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IBDR vs. SPHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBDR vs. SPHY - Performance Comparison

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

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IBDR vs. SPHY - 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%
SPHY
SPDR Portfolio High Yield Bond ETF
-0.32%8.59%8.54%12.81%-10.57%5.61%6.65%13.16%-3.35%7.35%

Returns By Period

In the year-to-date period, IBDR achieves a 0.72% return, which is significantly higher than SPHY's -0.32% return.


IBDR

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

SPHY

1D
1.00%
1M
-1.02%
YTD
-0.32%
6M
0.94%
1Y
7.11%
3Y*
8.40%
5Y*
4.31%
10Y*
5.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBDR vs. SPHY - Expense Ratio Comparison

Both IBDR and SPHY 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%.


Return for Risk

IBDR vs. SPHY — 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

SPHY
SPHY Risk / Return Rank: 7979
Overall Rank
SPHY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPHY Sortino Ratio Rank: 7979
Sortino Ratio Rank
SPHY Omega Ratio Rank: 8282
Omega Ratio Rank
SPHY Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPHY Martin Ratio Rank: 8585
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. SPHY - Risk-Adjusted Trends Comparison

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


IBDRSPHYDifference

Sharpe ratio

Return per unit of total volatility

5.39

1.30

+4.09

Sortino ratio

Return per unit of downside risk

9.54

1.92

+7.62

Omega ratio

Gain probability vs. loss probability

2.66

1.31

+1.36

Calmar ratio

Return relative to maximum drawdown

11.93

1.76

+10.17

Martin ratio

Return relative to average drawdown

82.60

9.23

+73.37

IBDR vs. SPHY - Sharpe Ratio Comparison

The current IBDR Sharpe Ratio is 5.39, which is higher than the SPHY Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of IBDR and SPHY, 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


IBDRSPHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.39

1.30

+4.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.61

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.62

-0.02

Correlation

The correlation between IBDR and SPHY is 0.34, 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.


Dividends

IBDR vs. SPHY - Dividend Comparison

IBDR's dividend yield for the trailing twelve months is around 4.18%, less than SPHY's 7.39% 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%
SPHY
SPDR Portfolio High Yield Bond ETF
7.39%7.38%7.80%7.30%6.47%5.13%5.63%5.73%4.09%4.41%4.27%4.29%

Drawdowns

IBDR vs. SPHY - Drawdown Comparison

The maximum IBDR drawdown since its inception was -16.06%, smaller than the maximum SPHY drawdown of -21.97%. Use the drawdown chart below to compare losses from any high point for IBDR and SPHY.


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Drawdown Indicators


IBDRSPHYDifference

Max Drawdown

Largest peak-to-trough decline

-16.06%

-21.97%

+5.91%

Max Drawdown (1Y)

Largest decline over 1 year

-0.37%

-4.07%

+3.70%

Max Drawdown (5Y)

Largest decline over 5 years

-13.13%

-15.29%

+2.16%

Max Drawdown (10Y)

Largest decline over 10 years

-21.97%

Current Drawdown

Current decline from peak

0.00%

-1.31%

+1.31%

Average Drawdown

Average peak-to-trough decline

-2.89%

-2.32%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.78%

-0.73%

Volatility

IBDR vs. SPHY - Volatility Comparison

The current volatility for iShares iBonds Dec 2026 Term Corporate ETF (IBDR) is 0.15%, while SPDR Portfolio High Yield Bond ETF (SPHY) has a volatility of 2.23%. This indicates that IBDR experiences smaller price fluctuations and is considered to be less risky than SPHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBDRSPHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

2.23%

-2.08%

Volatility (6M)

Calculated over the trailing 6-month period

0.38%

2.87%

-2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

0.82%

5.49%

-4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.43%

7.15%

-3.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

7.97%

-3.06%