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

Correlation

The correlation between IBDO and QUAL 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.


-0.50.00.51.0
Correlation: -0.0

Performance

IBDO vs. QUAL - 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 Edge MSCI USA Quality Factor ETF (QUAL). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
29.77%
210.66%
IBDO
QUAL

Key characteristics

Returns By Period


IBDO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

QUAL

YTD

-5.60%

1M

-3.25%

6M

-6.20%

1Y

7.89%

5Y*

15.22%

10Y*

11.75%

*Annualized

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IBDO vs. QUAL - Expense Ratio Comparison

IBDO has a 0.10% expense ratio, which is lower than QUAL's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for QUAL: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QUAL: 0.15%
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. QUAL — Risk-Adjusted Performance Rank

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

IBDO

QUAL
The Risk-Adjusted Performance Rank of QUAL is 5151
Overall Rank
The Sharpe Ratio Rank of QUAL is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of QUAL is 5050
Sortino Ratio Rank
The Omega Ratio Rank of QUAL is 5151
Omega Ratio Rank
The Calmar Ratio Rank of QUAL is 5454
Calmar Ratio Rank
The Martin Ratio Rank of QUAL is 5353
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. QUAL - 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 Edge MSCI USA Quality Factor ETF (QUAL). 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.00
0.41
IBDO
QUAL

Dividends

IBDO vs. QUAL - Dividend Comparison

IBDO has not paid dividends to shareholders, while QUAL's dividend yield for the trailing twelve months is around 1.09%.


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%
QUAL
iShares Edge MSCI USA Quality Factor ETF
1.09%1.02%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%1.35%

Drawdowns

IBDO vs. QUAL - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-9.76%
IBDO
QUAL

Volatility

IBDO vs. QUAL - Volatility Comparison

The current volatility for iShares iBonds Dec 2023 Term Corporate ETF (IBDO) is 0.00%, while iShares Edge MSCI USA Quality Factor ETF (QUAL) has a volatility of 13.08%. This indicates that IBDO experiences smaller price fluctuations and is considered to be less risky than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril0
13.08%
IBDO
QUAL