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IBDR vs. IBHF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBDR vs. IBHF - 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 2026 Term High Yield and Income ETF (IBHF). The values are adjusted to include any dividend payments, if applicable.

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IBDR vs. IBHF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
0.72%4.99%4.98%5.96%-8.28%-1.79%1.37%
IBHF
iShares iBonds 2026 Term High Yield and Income ETF
0.43%6.60%8.55%10.40%-6.66%4.43%2.97%

Returns By Period

In the year-to-date period, IBDR achieves a 0.72% return, which is significantly higher than IBHF's 0.43% return.


IBDR

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

IBHF

1D
0.07%
1M
-0.25%
YTD
0.43%
6M
1.35%
1Y
5.59%
3Y*
7.54%
5Y*
4.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBDR vs. IBHF - Expense Ratio Comparison

IBDR has a 0.10% expense ratio, which is lower than IBHF's 0.35% expense ratio.


Return for Risk

IBDR vs. IBHF — Risk / Return Rank

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

IBDR
IBDR Risk / Return Rank: 9999
Overall Rank
IBDR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBDR Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBDR Omega Ratio Rank: 9999
Omega Ratio Rank
IBDR Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBDR Martin Ratio Rank: 9999
Martin Ratio Rank

IBHF
IBHF Risk / Return Rank: 9191
Overall Rank
IBHF Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IBHF Sortino Ratio Rank: 9393
Sortino Ratio Rank
IBHF Omega Ratio Rank: 9595
Omega Ratio Rank
IBHF Calmar Ratio Rank: 8383
Calmar Ratio Rank
IBHF Martin Ratio Rank: 9595
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.

IBDR vs. IBHF - Risk-Adjusted Trends Comparison

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


IBDRIBHFDifference

Sharpe ratio

Return per unit of total volatility

5.39

1.90

+3.49

Sortino ratio

Return per unit of downside risk

9.54

2.80

+6.74

Omega ratio

Gain probability vs. loss probability

2.66

1.47

+1.19

Calmar ratio

Return relative to maximum drawdown

11.93

2.33

+9.60

Martin ratio

Return relative to average drawdown

82.60

15.58

+67.02

IBDR vs. IBHF - Sharpe Ratio Comparison

The current IBDR Sharpe Ratio is 5.39, which is higher than the IBHF Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of IBDR and IBHF, 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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Sharpe Ratios by Period


IBDRIBHFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.39

1.90

+3.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.74

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.84

-0.24

Correlation

The correlation between IBDR and IBHF is 0.43, 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. IBHF - Dividend Comparison

IBDR's dividend yield for the trailing twelve months is around 4.18%, less than IBHF's 6.68% yield.


TTM2025202420232022202120202019201820172016
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%
IBHF
iShares iBonds 2026 Term High Yield and Income ETF
6.68%6.73%7.17%7.33%6.01%4.55%0.61%0.00%0.00%0.00%0.00%

Drawdowns

IBDR vs. IBHF - Drawdown Comparison

The maximum IBDR drawdown since its inception was -16.06%, which is greater than IBHF's maximum drawdown of -11.19%. Use the drawdown chart below to compare losses from any high point for IBDR and IBHF.


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Drawdown Indicators


IBDRIBHFDifference

Max Drawdown

Largest peak-to-trough decline

-16.06%

-11.19%

-4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-0.37%

-2.40%

+2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-13.13%

-11.19%

-1.94%

Current Drawdown

Current decline from peak

0.00%

-0.25%

+0.25%

Average Drawdown

Average peak-to-trough decline

-2.89%

-1.85%

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.36%

-0.31%

Volatility

IBDR vs. IBHF - Volatility Comparison

The current volatility for iShares iBonds Dec 2026 Term Corporate ETF (IBDR) is 0.15%, while iShares iBonds 2026 Term High Yield and Income ETF (IBHF) has a volatility of 0.58%. This indicates that IBDR experiences smaller price fluctuations and is considered to be less risky than IBHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBDRIBHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

0.58%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

0.38%

1.12%

-0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

0.82%

2.95%

-2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.43%

5.80%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

5.74%

-0.83%