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IBDP vs. IBDS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDP vs. IBDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2024 Term Corporate ETF (IBDP) and iShares iBonds Dec 2027 Term Corporate ETF (IBDS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBDP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

IBDS

1D
-0.04%
1M
0.31%
YTD
1.23%
6M
1.61%
1Y
4.57%
3Y*
5.28%
5Y*
1.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDP vs. IBDS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBDP
iShares iBonds Dec 2024 Term Corporate ETF
0.00%0.00%5.02%5.16%-3.89%-0.64%6.14%11.00%-1.37%0.22%
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 IBDP and IBDS is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2017

0.58

The correlation between IBDP and IBDS shifts across timeframes, from 0.22 (3 years) to 0.58 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBDP vs. IBDS — Risk / Return Rank

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

IBDP

IBDS
IBDS Risk / Return Rank: 9797
Overall Rank
IBDS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IBDS Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBDS Omega Ratio Rank: 9898
Omega Ratio Rank
IBDS Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBDS Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IBDP vs. IBDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2024 Term Corporate ETF (IBDP) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IBDP vs. IBDS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBDPIBDSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

Drawdowns

IBDP vs. IBDS - Drawdown Comparison


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Drawdown Indicators


IBDPIBDSDifference

Max Drawdown

Largest peak-to-trough decline

-16.75%

Max Drawdown (1Y)

Largest decline over 1 year

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-14.98%

Current Drawdown

Current decline from peak

-0.06%

Average Drawdown

Average peak-to-trough decline

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.09%

Volatility

IBDP vs. IBDS - Volatility Comparison


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Volatility by Period


IBDPIBDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

Volatility (6M)

Calculated over the trailing 6-month period

0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.55%

IBDP vs. IBDS - Expense Ratio Comparison

Both IBDP and IBDS have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IBDP vs. IBDS - Dividend Comparison

IBDP has not paid dividends to shareholders, while IBDS's dividend yield for the trailing twelve months is around 4.32%.


PositionTTM20252024202320222021202020192018201720162015
IBDP
iShares iBonds Dec 2024 Term Corporate ETF
0.00%0.00%3.93%3.01%2.06%1.86%2.51%3.15%3.35%3.15%3.23%3.74%
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%0.00%0.00%

Frequently Asked Questions


IBDP and IBDS have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBDP and IBDS have the same expense ratio: 0.10% per year.

IBDS has the higher dividend yield at 4.32%, compared with 0.00% for IBDP.

IBDP tracks Bloomberg December 2024 Maturity Corporate Index, while IBDS tracks Bloomberg Barclays December 2027 Maturity Corporate Index.

Portfolio Optimizer

Find the right allocation for IBDP and IBDS

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