DDV vs. IBTM
DDV (Defined Duration 5 ETF) and IBTM (iShares iBonds Dec 2032 Term Treasury ETF) are both Intermediate Core Bond funds. DDV is actively managed, while IBTM is passively managed. A 0.64 correlation means they provide meaningful diversification when combined. DDV charges 0.25%/yr vs 0.07%/yr for IBTM.
Performance
DDV vs. IBTM - Performance Comparison
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Returns By Period
In the year-to-date period, DDV achieves a 2.12% return, which is significantly higher than IBTM's -0.45% return.
DDV
- 1D
- -0.30%
- 1M
- 0.20%
- YTD
- 2.12%
- 6M
- 2.22%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBTM
- 1D
- 0.16%
- 1M
- 0.49%
- YTD
- -0.45%
- 6M
- -0.32%
- 1Y
- 2.87%
- 3Y*
- 2.76%
- 5Y*
- —
- 10Y*
- —
DDV vs. IBTM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DDV Defined Duration 5 ETF | 2.12% | 0.47% |
IBTM iShares iBonds Dec 2032 Term Treasury ETF | -0.45% | 0.08% |
Correlation
The correlation between DDV and IBTM is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 13, 2025 | 0.64 |
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Return for Risk
DDV vs. IBTM — Risk / Return Rank
DDV
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IBTM
DDV vs. IBTM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Defined Duration 5 ETF (DDV) and iShares iBonds Dec 2032 Term Treasury ETF (IBTM). 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.
| DDV | IBTM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.12 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.88 | — |
| Martin ratioReturn relative to average drawdown | — | 2.32 | — |
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Drawdowns
DDV vs. IBTM - Drawdown Comparison
The maximum DDV drawdown since its inception was -1.92%, smaller than the maximum IBTM drawdown of -13.60%. Use the drawdown chart below to compare losses from any high point for DDV and IBTM.
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Drawdown Indicators
| DDV | IBTM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.92% | -13.60% | +11.68% |
Max Drawdown (1Y)Largest decline over 1 year | — | -3.26% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.86% | — |
Current DrawdownCurrent decline from peak | -0.32% | -2.34% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -0.35% | -4.78% | +4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.24% | — |
Volatility
DDV vs. IBTM - Volatility Comparison
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Volatility by Period
| DDV | IBTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.24% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.88% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.69% | 4.04% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.69% | 7.52% | -4.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.69% | 7.52% | -4.83% |
DDV vs. IBTM - Expense Ratio Comparison
DDV has a 0.25% expense ratio, which is higher than IBTM's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DDV vs. IBTM - Dividend Comparison
DDV's dividend yield for the trailing twelve months is around 1.21%, less than IBTM's 3.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DDV Defined Duration 5 ETF | 1.21% | 0.42% | 0.00% | 0.00% | 0.00% |
IBTM iShares iBonds Dec 2032 Term Treasury ETF | 3.95% | 3.87% | 3.96% | 3.39% | 1.38% |
Frequently Asked Questions
DDV and IBTM have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBTM is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBTM is cheaper with a 0.07% expense ratio, compared with 0.25% for DDV.
IBTM has the higher dividend yield at 3.95%, compared with 1.21% for DDV.
They also come from different issuers: Discipline Funds and iShares. Their fees differ too: 0.25% for DDV and 0.07% for IBTM.
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