PortfoliosLab logo
IBDT vs. IBDQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBDT and IBDQ is 0.20, 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.


Performance

IBDT vs. IBDQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2028 Term Corporate ETF (IBDT) and iShares iBonds Dec 2025 Term Corporate ETF (IBDQ). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

IBDT:

2.14%

IBDQ:

0.52%

Max Drawdown

IBDT:

-0.20%

IBDQ:

0.00%

Current Drawdown

IBDT:

-0.20%

IBDQ:

0.00%

Returns By Period


IBDT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IBDQ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


IBDT vs. IBDQ - Expense Ratio Comparison

Both IBDT and IBDQ 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%.


Risk-Adjusted Performance

IBDT vs. IBDQ — Risk-Adjusted Performance Rank

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

IBDT
The Risk-Adjusted Performance Rank of IBDT is 9393
Overall Rank
The Sharpe Ratio Rank of IBDT is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of IBDT is 9797
Sortino Ratio Rank
The Omega Ratio Rank of IBDT is 9696
Omega Ratio Rank
The Calmar Ratio Rank of IBDT is 8282
Calmar Ratio Rank
The Martin Ratio Rank of IBDT is 9494
Martin Ratio Rank

IBDQ
The Risk-Adjusted Performance Rank of IBDQ is 9999
Overall Rank
The Sharpe Ratio Rank of IBDQ is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of IBDQ is 9999
Sortino Ratio Rank
The Omega Ratio Rank of IBDQ is 9999
Omega Ratio Rank
The Calmar Ratio Rank of IBDQ is 9797
Calmar Ratio Rank
The Martin Ratio Rank of IBDQ is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBDT vs. IBDQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) and iShares iBonds Dec 2025 Term Corporate ETF (IBDQ). 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.



Loading data...

Dividends

IBDT vs. IBDQ - Dividend Comparison

IBDT's dividend yield for the trailing twelve months is around 4.62%, more than IBDQ's 3.91% yield.


TTM2024202320222021202020192018201720162015
IBDT
iShares iBonds Dec 2028 Term Corporate ETF
4.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBDQ
iShares iBonds Dec 2025 Term Corporate ETF
3.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IBDT vs. IBDQ - Drawdown Comparison

The maximum IBDT drawdown since its inception was -0.20%, which is greater than IBDQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IBDT and IBDQ. For additional features, visit the drawdowns tool.


Loading data...

Volatility

IBDT vs. IBDQ - Volatility Comparison


Loading data...