IBDT vs. DUOL
IBDT (iShares iBonds Dec 2028 Term Corporate ETF) is Corporate Bonds fund tracking the Bloomberg December 2028 Maturity Corporate Index, while DUOL (Duolingo, Inc.) is a stock. Over the past 3 years, IBDT returned 5.49%/yr vs -3.98%/yr for DUOL. At a 0.10 correlation, their price movements are largely independent.
Performance
IBDT vs. DUOL - Performance Comparison
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Returns By Period
In the year-to-date period, IBDT achieves a 0.92% return, which is significantly higher than DUOL's -24.59% return.
IBDT
- 1D
- -0.08%
- 1M
- 0.00%
- 6M
- 0.94%
- YTD
- 0.92%
- 1Y
- 4.00%
- 3Y*
- 5.49%
- 5Y*
- 1.11%
- 10Y*
- —
DUOL
- 1D
- 6.08%
- 1M
- 7.92%
- 6M
- -18.18%
- YTD
- -24.59%
- 1Y
- -64.31%
- 3Y*
- -3.98%
- 5Y*
- —
- 10Y*
- —
IBDT vs. DUOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IBDT iShares iBonds Dec 2028 Term Corporate ETF | 0.92% | 7.02% | 3.97% | 7.72% | -11.42% | -1.92% |
DUOL Duolingo, Inc. | -24.59% | -45.87% | 42.93% | 218.92% | -32.97% | -24.96% |
Correlation
The correlation between IBDT and DUOL is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2021 | 0.10 |
The correlation between IBDT and DUOL shifts across timeframes, from -0.07 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IBDT vs. DUOL — Risk / Return Rank
IBDT
DUOL
IBDT vs. DUOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) and Duolingo, Inc. (DUOL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IBDT | DUOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.55 | ||
| Sortino ratioReturn per unit of downside risk | +5.60 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 0.80 | +0.73 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | -0.84 | +4.74 |
| Martin ratioReturn relative to average drawdown | 18.03 | -1.15 | +19.18 |
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Drawdowns
IBDT vs. DUOL - Drawdown Comparison
The maximum IBDT drawdown since its inception was -17.79%, smaller than the maximum DUOL drawdown of -83.35%. Use the drawdown chart below to compare losses from any high point for IBDT and DUOL.
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Drawdown Indicators
| IBDT | DUOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.79% | -83.35% | +65.56% |
Max Drawdown (1Y)Largest decline over 1 year | -1.03% | -76.96% | +75.93% |
Max Drawdown (3Y)Largest decline over 3 years | -3.11% | -83.35% | +80.24% |
Max Drawdown (5Y)Largest decline over 5 years | -17.68% | — | — |
Current DrawdownCurrent decline from peak | -0.24% | -75.52% | +75.28% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -36.38% | +32.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.22% | 55.70% | -55.48% |
Volatility
IBDT vs. DUOL - Volatility Comparison
The current volatility for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) is 0.45%, while Duolingo, Inc. (DUOL) has a volatility of 17.27%. This indicates that IBDT experiences smaller price fluctuations and is considered to be less risky than DUOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBDT | DUOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.45% | 17.27% | -16.82% |
Volatility (6M)Calculated over the trailing 6-month period | 1.12% | 43.30% | -42.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.58% | 64.44% | -62.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.05% | 66.13% | -61.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.33% | 66.13% | -59.80% |
Dividends
IBDT vs. DUOL - Dividend Comparison
IBDT's dividend yield for the trailing twelve months is around 4.53%, while DUOL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DUOL Duolingo, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBDT iShares iBonds Dec 2028 Term Corporate ETF | 4.53% | 4.56% | 4.67% | 4.10% | 3.25% | 2.45% | 2.80% | 3.32% | 1.47% |
Frequently Asked Questions
IBDT and DUOL have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUOL has higher volatility (17.27%) compared to IBDT (0.45%). In terms of maximum drawdown, IBDT dropped -17.79% vs DUOL's -83.35%.
IBDT currently has the higher Sharpe Ratio (2.55 vs -1.00), 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.
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