XFIV vs. IBTF
XFIV (BondBloxx Bloomberg Five Year Target Duration US Treasury ETF) and IBTF (iShares iBonds Dec 2025 Term Treasury ETF) are both Government Bonds funds - XFIV tracks the Bloomberg US Treasury 5 Year Target Duration Index while IBTF tracks the ICE 2025 Maturity US Treasury Index. Both are passively managed. Over the past 3 years, XFIV returned 3.51%/yr vs 3.66%/yr for IBTF. A 0.59 correlation means they provide meaningful diversification when combined. XFIV charges 0.05%/yr vs 0.07%/yr for IBTF.
Performance
XFIV vs. IBTF - Performance Comparison
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Returns By Period
XFIV
- 1D
- -0.18%
- 1M
- -0.16%
- YTD
- -0.47%
- 6M
- -0.68%
- 1Y
- 3.51%
- 3Y*
- 3.51%
- 5Y*
- —
- 10Y*
- —
IBTF
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.09%
- 1Y
- 2.14%
- 3Y*
- 3.66%
- 5Y*
- 0.90%
- 10Y*
- —
XFIV vs. IBTF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XFIV BondBloxx Bloomberg Five Year Target Duration US Treasury ETF | -0.47% | 7.43% | 1.52% | 4.40% | -0.56% |
IBTF iShares iBonds Dec 2025 Term Treasury ETF | 0.00% | 3.81% | 4.60% | 4.12% | 0.08% |
Correlation
The correlation between XFIV and IBTF is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2022 | 0.59 |
The correlation between XFIV and IBTF shifts across timeframes, from -0.02 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XFIV vs. IBTF — Risk / Return Rank
XFIV
IBTF
XFIV vs. IBTF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) and iShares iBonds Dec 2025 Term Treasury ETF (IBTF). 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.
| XFIV | IBTF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.06 | ||
| Sortino ratioReturn per unit of downside risk | -18.54 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 6.23 | -5.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 59.41 | -58.19 |
| Martin ratioReturn relative to average drawdown | 3.61 | 269.70 | -266.09 |
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
| XFIV | IBTF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 7.08 | -6.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.44 | +0.16 |
Drawdowns
XFIV vs. IBTF - Drawdown Comparison
The maximum XFIV drawdown since its inception was -6.38%, smaller than the maximum IBTF drawdown of -10.45%. Use the drawdown chart below to compare losses from any high point for XFIV and IBTF.
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Drawdown Indicators
| XFIV | IBTF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.38% | -10.45% | +4.07% |
Max Drawdown (1Y)Largest decline over 1 year | -2.91% | -0.04% | -2.87% |
Max Drawdown (3Y)Largest decline over 3 years | -4.47% | -0.67% | -3.80% |
Max Drawdown (5Y)Largest decline over 5 years | — | -9.53% | — |
Current DrawdownCurrent decline from peak | -2.15% | 0.00% | -2.15% |
Average DrawdownAverage peak-to-trough decline | -1.66% | -3.33% | +1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 0.01% | +0.96% |
Volatility
XFIV vs. IBTF - Volatility Comparison
BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) has a higher volatility of 1.09% compared to iShares iBonds Dec 2025 Term Treasury ETF (IBTF) at 0.00%. This indicates that XFIV's price experiences larger fluctuations and is considered to be riskier than IBTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XFIV | IBTF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 0.00% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.41% | 0.19% | +2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.48% | 0.36% | +3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.42% | 2.38% | +3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.42% | 2.56% | +2.86% |
XFIV vs. IBTF - Expense Ratio Comparison
XFIV has a 0.05% expense ratio, which is lower than IBTF's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XFIV vs. IBTF - Dividend Comparison
XFIV's dividend yield for the trailing twelve months is around 3.82%, more than IBTF's 2.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IBTF iShares iBonds Dec 2025 Term Treasury ETF | 2.08% | 3.83% | 4.32% | 4.03% | 1.93% | 0.57% | 0.59% |
XFIV BondBloxx Bloomberg Five Year Target Duration US Treasury ETF | 3.82% | 4.05% | 3.92% | 3.63% | 1.06% | 0.00% | 0.00% |
Frequently Asked Questions
XFIV and IBTF have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XFIV has higher volatility (1.09%) compared to IBTF (0.00%). In terms of maximum drawdown, XFIV dropped -6.38% vs IBTF's -10.45%.
On 3-year performance, IBTF leads with 3.66% vs 3.51% for XFIV. On fees, XFIV is cheaper at 0.05% per year. On volatility, IBTF has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, IBTF has performed better with a 3.66% return vs 3.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XFIV is cheaper with a 0.05% expense ratio, compared with 0.07% for IBTF.
XFIV has the higher dividend yield at 3.82%, compared with 2.08% for IBTF.
XFIV tracks Bloomberg US Treasury 5 Year Target Duration Index, while IBTF tracks ICE 2025 Maturity US Treasury Index. They also come from different issuers: BondBloxx and iShares. Their fees differ too: 0.05% for XFIV and 0.07% for IBTF.
IBTF currently has the higher Sharpe Ratio (7.08 vs 1.01), 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.
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