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BLK vs. IBDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLK vs. IBDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock, Inc. (BLK) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BLK achieves a -4.07% return, which is significantly lower than IBDR's 1.69% return.


BLK

1D
-3.46%
1M
-4.84%
YTD
-4.07%
6M
-5.50%
1Y
5.10%
3Y*
16.93%
5Y*
5.72%
10Y*
14.61%

IBDR

1D
0.04%
1M
0.29%
YTD
1.69%
6M
1.81%
1Y
4.30%
3Y*
5.17%
5Y*
1.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLK vs. IBDR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLK
BlackRock, Inc.
-4.07%6.55%29.29%17.86%-20.40%29.39%47.21%31.87%-21.59%38.20%
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
1.69%4.99%4.98%5.96%-8.28%-1.79%8.88%14.81%-2.80%5.96%

Correlation

The correlation between BLK and IBDR is -0.04, 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

-0.04

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

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2016

0.07

The correlation between BLK and IBDR shifts across timeframes, from -0.04 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BLK vs. IBDR — Risk / Return Rank

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

BLK
BLK Risk / Return Rank: 4646
Overall Rank
BLK Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BLK Sortino Ratio Rank: 4242
Sortino Ratio Rank
BLK Omega Ratio Rank: 4343
Omega Ratio Rank
BLK Calmar Ratio Rank: 4848
Calmar Ratio Rank
BLK Martin Ratio Rank: 4949
Martin Ratio Rank

IBDR
IBDR Risk / Return Rank: 9999
Overall Rank
IBDR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBDR Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBDR Omega Ratio Rank: 9999
Omega Ratio Rank
IBDR Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBDR Martin Ratio Rank: 9999
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.

BLK vs. IBDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock, Inc. (BLK) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). 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.


BLKIBDRDifference
Sharpe ratioReturn per unit of total volatility

-6.63

Sortino ratioReturn per unit of downside risk

-13.86

Omega ratioGain probability vs. loss probability

1.06

3.36

-2.30

Calmar ratioReturn relative to maximum drawdown

0.23

52.23

-52.00

Martin ratioReturn relative to average drawdown

0.50

181.59

-181.08

BLK vs. IBDR - Sharpe Ratio Comparison

The current BLK Sharpe Ratio is 0.20, which is lower than the IBDR Sharpe Ratio of 6.83. The chart below compares the historical Sharpe Ratios of BLK and IBDR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BLK vs. IBDR - Drawdown Comparison

The maximum BLK drawdown since its inception was -60.36%, which is greater than IBDR's maximum drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for BLK and IBDR.


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Drawdown Indicators


BLKIBDRDifference

Max Drawdown

Largest peak-to-trough decline

-60.36%

-16.06%

-44.30%

Max Drawdown (1Y)

Largest decline over 1 year

-22.45%

-0.08%

-22.37%

Max Drawdown (3Y)

Largest decline over 3 years

-23.74%

-1.08%

-22.66%

Max Drawdown (5Y)

Largest decline over 5 years

-43.90%

-13.13%

-30.77%

Max Drawdown (10Y)

Largest decline over 10 years

-43.90%

Current Drawdown

Current decline from peak

-14.21%

0.00%

-14.21%

Average Drawdown

Average peak-to-trough decline

-11.93%

-2.82%

-9.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.21%

0.02%

+10.19%

Volatility

BLK vs. IBDR - Volatility Comparison

BlackRock, Inc. (BLK) has a higher volatility of 7.59% compared to iShares iBonds Dec 2026 Term Corporate ETF (IBDR) at 0.18%. This indicates that BLK's price experiences larger fluctuations and is considered to be riskier than IBDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLKIBDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.59%

0.18%

+7.41%

Volatility (6M)

Calculated over the trailing 6-month period

20.80%

0.35%

+20.45%

Volatility (1Y)

Calculated over the trailing 1-year period

26.04%

0.63%

+25.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.77%

3.39%

+23.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.69%

4.85%

+22.84%

Dividends

BLK vs. IBDR - Dividend Comparison

BLK's dividend yield for the trailing twelve months is around 2.15%, less than IBDR's 4.12% yield.


PositionTTM20252024202320222021202020192018201720162015
BLK
BlackRock, Inc.
2.15%1.95%1.99%2.46%2.75%1.80%2.01%2.63%3.08%1.95%2.41%2.56%
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
4.12%4.20%4.13%3.41%2.44%2.11%2.61%3.25%3.56%3.22%0.86%0.00%

Frequently Asked Questions


BLK and IBDR have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BLK has higher volatility (7.59%) compared to IBDR (0.18%). In terms of maximum drawdown, BLK dropped -60.36% vs IBDR's -16.06%.

IBDR currently has the higher Sharpe Ratio (6.83 vs 0.20), 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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