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

Correlation

The correlation between IBDR and IBDU is 0.23, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

IBDR vs. IBDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2026 Term Corporate ETF (IBDR) and iShares iBonds Dec 2029 Term Corporate ETF (IBDU). The values are adjusted to include any dividend payments, if applicable.

7.00%8.00%9.00%10.00%11.00%12.00%13.00%NovemberDecember2025FebruaryMarchApril
13.41%
11.06%
IBDR
IBDU

Key characteristics

Sharpe Ratio

IBDR:

4.60

IBDU:

2.04

Sortino Ratio

IBDR:

8.16

IBDU:

3.03

Omega Ratio

IBDR:

2.11

IBDU:

1.39

Calmar Ratio

IBDR:

1.45

IBDU:

0.86

Martin Ratio

IBDR:

40.42

IBDU:

8.29

Ulcer Index

IBDR:

0.16%

IBDU:

0.99%

Daily Std Dev

IBDR:

1.41%

IBDU:

4.00%

Max Drawdown

IBDR:

-16.06%

IBDU:

-19.44%

Current Drawdown

IBDR:

0.00%

IBDU:

-1.71%

Returns By Period

In the year-to-date period, IBDR achieves a 1.60% return, which is significantly lower than IBDU's 2.62% return.


IBDR

YTD

1.60%

1M

0.48%

6M

2.35%

1Y

6.51%

5Y*

1.99%

10Y*

N/A

IBDU

YTD

2.62%

1M

0.70%

6M

2.55%

1Y

8.55%

5Y*

1.59%

10Y*

N/A

*Annualized

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IBDR vs. IBDU - Expense Ratio Comparison

Both IBDR and IBDU 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%.


Expense ratio chart for IBDR: 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%
IBDR: 0.10%
Expense ratio chart for IBDU: 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%
IBDU: 0.10%

Risk-Adjusted Performance

IBDR vs. IBDU — Risk-Adjusted Performance Rank

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

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 8989
Calmar Ratio Rank
The Martin Ratio Rank of IBDR is 9999
Martin Ratio Rank

IBDU
The Risk-Adjusted Performance Rank of IBDU is 9191
Overall Rank
The Sharpe Ratio Rank of IBDU is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of IBDU is 9595
Sortino Ratio Rank
The Omega Ratio Rank of IBDU is 9494
Omega Ratio Rank
The Calmar Ratio Rank of IBDU is 8080
Calmar Ratio Rank
The Martin Ratio Rank of IBDU is 9191
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.

IBDR vs. IBDU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2026 Term Corporate ETF (IBDR) and iShares iBonds Dec 2029 Term Corporate ETF (IBDU). 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 chart of Sharpe ratio for IBDR, currently valued at 4.60, compared to the broader market-1.000.001.002.003.004.00
IBDR: 4.60
IBDU: 2.04
The chart of Sortino ratio for IBDR, currently valued at 8.16, compared to the broader market-2.000.002.004.006.008.00
IBDR: 8.16
IBDU: 3.03
The chart of Omega ratio for IBDR, currently valued at 2.11, compared to the broader market0.501.001.502.00
IBDR: 2.11
IBDU: 1.39
The chart of Calmar ratio for IBDR, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.0012.00
IBDR: 1.45
IBDU: 0.86
The chart of Martin ratio for IBDR, currently valued at 40.42, compared to the broader market0.0020.0040.0060.00
IBDR: 40.42
IBDU: 8.29

The current IBDR Sharpe Ratio is 4.60, which is higher than the IBDU Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of IBDR and IBDU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
4.60
2.04
IBDR
IBDU

Dividends

IBDR vs. IBDU - Dividend Comparison

IBDR's dividend yield for the trailing twelve months is around 4.18%, less than IBDU's 4.74% yield.


TTM202420232022202120202019201820172016
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
4.18%4.13%3.41%2.44%2.11%2.61%3.25%3.56%3.22%0.86%
IBDU
iShares iBonds Dec 2029 Term Corporate ETF
4.74%4.75%4.21%3.34%2.29%2.42%0.74%0.00%0.00%0.00%

Drawdowns

IBDR vs. IBDU - Drawdown Comparison

The maximum IBDR drawdown since its inception was -16.06%, smaller than the maximum IBDU drawdown of -19.44%. Use the drawdown chart below to compare losses from any high point for IBDR and IBDU. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril0
-1.71%
IBDR
IBDU

Volatility

IBDR vs. IBDU - Volatility Comparison

The current volatility for iShares iBonds Dec 2026 Term Corporate ETF (IBDR) is 0.52%, while iShares iBonds Dec 2029 Term Corporate ETF (IBDU) has a volatility of 2.14%. This indicates that IBDR experiences smaller price fluctuations and is considered to be less risky than IBDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
0.52%
2.14%
IBDR
IBDU