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IBDT vs. IBKR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IBDT vs. IBKR

Last updated Jun 14, 2026

IBDT (iShares iBonds Dec 2028 Term Corporate ETF) is Corporate Bonds fund tracking the Bloomberg December 2028 Maturity Corporate Index, while IBKR (Interactive Brokers Group, Inc.) is a stock. Over the past 5 years, IBDT returned 1.25%/yr vs 41.64%/yr for IBKR. At a correlation of -0.08, they often move in opposite directions.

Performance

IBDT vs. IBKR - Performance Comparison

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

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Returns By Period

In the year-to-date period, IBDT achieves a 0.92% return, which is significantly lower than IBKR's 41.50% return.

IBDT

1D
0.02%
1M
0.45%
YTD
0.92%
6M
1.33%
1Y
4.61%
3Y*
5.76%
5Y*
1.25%
10Y*
—

IBKR

1D
2.23%
1M
4.48%
YTD
41.50%
6M
41.85%
1Y
80.51%
3Y*
67.33%
5Y*
41.64%
10Y*
26.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDT vs. IBKR - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
IBDT
iShares iBonds Dec 2028 Term Corporate ETF		0.92%7.02%3.97%7.72%-11.42%-1.90%9.62%15.15%1.47%
IBKR
Interactive Brokers Group, Inc.		41.50%46.37%114.43%15.14%-8.35%31.12%31.71%-14.01%-5.98%

Correlation

The correlation between IBDT and IBKR is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.14

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

-0.11

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

-0.08

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2018

-0.08

The correlation between IBDT and IBKR shifts across timeframes, from -0.11 (3 years) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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 2028 Term Corporate ETF

Interactive Brokers Group, Inc.

Often compared with IBDT:
IBDT vs. BSCSIBDT vs. BSCTIBDT vs. ERNA.LIBDT vs. DODIXIBDT vs. IBDUIBDT vs. SGOVIBDT vs. IBDR
Often compared with IBKR:
IBKR vs. VOOIBKR vs. SCHWIBKR vs. BRK-BIBKR vs. SPYIBKR vs. QQQIBKR vs. SCHDIBKR vs. QQQM

Return for Risk

IBDT vs. IBKR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IBDT
IBDT Risk / Return Rank: 9292
Overall Rank
IBDT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IBDT Sortino Ratio Rank: 9494
Sortino Ratio Rank
IBDT Omega Ratio Rank: 9393
Omega Ratio Rank
IBDT Calmar Ratio Rank: 8787
Calmar Ratio Rank
IBDT Martin Ratio Rank: 9292
Martin Ratio Rank
IBKR
IBKR Risk / Return Rank: 8888
Overall Rank
IBKR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IBKR Sortino Ratio Rank: 8686
Sortino Ratio Rank
IBKR Omega Ratio Rank: 8484
Omega Ratio Rank
IBKR Calmar Ratio Rank: 9090
Calmar Ratio Rank
IBKR Martin Ratio Rank: 8989
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.

IBDT vs. IBKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) and Interactive Brokers Group, Inc. (IBKR). 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.

IBDTIBKRDifference
Sharpe ratioReturn per unit of total volatility
2.81
2.08

+0.72

Sortino ratioReturn per unit of downside risk
4.51
2.67

+1.84

Omega ratioGain probability vs. loss probability

1.59

1.33

+0.26

Calmar ratioReturn relative to maximum drawdown

4.38

4.20

+0.18

Martin ratioReturn relative to average drawdown

20.12

10.65

+9.47

IBDT vs. IBKR - Sharpe Ratio Comparison

The current IBDT Sharpe Ratio is 2.81, which is higher than the IBKR Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of IBDT and IBKR, 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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Drawdowns

IBDT vs. IBKR - Drawdown Comparison

The maximum IBDT drawdown since its inception was -17.79%, smaller than the maximum IBKR drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for IBDT and IBKR.

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Drawdown Indicators

IBDTIBKRDifference

Max Drawdown

Largest peak-to-trough decline

-17.79%

-63.66%

+45.87%

Max Drawdown (1Y)

Largest decline over 1 year

-1.03%

-18.70%

+17.67%

Max Drawdown (3Y)

Largest decline over 3 years

-3.19%

-38.66%

+35.47%

Max Drawdown (5Y)

Largest decline over 5 years

-17.68%

-38.66%

+20.98%

Max Drawdown (10Y)

Largest decline over 10 years

—

-55.09%

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.15%

-24.85%

+20.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

7.35%

-7.13%

Volatility

IBDT vs. IBKR - Volatility Comparison

The current volatility for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) is 0.44%, while Interactive Brokers Group, Inc. (IBKR) has a volatility of 11.31%. This indicates that IBDT experiences smaller price fluctuations and is considered to be less risky than IBKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IBDTIBKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

11.31%

-10.87%

Volatility (6M)

Calculated over the trailing 6-month period

1.07%

27.82%

-26.75%

Volatility (1Y)

Calculated over the trailing 1-year period

1.61%

37.67%

-36.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.07%

34.50%

-29.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.36%

33.37%

-27.01%

Dividends

IBDT vs. IBKR - Dividend Comparison

IBDT's dividend yield for the trailing twelve months is around 4.54%, more than IBKR's 0.36% yield.

PositionTTM20252024202320222021202020192018201720162015
IBDT
iShares iBonds Dec 2028 Term Corporate ETF		4.54%4.56%4.67%4.10%3.25%2.45%2.80%3.32%1.47%0.00%0.00%0.00%
IBKR
Interactive Brokers Group, Inc.		0.36%0.47%0.48%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%

Frequently Asked Questions

IBDT and IBKR have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBKR has higher volatility (11.31%) compared to IBDT (0.44%). In terms of maximum drawdown, IBDT dropped -17.79% vs IBKR's -63.66%.

IBDT currently has the higher Sharpe Ratio (2.81 vs 2.08), 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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