PortfoliosLab logoPortfoliosLab logo
VTEB vs. IBHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTEB vs. IBHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Tax-Exempt Bond ETF (VTEB) and iShares iBonds 2029 Term High Yield and Income ETF (IBHI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with VTEB having a 1.44% return and IBHI slightly higher at 1.47%.


VTEB

1D
-0.08%
1M
1.22%
YTD
1.44%
6M
1.95%
1Y
6.57%
3Y*
3.44%
5Y*
0.80%
10Y*
2.03%

IBHI

1D
0.13%
1M
0.67%
YTD
1.47%
6M
2.17%
1Y
6.95%
3Y*
8.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTEB vs. IBHI - Yearly Performance Comparison


2026 (YTD)2025202420232022
VTEB
Vanguard Tax-Exempt Bond ETF
1.44%3.72%1.31%6.15%-4.39%
IBHI
iShares iBonds 2029 Term High Yield and Income ETF
1.47%7.88%8.33%14.21%-8.52%

Correlation

The correlation between VTEB and IBHI is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2022

0.45

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VTEB vs. IBHI — Risk / Return Rank

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

VTEB
VTEB Risk / Return Rank: 7474
Overall Rank
VTEB Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 8888
Sortino Ratio Rank
VTEB Omega Ratio Rank: 9090
Omega Ratio Rank
VTEB Calmar Ratio Rank: 5353
Calmar Ratio Rank
VTEB Martin Ratio Rank: 5454
Martin Ratio Rank

IBHI
IBHI Risk / Return Rank: 6969
Overall Rank
IBHI Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IBHI Sortino Ratio Rank: 6969
Sortino Ratio Rank
IBHI Omega Ratio Rank: 6363
Omega Ratio Rank
IBHI Calmar Ratio Rank: 7272
Calmar Ratio Rank
IBHI Martin Ratio Rank: 8181
Martin Ratio Rank
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.

VTEB vs. IBHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Exempt Bond ETF (VTEB) and iShares iBonds 2029 Term High Yield and Income ETF (IBHI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VTEBIBHIDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.51

1.33

+0.18

Calmar ratioReturn relative to maximum drawdown

2.35

3.22

-0.87

Martin ratioReturn relative to average drawdown

8.30

14.06

-5.76

VTEB vs. IBHI - Sharpe Ratio Comparison

The current VTEB Sharpe Ratio is 2.38, which is higher than the IBHI Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of VTEB and IBHI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VTEB vs. IBHI - Drawdown Comparison

The maximum VTEB drawdown since its inception was -17.00%, which is greater than IBHI's maximum drawdown of -13.65%. Use the drawdown chart below to compare losses from any high point for VTEB and IBHI.


Loading charts...

Drawdown Indicators


VTEBIBHIDifference

Max Drawdown

Largest peak-to-trough decline

-17.00%

-13.65%

-3.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-2.11%

-0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-5.53%

-5.73%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-12.64%

Max Drawdown (10Y)

Largest decline over 10 years

-17.00%

Current Drawdown

Current decline from peak

-0.54%

-0.21%

-0.33%

Average Drawdown

Average peak-to-trough decline

-2.32%

-2.83%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.48%

+0.29%

Volatility

VTEB vs. IBHI - Volatility Comparison

Vanguard Tax-Exempt Bond ETF (VTEB) and iShares iBonds 2029 Term High Yield and Income ETF (IBHI) have volatilities of 0.93% and 0.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VTEBIBHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

0.97%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

2.79%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

2.70%

3.82%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.90%

7.96%

-4.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

7.96%

-2.70%

VTEB vs. IBHI - Expense Ratio Comparison

VTEB has a 0.03% expense ratio, which is lower than IBHI's 0.35% expense ratio.


Dividends

VTEB vs. IBHI - Dividend Comparison

VTEB's dividend yield for the trailing twelve months is around 3.36%, less than IBHI's 6.70% yield.


PositionTTM20252024202320222021202020192018201720162015
IBHI
iShares iBonds 2029 Term High Yield and Income ETF
6.70%6.79%6.66%6.48%5.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTEB
Vanguard Tax-Exempt Bond ETF
3.36%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%

Frequently Asked Questions


VTEB and IBHI have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBHI has higher volatility (0.97%) compared to VTEB (0.93%). In terms of maximum drawdown, VTEB dropped -17.00% vs IBHI's -13.65%.

On 3-year performance, IBHI leads with 8.77% vs 3.44% for VTEB. On fees, VTEB is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IBHI has performed better with a 8.77% return vs 3.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTEB is cheaper with a 0.03% expense ratio, compared with 0.35% for IBHI.

IBHI has the higher dividend yield at 6.70%, compared with 3.36% for VTEB.

VTEB is categorized as Municipal Bonds, while IBHI is High Yield Bonds. VTEB tracks S&P National AMT-Free Municipal Bond Index, while IBHI tracks Bloomberg 2029 Term High Yield and Income Index - Benchmark TR Gross. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VTEB and 0.35% for IBHI.

VTEB currently has the higher Sharpe Ratio (2.38 vs 1.78), 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.

Portfolio Optimizer

Find the right allocation for VTEB and IBHI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer