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IBDR vs. IGIB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IBDR vs. IGIB

Last updated Apr 1, 2026

Compare and contrast key facts about iShares iBonds Dec 2026 Term Corporate ETF (IBDR) and iShares Intermediate-Term Corporate Bond ETF (IGIB).

IBDR and IGIB 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. IGIB is a passively managed fund by iShares that tracks the performance of the Bloomberg Barclays U.S. Intermediate Credit Index. It was launched on Jan 11, 2007. Both IBDR and IGIB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IBDR vs. IGIB - 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 Intermediate-Term Corporate Bond ETF (IGIB). The values are adjusted to include any dividend payments, if applicable.

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IBDR vs. IGIB - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IBDR
iShares iBonds Dec 2026 Term Corporate ETF		0.72%4.99%4.98%5.96%-8.28%-1.79%8.88%14.81%-2.80%5.96%
IGIB
iShares Intermediate-Term Corporate Bond ETF		-0.45%9.58%3.49%9.22%-14.00%-1.66%9.64%14.60%-0.71%3.50%

Returns By Period

In the year-to-date period, IBDR achieves a 0.72% return, which is significantly higher than IGIB's -0.45% return.

IBDR

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

IGIB

1D
0.55%
1M
-1.98%
YTD
-0.45%
6M
0.74%
1Y
6.18%
3Y*
5.78%
5Y*
1.57%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares iBonds Dec 2026 Term Corporate ETF

iShares Intermediate-Term Corporate Bond ETF

Often compared with IBDR:
IBDR vs. IBHFIBDR vs. IBDQIBDR vs. IBDUIBDR vs. FXNAXIBDR vs. SGOVIBDR vs. BSCQIBDR vs. FBNDX
Often compared with IGIB:
IGIB vs. VCITIGIB vs. IGSBIGIB vs. USIGIGIB vs. LQDIGIB vs. VGITIGIB vs. AGGIGIB vs. BND

IBDR vs. IGIB - Expense Ratio Comparison

IBDR has a 0.10% expense ratio, which is higher than IGIB's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

IBDR
iShares iBonds Dec 2026 Term Corporate ETF
IGIB
iShares Intermediate-Term Corporate Bond ETF

Return for Risk

IBDR vs. IGIB — 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
IGIB
IGIB Risk / Return Rank: 7474
Overall Rank
IGIB Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 7474
Sortino Ratio Rank
IGIB Omega Ratio Rank: 6868
Omega Ratio Rank
IGIB Calmar Ratio Rank: 8181
Calmar Ratio Rank
IGIB Martin Ratio Rank: 7676
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. IGIB - 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 Intermediate-Term Corporate Bond ETF (IGIB). 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.

IBDRIGIBDifference

Sharpe ratio

Return per unit of total volatility

5.39

1.29

+4.11

Sortino ratio

Return per unit of downside risk

9.54

1.79

+7.75

Omega ratio

Gain probability vs. loss probability

2.66

1.24

+1.42

Calmar ratio

Return relative to maximum drawdown

11.93

2.11

+9.83

Martin ratio

Return relative to average drawdown

82.60

7.55

+75.06

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. IGIB - Sharpe Ratio Comparison

The current IBDR Sharpe Ratio is 5.39, which is higher than the IGIB Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of IBDR and IGIB, 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

IBDRIGIBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.39

1.29

+4.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.24

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.51

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.69

-0.09

Correlation

The correlation between IBDR and IGIB is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

IBDR vs. IGIB - Dividend Comparison

IBDR's dividend yield for the trailing twelve months is around 4.18%, less than IGIB's 4.70% yield.

TTM20252024202320222021202020192018201720162015
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%0.00%
IGIB
iShares Intermediate-Term Corporate Bond ETF		4.70%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%

Drawdowns

IBDR vs. IGIB - Drawdown Comparison

The maximum IBDR drawdown since its inception was -16.06%, smaller than the maximum IGIB drawdown of -20.62%. Use the drawdown chart below to compare losses from any high point for IBDR and IGIB.

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Drawdown Indicators

IBDRIGIBDifference

Max Drawdown

Largest peak-to-trough decline

-16.06%

-20.62%

+4.56%

Max Drawdown (1Y)

Largest decline over 1 year

-0.37%

-3.01%

+2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-13.13%

-20.62%

+7.49%

Max Drawdown (10Y)

Largest decline over 10 years

—

-20.62%

—

Current Drawdown

Current decline from peak

0.00%

-1.98%

+1.98%

Average Drawdown

Average peak-to-trough decline

-2.89%

-2.59%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.84%

-0.79%

Volatility

IBDR vs. IGIB - Volatility Comparison

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

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Volatility by Period

IBDRIGIBDifference

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%

2.91%

-2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

0.82%

4.83%

-4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.43%

6.55%

-3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

6.04%

-1.13%