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IBDO vs. IBHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBDO and IBHD is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

IBDO vs. IBHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2023 Term Corporate ETF (IBDO) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). The values are adjusted to include any dividend payments, if applicable.

14.00%16.00%18.00%20.00%22.00%24.00%26.00%28.00%Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
14.47%
27.04%
IBDO
IBHD

Key characteristics

Returns By Period


IBDO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IBHD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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IBDO vs. IBHD - Expense Ratio Comparison

IBDO has a 0.10% expense ratio, which is lower than IBHD's 0.35% expense ratio.


Expense ratio chart for IBHD: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBHD: 0.35%
Expense ratio chart for IBDO: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBDO: 0.10%

Risk-Adjusted Performance

IBDO vs. IBHD — Risk-Adjusted Performance Rank

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

IBDO

IBHD
The Risk-Adjusted Performance Rank of IBHD is 9898
Overall Rank
The Sharpe Ratio Rank of IBHD is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of IBHD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of IBHD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of IBHD is 9999
Calmar Ratio Rank
The Martin Ratio Rank of IBHD is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBDO vs. IBHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2023 Term Corporate ETF (IBDO) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). 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.



Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
1.00
4.06
IBDO
IBHD

Dividends

IBDO vs. IBHD - Dividend Comparison

Neither IBDO nor IBHD has paid dividends to shareholders.


TTM202320222021202020192018201720162015
IBDO
iShares iBonds Dec 2023 Term Corporate ETF
0.00%3.61%1.85%1.80%2.47%3.01%3.10%2.91%3.01%2.39%
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
3.35%6.90%4.90%4.43%5.49%3.59%0.00%0.00%0.00%0.00%

Drawdowns

IBDO vs. IBHD - Drawdown Comparison


-0.08%-0.06%-0.04%-0.02%0.00%Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 1500
IBDO
IBHD

Volatility

IBDO vs. IBHD - Volatility Comparison

The current volatility for iShares iBonds Dec 2023 Term Corporate ETF (IBDO) is 0.00%, while iShares iBonds 2024 Term High Yield & Income ETF (IBHD) has a volatility of 0.19%. This indicates that IBDO experiences smaller price fluctuations and is considered to be less risky than IBHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.05%0.10%0.15%0.20%0.25%Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 150
0.19%
IBDO
IBHD