PortfoliosLab logo
IBDO vs. IXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBDO and IXUS is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

IBDO vs. IXUS - 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 Core MSCI Total International Stock ETF (IXUS). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Returns By Period


IBDO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

IXUS

YTD

13.50%

1M

9.35%

6M

12.29%

1Y

11.03%

3Y*

10.39%

5Y*

11.25%

10Y*

5.35%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IBDO vs. IXUS - Expense Ratio Comparison

IBDO has a 0.10% expense ratio, which is higher than IXUS's 0.09% 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%.


Risk-Adjusted Performance

IBDO vs. IXUS — Risk-Adjusted Performance Rank

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

IBDO

IXUS
The Risk-Adjusted Performance Rank of IXUS is 6363
Overall Rank
The Sharpe Ratio Rank of IXUS is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of IXUS is 6060
Sortino Ratio Rank
The Omega Ratio Rank of IXUS is 5858
Omega Ratio Rank
The Calmar Ratio Rank of IXUS is 7272
Calmar Ratio Rank
The Martin Ratio Rank of IXUS is 6464
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. IXUS - 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 Core MSCI Total International Stock ETF (IXUS). 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.



Loading data...

Dividends

IBDO vs. IXUS - Dividend Comparison

IBDO has not paid dividends to shareholders, while IXUS's dividend yield for the trailing twelve months is around 2.93%.


TTM20242023202220212020201920182017201620152014
IBDO
iShares iBonds Dec 2023 Term Corporate ETF
0.00%0.00%3.61%1.85%1.80%2.47%3.01%3.10%2.91%3.01%2.39%0.00%
IXUS
iShares Core MSCI Total International Stock ETF
2.93%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.40%2.58%2.81%2.95%

Drawdowns

IBDO vs. IXUS - Drawdown Comparison


Loading data...

Volatility

IBDO vs. IXUS - Volatility Comparison


Loading data...