GLDB vs. IBDR
GLDB (Strategy Shares Gold-Hedged Bond ETF) and IBDR (iShares iBonds Dec 2026 Term Corporate ETF) are both exchange-traded funds - GLDB is a Nontraditional Bonds fund tracking the Solactive Gold Backed Bond Index - Benchmark TR Gross, while IBDR is a Corporate Bonds fund tracking the Barclays December 2026 Maturity Corporate Index. Both are passively managed. At a correlation of -0.02, they often move in opposite directions. GLDB charges 0.79%/yr vs 0.10%/yr for IBDR.
Performance
GLDB vs. IBDR - Performance Comparison
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Returns By Period
In the year-to-date period, GLDB achieves a -15.33% return, which is significantly lower than IBDR's 1.65% return.
GLDB
- 1D
- 0.21%
- 1M
- -13.50%
- YTD
- -15.33%
- 6M
- -16.66%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBDR
- 1D
- 0.00%
- 1M
- 0.25%
- YTD
- 1.65%
- 6M
- 1.86%
- 1Y
- 4.30%
- 3Y*
- 5.16%
- 5Y*
- 1.57%
- 10Y*
- —
GLDB vs. IBDR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GLDB Strategy Shares Gold-Hedged Bond ETF | -15.33% | -3.56% |
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 1.65% | 0.80% |
Correlation
The correlation between GLDB and IBDR 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 (All Time) Calculated using the full available price history since Oct 24, 2025 | -0.02 |
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Return for Risk
GLDB vs. IBDR — Risk / Return Rank
GLDB
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IBDR
GLDB vs. IBDR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategy Shares Gold-Hedged Bond ETF (GLDB) 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.
| GLDB | IBDR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 3.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 52.23 | — |
| Martin ratioReturn relative to average drawdown | — | 181.59 | — |
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Drawdowns
GLDB vs. IBDR - Drawdown Comparison
The maximum GLDB drawdown since its inception was -33.45%, which is greater than IBDR's maximum drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for GLDB and IBDR.
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Drawdown Indicators
| GLDB | IBDR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.45% | -16.06% | -17.39% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.08% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.08% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.13% | — |
Current DrawdownCurrent decline from peak | -32.62% | 0.00% | -32.62% |
Average DrawdownAverage peak-to-trough decline | -14.64% | -2.82% | -11.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.02% | — |
Volatility
GLDB vs. IBDR - Volatility Comparison
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Volatility by Period
| GLDB | IBDR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.18% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.35% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 40.03% | 0.63% | +39.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.03% | 3.39% | +36.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.03% | 4.85% | +35.18% |
GLDB vs. IBDR - Expense Ratio Comparison
GLDB has a 0.79% expense ratio, which is higher than IBDR's 0.10% expense ratio.
Dividends
GLDB vs. IBDR - Dividend Comparison
GLDB's dividend yield for the trailing twelve months is around 0.23%, less than IBDR's 4.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GLDB Strategy Shares Gold-Hedged Bond ETF | 0.23% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 4.13% | 4.20% | 4.13% | 3.41% | 2.44% | 2.11% | 2.61% | 3.25% | 3.56% | 3.22% | 0.86% |
Frequently Asked Questions
GLDB and IBDR 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.
On fees, IBDR is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBDR is cheaper with a 0.10% expense ratio, compared with 0.79% for GLDB.
IBDR has the higher dividend yield at 4.13%, compared with 0.23% for GLDB.
GLDB is categorized as Nontraditional Bonds, while IBDR is Corporate Bonds. GLDB tracks Solactive Gold Backed Bond Index - Benchmark TR Gross, while IBDR tracks Barclays December 2026 Maturity Corporate Index. They also come from different issuers: Strategy Shares and iShares. Their fees differ too: 0.79% for GLDB and 0.10% for IBDR.
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