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IBDR vs. IEZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDR vs. IEZ - 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 U.S. Oil Equipment & Services ETF (IEZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBDR achieves a 1.44% return, which is significantly lower than IEZ's 47.84% return.


IBDR

1D
-0.04%
1M
0.25%
YTD
1.44%
6M
1.80%
1Y
4.38%
3Y*
5.07%
5Y*
1.50%
10Y*

IEZ

1D
0.03%
1M
-3.54%
YTD
47.84%
6M
42.02%
1Y
85.10%
3Y*
19.17%
5Y*
13.91%
10Y*
-0.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDR vs. IEZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
1.44%4.99%4.98%5.96%-8.28%-1.79%8.88%14.81%-2.80%5.96%
IEZ
iShares U.S. Oil Equipment & Services ETF
47.84%7.51%-8.15%4.43%65.73%15.98%-42.98%1.82%-42.47%-18.18%

Correlation

The correlation between IBDR and IEZ is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

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

0.05

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

0.01

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2016

-0.06

The correlation between IBDR and IEZ shifts across timeframes, from -0.06 (1 year) to 0.05 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBDR vs. IEZ — 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

IEZ
IEZ Risk / Return Rank: 8787
Overall Rank
IEZ Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IEZ Sortino Ratio Rank: 8282
Sortino Ratio Rank
IEZ Omega Ratio Rank: 7777
Omega Ratio Rank
IEZ Calmar Ratio Rank: 9595
Calmar Ratio Rank
IEZ Martin Ratio Rank: 9292
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. IEZ - 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 U.S. Oil Equipment & Services ETF (IEZ). 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.


IBDRIEZDifference
Sharpe ratioReturn per unit of total volatility

+3.92

Sortino ratioReturn per unit of downside risk

+10.88

Omega ratioGain probability vs. loss probability

3.40

1.46

+1.94

Calmar ratioReturn relative to maximum drawdown

53.28

8.29

+44.99

Martin ratioReturn relative to average drawdown

185.24

22.60

+162.63

IBDR vs. IEZ - Sharpe Ratio Comparison

The current IBDR Sharpe Ratio is 6.93, which is higher than the IEZ Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of IBDR and IEZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IBDRIEZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.93

3.00

+3.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.38

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

-0.04

+0.65

Drawdowns

IBDR vs. IEZ - Drawdown Comparison

The maximum IBDR drawdown since its inception was -16.06%, smaller than the maximum IEZ drawdown of -92.52%. Use the drawdown chart below to compare losses from any high point for IBDR and IEZ.


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Drawdown Indicators


IBDRIEZDifference

Max Drawdown

Largest peak-to-trough decline

-16.06%

-92.52%

+76.46%

Max Drawdown (1Y)

Largest decline over 1 year

-0.08%

-10.32%

+10.24%

Max Drawdown (3Y)

Largest decline over 3 years

-1.08%

-40.25%

+39.17%

Max Drawdown (5Y)

Largest decline over 5 years

-13.13%

-40.25%

+27.12%

Max Drawdown (10Y)

Largest decline over 10 years

-88.29%

Current Drawdown

Current decline from peak

-0.04%

-51.21%

+51.17%

Average Drawdown

Average peak-to-trough decline

-2.84%

-48.26%

+45.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

3.78%

-3.76%

Volatility

IBDR vs. IEZ - Volatility Comparison

The current volatility for iShares iBonds Dec 2026 Term Corporate ETF (IBDR) is 0.15%, while iShares U.S. Oil Equipment & Services ETF (IEZ) has a volatility of 7.95%. This indicates that IBDR experiences smaller price fluctuations and is considered to be less risky than IEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBDRIEZDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

7.95%

-7.80%

Volatility (6M)

Calculated over the trailing 6-month period

0.34%

20.11%

-19.77%

Volatility (1Y)

Calculated over the trailing 1-year period

0.64%

28.62%

-27.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.40%

36.35%

-32.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

41.56%

-36.70%

IBDR vs. IEZ - Expense Ratio Comparison

IBDR has a 0.10% expense ratio, which is lower than IEZ's 0.42% expense ratio.


Dividends

IBDR vs. IEZ - Dividend Comparison

IBDR's dividend yield for the trailing twelve months is around 4.13%, more than IEZ's 1.18% yield.


PositionTTM20252024202320222021202020192018201720162015
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
4.13%4.20%4.13%3.41%2.44%2.11%2.61%3.25%3.56%3.22%0.86%0.00%
IEZ
iShares U.S. Oil Equipment & Services ETF
1.18%1.87%1.76%0.97%0.65%1.20%2.07%2.28%1.81%3.42%0.91%2.40%

Frequently Asked Questions


IBDR and IEZ have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEZ has higher volatility (7.95%) compared to IBDR (0.15%). In terms of maximum drawdown, IBDR dropped -16.06% vs IEZ's -92.52%.

On 5-year performance, IEZ leads with 13.91% vs 1.50% for IBDR. On fees, IBDR is cheaper at 0.10% per year. On volatility, IBDR has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IEZ has performed better with a 13.91% return vs 1.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBDR is cheaper with a 0.10% expense ratio, compared with 0.42% for IEZ.

IBDR has the higher dividend yield at 4.13%, compared with 1.18% for IEZ.

IBDR is categorized as Corporate Bonds, while IEZ is Energy Equities. IBDR tracks Barclays December 2026 Maturity Corporate Index, while IEZ tracks Dow Jones U.S. Select Oil Equipment & Services Index. Their fees differ too: 0.10% for IBDR and 0.42% for IEZ.

IBDR currently has the higher Sharpe Ratio (6.93 vs 3.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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