Snapshot*
Top 10 Holdings
What is IBTK?
The iShares iBonds Dec 2030 Term Treasury ETF seeks to track the investment results of an index composed of U.S. Treasury bonds maturing in 2030. The Underlying Index consists of publicly-issued U.S.Treasury securities that are scheduled to mature after December 31, 2029 and before December 16, 2030. Qualifying securities are U.S. Treasury notes and bonds having $1 billion or more of outstanding face value, excluding amounts held by the Federal Reserve System Open Market Account ( SOMA ). In addition, the securities inthe Underlying Index must have a fixed coupon schedule and be denominated in U.S. dollars.
IBTKPerformance Measures**
for the time period Jul 20, 2020 to Nov 14, 2025
1M Trailing Return: -0.3%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: 1.3%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -22.8%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 6.8%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: -0.24
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: -0.08
The annualized return divided by the max drawdown for the selected time period.
ETFs related toIBTK
ETFs correlated to IBTK include IBTJ, IEF, VGIT
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
Trading Strategies
Related toIBTK
evil-maxing
Category
Multi-asset regime-switching, momentum/mean-reversion, trend-following, leveraged ETFs, hedged, volatility, managed futures, crypto tilt
OOS Cumulative Return
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Best Year Sort
Category
Tactical allocation, momentum & mean reversion, sector rotation, leveraged/inverse ETFs, risk-on/risk-off
OOS Cumulative Return
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Create your own algorithmic trading strategy with IBTK using Composer
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.