ZCBA vs. IBTE

Last updated Jun 6, 2026

ZCBA (Global X Zero Coupon Bond 2030 ETF) and IBTE (iShares iBonds Dec 2024 Term Treasury ETF) are both Government Bonds funds - ZCBA tracks the FTSE Zero Coupon U.S. Treasury STRIPS 2030 Maturity Index while IBTE tracks the ICE 2024 Maturity US Treasury Index. Both are passively managed. Both charge a 0.07% expense ratio.

Performance

ZCBA vs. IBTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Zero Coupon Bond 2030 ETF (ZCBA) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ZCBA

• 1D: -0.40%
• 1M: -1.00%
• YTD: —
• 6M: —
• 1Y: —
• 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)

ZCBA vs. IBTE - Yearly Performance Comparison

	2026 (YTD)
ZCBA Global X Zero Coupon Bond 2030 ETF	-1.02%
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%

Return for Risk

ZCBA vs. IBTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Zero Coupon Bond 2030 ETF (ZCBA) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ZCBA	IBTE	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.58	—	—

Drawdowns

ZCBA vs. IBTE - Drawdown Comparison

The maximum ZCBA drawdown since its inception was -2.39%, which is greater than IBTE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for ZCBA and IBTE.

Drawdown Indicators

	ZCBA	IBTE	Difference
Max Drawdown Largest peak-to-trough decline	-2.39%	0.00%	-2.39%
Current Drawdown Current decline from peak	-2.24%	0.00%	-2.24%
Average Drawdown Average peak-to-trough decline	-1.00%	0.00%	-1.00%

Volatility

Volatility by Period

	ZCBA	IBTE	Difference
Volatility (1Y) Calculated over the trailing 1-year period	3.23%	0.00%	+3.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.23%	0.00%	+3.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.23%	0.00%	+3.23%

ZCBA vs. IBTE - Expense Ratio Comparison

Both ZCBA and IBTE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

ZCBA vs. IBTE - Dividend Comparison

ZCBA's dividend yield for the trailing twelve months is around 1.51%, while IBTE has not paid dividends to shareholders.

Position	TTM
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%
ZCBA Global X Zero Coupon Bond 2030 ETF	1.51%

Frequently Asked Questions

Which ETF is better, ZCBA or IBTE?

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ZCBA or IBTE?

ZCBA and IBTE have the same expense ratio: 0.07% per year.

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

ZCBA has the higher dividend yield at 1.51%, compared with 0.00% for IBTE.

What is the main difference between ZCBA and IBTE?

ZCBA tracks FTSE Zero Coupon U.S. Treasury STRIPS 2030 Maturity Index, while IBTE tracks ICE 2024 Maturity US Treasury Index. They also come from different issuers: Global X and iShares.