VETZ vs. IBTE

Last updated Apr 1, 2026

Compare and contrast key facts about Academy Veteran Impact ETF (VETZ) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE).

VETZ and IBTE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VETZ is an actively managed fund by Academy. It was launched on Aug 1, 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

VETZ vs. IBTE - Performance Comparison

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

VETZ vs. IBTE - Yearly Performance Comparison

	2026 (YTD)
VETZ Academy Veteran Impact ETF	0.14%
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%

Returns By Period

VETZ

• 1D: 0.35%
• 1M: -1.24%
• YTD: 0.76%
• 6M: 2.92%
• 1Y: 5.92%
• 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)

VETZ vs. IBTE - Expense Ratio Comparison

VETZ has a 0.35% expense ratio, which is higher than IBTE's 0.07% expense ratio.

VETZ

Academy Veteran Impact ETF

IBTE

iShares iBonds Dec 2024 Term Treasury ETF

Return for Risk

VETZ vs. IBTE — Risk / Return Rank

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

VETZ

VETZ Risk / Return Rank: 61
VETZ Sharpe Ratio Rank: 59
VETZ Sortino Ratio Rank: 59
VETZ Omega Ratio Rank: 48
VETZ Calmar Ratio Rank: 78
VETZ Martin Ratio Rank: 61

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.

VETZ vs. IBTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Academy Veteran Impact ETF (VETZ) 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.

	VETZ	IBTE	Difference
Sharpe ratio Return per unit of total volatility	1.08	—	—
Sortino ratio Return per unit of downside risk	1.55	—	—
Omega ratio Gain probability vs. loss probability	1.19	—	—
Calmar ratio Return relative to maximum drawdown	2.17	—	—
Martin ratio Return relative to average drawdown	6.19	—	—
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

	VETZ	IBTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	—	—

Dividends

VETZ vs. IBTE - Dividend Comparison

VETZ's dividend yield for the trailing twelve months is around 6.11%, while IBTE has not paid dividends to shareholders.

	TTM	2025	2024	2023
VETZ Academy Veteran Impact ETF	6.11%	6.14%	5.89%	1.88%
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%	0.00%	0.00%	0.00%

Drawdowns

VETZ vs. IBTE - Drawdown Comparison

The maximum VETZ drawdown since its inception was -5.16%, which is greater than IBTE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VETZ and IBTE.

Drawdown Indicators

	VETZ	IBTE	Difference
Max Drawdown Largest peak-to-trough decline	-5.16%	0.00%	-5.16%
Max Drawdown (1Y) Largest decline over 1 year	-2.77%	—	—
Current Drawdown Current decline from peak	-1.24%	0.00%	-1.24%
Average Drawdown Average peak-to-trough decline	-1.31%	0.00%	-1.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.97%	—	—

Volatility

Volatility by Period

	VETZ	IBTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.05%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.39%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.52%	0.00%	+5.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.27%	0.00%	+6.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.27%	0.00%	+6.27%