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IBDQ vs. IBDR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBDQ and IBDR is 0.09, 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.


Performance

IBDQ vs. IBDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2025 Term Corporate ETF (IBDQ) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IBDQ:

8.41

IBDR:

4.54

Sortino Ratio

IBDQ:

17.04

IBDR:

7.92

Omega Ratio

IBDQ:

4.21

IBDR:

2.08

Calmar Ratio

IBDQ:

4.78

IBDR:

1.57

Martin Ratio

IBDQ:

183.64

IBDR:

38.51

Ulcer Index

IBDQ:

0.03%

IBDR:

0.16%

Daily Std Dev

IBDQ:

0.66%

IBDR:

1.35%

Max Drawdown

IBDQ:

-15.19%

IBDR:

-16.06%

Current Drawdown

IBDQ:

0.00%

IBDR:

0.00%

Returns By Period

In the year-to-date period, IBDQ achieves a 1.72% return, which is significantly lower than IBDR's 1.84% return.


IBDQ

YTD

1.72%

1M

0.43%

6M

2.35%

1Y

5.48%

5Y*

2.05%

10Y*

3.41%

IBDR

YTD

1.84%

1M

0.44%

6M

2.56%

1Y

6.03%

5Y*

1.67%

10Y*

N/A

*Annualized

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IBDQ vs. IBDR - Expense Ratio Comparison

Both IBDQ and IBDR 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%.


Risk-Adjusted Performance

IBDQ vs. IBDR — Risk-Adjusted Performance Rank

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

IBDQ
The Risk-Adjusted Performance Rank of IBDQ is 9999
Overall Rank
The Sharpe Ratio Rank of IBDQ is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of IBDQ is 9999
Sortino Ratio Rank
The Omega Ratio Rank of IBDQ is 9999
Omega Ratio Rank
The Calmar Ratio Rank of IBDQ is 9797
Calmar Ratio Rank
The Martin Ratio Rank of IBDQ is 9999
Martin Ratio Rank

IBDR
The Risk-Adjusted Performance Rank of IBDR is 9797
Overall Rank
The Sharpe Ratio Rank of IBDR is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of IBDR is 9999
Sortino Ratio Rank
The Omega Ratio Rank of IBDR is 9999
Omega Ratio Rank
The Calmar Ratio Rank of IBDR is 9090
Calmar Ratio Rank
The Martin Ratio Rank of IBDR 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.

IBDQ vs. IBDR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2025 Term Corporate ETF (IBDQ) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). 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.


The current IBDQ Sharpe Ratio is 8.41, which is higher than the IBDR Sharpe Ratio of 4.54. The chart below compares the historical Sharpe Ratios of IBDQ and IBDR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

IBDQ vs. IBDR - Dividend Comparison

IBDQ's dividend yield for the trailing twelve months is around 3.91%, less than IBDR's 4.21% yield.


TTM2024202320222021202020192018201720162015
IBDQ
iShares iBonds Dec 2025 Term Corporate ETF
3.91%3.82%3.27%2.24%2.06%2.51%3.21%3.52%3.28%3.39%2.64%
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
4.21%4.13%3.41%2.45%2.10%2.62%3.25%3.56%3.22%0.86%0.00%

Drawdowns

IBDQ vs. IBDR - Drawdown Comparison

The maximum IBDQ drawdown since its inception was -15.19%, smaller than the maximum IBDR drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for IBDQ and IBDR. For additional features, visit the drawdowns tool.


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Volatility

IBDQ vs. IBDR - Volatility Comparison

The current volatility for iShares iBonds Dec 2025 Term Corporate ETF (IBDQ) is 0.18%, while iShares iBonds Dec 2026 Term Corporate ETF (IBDR) has a volatility of 0.32%. This indicates that IBDQ experiences smaller price fluctuations and is considered to be less risky than IBDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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