IBDR vs. EYEG

Last updated Apr 1, 2026

Compare and contrast key facts about iShares iBonds Dec 2026 Term Corporate ETF (IBDR) and AB Corporate Bond ETF (EYEG).

IBDR and EYEG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBDR is a passively managed fund by iShares that tracks the performance of the Barclays December 2026 Maturity Corporate Index. It was launched on Sep 13, 2016. EYEG is an actively managed fund by AllianceBernstein. It was launched on Dec 12, 2023.

Performance

IBDR vs. EYEG - Performance Comparison

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

IBDR vs. EYEG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IBDR iShares iBonds Dec 2026 Term Corporate ETF	0.72%	4.99%	4.98%	0.74%
EYEG AB Corporate Bond ETF	-0.47%	7.42%	3.17%	1.41%

Returns By Period

In the year-to-date period, IBDR achieves a 0.72% return, which is significantly higher than EYEG's -0.47% return.

IBDR

• 1D: 0.04%
• 1M: 0.21%
• YTD: 0.72%
• 6M: 1.84%
• 1Y: 4.40%
• 3Y*: 4.81%
• 5Y*: 1.63%
• 10Y*: —

EYEG

• 1D: 0.59%
• 1M: -1.66%
• YTD: -0.47%
• 6M: -0.01%
• 1Y: 4.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDR vs. EYEG - Expense Ratio Comparison

IBDR has a 0.10% expense ratio, which is lower than EYEG's 0.30% expense ratio.

EYEG

AB Corporate Bond ETF

IBDR

iShares iBonds Dec 2026 Term Corporate ETF

Return for Risk

IBDR vs. EYEG — Risk / Return Rank

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

IBDR

IBDR Risk / Return Rank: 99
IBDR Sharpe Ratio Rank: 99
IBDR Sortino Ratio Rank: 99
IBDR Omega Ratio Rank: 99
IBDR Calmar Ratio Rank: 99
IBDR Martin Ratio Rank: 99

EYEG

EYEG Risk / Return Rank: 44
EYEG Sharpe Ratio Rank: 45
EYEG Sortino Ratio Rank: 41
EYEG Omega Ratio Rank: 38
EYEG Calmar Ratio Rank: 52
EYEG Martin Ratio Rank: 43

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.

IBDR vs. EYEG - Risk-Adjusted Trends Comparison

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

	IBDR	EYEG	Difference
Sharpe ratio Return per unit of total volatility	5.39	0.84	+4.55
Sortino ratio Return per unit of downside risk	9.54	1.17	+8.37
Omega ratio Gain probability vs. loss probability	2.66	1.16	+1.51
Calmar ratio Return relative to maximum drawdown	11.93	1.37	+10.56
Martin ratio Return relative to average drawdown	82.60	4.12	+78.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBDR vs. EYEG - Sharpe Ratio Comparison

The current IBDR Sharpe Ratio is 5.39, which is higher than the EYEG Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of IBDR and EYEG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IBDR	EYEG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.39	0.84	+4.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.91	-0.31

Correlation

The correlation between IBDR and EYEG is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IBDR vs. EYEG - Dividend Comparison

IBDR's dividend yield for the trailing twelve months is around 4.18%, less than EYEG's 5.00% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
IBDR iShares iBonds Dec 2026 Term Corporate ETF	4.18%	4.20%	4.13%	3.41%	2.44%	2.11%	2.61%	3.25%	3.56%	3.22%	0.86%
EYEG AB Corporate Bond ETF	5.00%	4.94%	6.07%	0.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IBDR vs. EYEG - Drawdown Comparison

The maximum IBDR drawdown since its inception was -16.06%, which is greater than EYEG's maximum drawdown of -4.66%. Use the drawdown chart below to compare losses from any high point for IBDR and EYEG.

Drawdown Indicators

	IBDR	EYEG	Difference
Max Drawdown Largest peak-to-trough decline	-16.06%	-4.66%	-11.40%
Max Drawdown (1Y) Largest decline over 1 year	-0.37%	-3.37%	+3.00%
Max Drawdown (5Y) Largest decline over 5 years	-13.13%	—	—
Current Drawdown Current decline from peak	0.00%	-1.77%	+1.77%
Average Drawdown Average peak-to-trough decline	-2.89%	-1.26%	-1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.05%	1.12%	-1.07%

Volatility

IBDR vs. EYEG - Volatility Comparison

The current volatility for iShares iBonds Dec 2026 Term Corporate ETF (IBDR) is 0.15%, while AB Corporate Bond ETF (EYEG) has a volatility of 2.12%. This indicates that IBDR experiences smaller price fluctuations and is considered to be less risky than EYEG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IBDR	EYEG	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.15%	2.12%	-1.97%
Volatility (6M) Calculated over the trailing 6-month period	0.38%	2.97%	-2.59%
Volatility (1Y) Calculated over the trailing 1-year period	0.82%	5.29%	-4.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.43%	5.54%	-2.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.91%	5.54%	-0.63%