM	2025	2024
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%	0.00%	0.00%
USSH WisdomTree 1-3 Year Laddered Treasury Fund	3.64%	3.67%	3.22%

Frequently Asked Questions

Which ETF is better, USSH or IBTE?

On fees, IBTE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, USSH or IBTE?

IBTE is cheaper with a 0.07% expense ratio, compared with 0.15% for USSH.

Which ETF pays a higher dividend yield, USSH or IBTE?

USSH has the higher dividend yield at 3.64%, compared with 0.00% for IBTE.

What is the main difference between USSH and IBTE?

USSH tracks Bloomberg US Treasury 1-3 Year Laddered Index, while IBTE tracks ICE 2024 Maturity US Treasury Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.15% for USSH and 0.07% for IBTE.