IBD vs. IBDS
IBD (Inspire Corporate Bond Impact ETF) and IBDS (iShares iBonds Dec 2027 Term Corporate ETF) are both Corporate Bonds funds - IBD tracks the Inspire Corporate Bond Impact Equal Weight Index while IBDS tracks the Bloomberg Barclays December 2027 Maturity Corporate Index. Both are passively managed. Over the past 5 years, IBD returned 1.30%/yr vs 1.45%/yr for IBDS. A 0.52 correlation means they provide meaningful diversification when combined. IBD charges 0.49%/yr vs 0.10%/yr for IBDS.
Performance
IBD vs. IBDS - Performance Comparison
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Returns By Period
In the year-to-date period, IBD achieves a -0.18% return, which is significantly lower than IBDS's 1.23% return.
IBD
- 1D
- -0.19%
- 1M
- -0.01%
- YTD
- -0.18%
- 6M
- 0.16%
- 1Y
- 4.61%
- 3Y*
- 5.01%
- 5Y*
- 1.30%
- 10Y*
- —
IBDS
- 1D
- -0.04%
- 1M
- 0.31%
- YTD
- 1.23%
- 6M
- 1.61%
- 1Y
- 4.57%
- 3Y*
- 5.28%
- 5Y*
- 1.45%
- 10Y*
- —
IBD vs. IBDS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBD Inspire Corporate Bond Impact ETF | -0.18% | 7.70% | 3.58% | 6.00% | -8.94% | -1.89% | 5.15% | 7.97% | -1.18% | 0.44% |
IBDS iShares iBonds Dec 2027 Term Corporate ETF | 1.23% | 5.86% | 4.61% | 6.44% | -9.52% | -1.56% | 8.95% | 15.08% | -2.76% | 1.14% |
Correlation
The correlation between IBD and IBDS is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2017 | 0.52 |
The correlation between IBD and IBDS shifts across timeframes, from 0.51 (1 year) to 0.65 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IBD vs. IBDS — Risk / Return Rank
IBD
IBDS
IBD vs. IBDS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Inspire Corporate Bond Impact ETF (IBD) and iShares iBonds Dec 2027 Term Corporate ETF (IBDS). 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.
| IBD | IBDS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.09 | ||
| Sortino ratioReturn per unit of downside risk | -6.37 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 2.09 | -0.90 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 10.55 | -8.40 |
| Martin ratioReturn relative to average drawdown | 6.66 | 48.73 | -42.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBD | IBDS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 4.19 | -3.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.35 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.57 | -0.26 |
Drawdowns
IBD vs. IBDS - Drawdown Comparison
The maximum IBD drawdown since its inception was -16.30%, roughly equal to the maximum IBDS drawdown of -16.75%. Use the drawdown chart below to compare losses from any high point for IBD and IBDS.
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Drawdown Indicators
| IBD | IBDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.30% | -16.75% | +0.45% |
Max Drawdown (1Y)Largest decline over 1 year | -2.15% | -0.43% | -1.72% |
Max Drawdown (3Y)Largest decline over 3 years | -4.01% | -2.27% | -1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -14.76% | -14.98% | +0.22% |
Current DrawdownCurrent decline from peak | -1.04% | -0.06% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -3.36% | -3.36% | 0.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.09% | +0.60% |
Volatility
IBD vs. IBDS - Volatility Comparison
Inspire Corporate Bond Impact ETF (IBD) has a higher volatility of 1.03% compared to iShares iBonds Dec 2027 Term Corporate ETF (IBDS) at 0.15%. This indicates that IBD's price experiences larger fluctuations and is considered to be riskier than IBDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBD | IBDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.03% | 0.15% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 0.64% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.21% | 1.10% | +3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.60% | 4.18% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.70% | 5.55% | +1.15% |
IBD vs. IBDS - Expense Ratio Comparison
IBD has a 0.49% expense ratio, which is higher than IBDS's 0.10% expense ratio.
Dividends
IBD vs. IBDS - Dividend Comparison
IBD's dividend yield for the trailing twelve months is around 4.25%, less than IBDS's 4.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
IBD Inspire Corporate Bond Impact ETF | 4.25% | 4.17% | 4.18% | 3.39% | 1.75% | 1.36% | 1.63% | 2.47% | 2.06% | 0.82% |
IBDS iShares iBonds Dec 2027 Term Corporate ETF | 4.32% | 4.36% | 4.37% | 3.81% | 2.87% | 2.19% | 2.66% | 3.32% | 3.66% | 0.97% |
Frequently Asked Questions
IBD and IBDS have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBD has higher volatility (1.03%) compared to IBDS (0.15%). In terms of maximum drawdown, IBD dropped -16.30% vs IBDS's -16.75%.
On 5-year performance, IBDS leads with 1.45% vs 1.30% for IBD. On fees, IBDS is cheaper at 0.10% per year. On volatility, IBDS has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, IBDS has performed better with a 1.45% return vs 1.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBDS is cheaper with a 0.10% expense ratio, compared with 0.49% for IBD.
IBDS has the higher dividend yield at 4.32%, compared with 4.25% for IBD.
IBD tracks Inspire Corporate Bond Impact Equal Weight Index, while IBDS tracks Bloomberg Barclays December 2027 Maturity Corporate Index. They also come from different issuers: Inspire and iShares. Their fees differ too: 0.49% for IBD and 0.10% for IBDS.
IBDS currently has the higher Sharpe Ratio (4.19 vs 1.10), 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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