PortfoliosLab logoPortfoliosLab logo
IBDT vs. PULS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDT vs. PULS - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IBDT achieves a 0.92% return, which is significantly lower than PULS's 1.88% return.


IBDT

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

PULS

1D
0.04%
1M
0.38%
YTD
1.88%
6M
2.10%
1Y
4.67%
3Y*
5.59%
5Y*
4.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDT vs. PULS - 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%
PULS
PGIM Ultra Short Bond ETF
1.88%4.97%6.12%6.26%1.52%0.48%1.47%2.97%0.49%

Correlation

The correlation between IBDT and PULS is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.44

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

0.39

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

0.30

The correlation between IBDT and PULS shifts across timeframes, from 0.30 (all time) to 0.44 (3 years), 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.


Return for Risk

IBDT vs. PULS — 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

PULS
PULS Risk / Return Rank: 9999
Overall Rank
PULS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
PULS Sortino Ratio Rank: 9999
Sortino Ratio Rank
PULS Omega Ratio Rank: 9999
Omega Ratio Rank
PULS Calmar Ratio Rank: 9999
Calmar Ratio Rank
PULS Martin Ratio Rank: 9999
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. PULS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) and PGIM Ultra Short Bond ETF (PULS). 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.


IBDTPULSDifference
Sharpe ratioReturn per unit of total volatility

-8.60

Sortino ratioReturn per unit of downside risk

-28.40

Omega ratioGain probability vs. loss probability

1.59

7.59

-6.00

Calmar ratioReturn relative to maximum drawdown

4.38

52.47

-48.09

Martin ratioReturn relative to average drawdown

20.12

317.38

-297.26

IBDT vs. PULS - Sharpe Ratio Comparison

The current IBDT Sharpe Ratio is 2.81, which is lower than the PULS Sharpe Ratio of 11.41. The chart below compares the historical Sharpe Ratios of IBDT and PULS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IBDT vs. PULS - Drawdown Comparison

The maximum IBDT drawdown since its inception was -17.79%, which is greater than PULS's maximum drawdown of -5.85%. Use the drawdown chart below to compare losses from any high point for IBDT and PULS.


Loading charts...

Drawdown Indicators


IBDTPULSDifference

Max Drawdown

Largest peak-to-trough decline

-17.79%

-5.85%

-11.94%

Max Drawdown (1Y)

Largest decline over 1 year

-1.03%

-0.09%

-0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-3.19%

-0.34%

-2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-17.68%

-0.79%

-16.89%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.15%

-0.09%

-4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.01%

+0.21%

Volatility

IBDT vs. PULS - Volatility Comparison

iShares iBonds Dec 2028 Term Corporate ETF (IBDT) has a higher volatility of 0.44% compared to PGIM Ultra Short Bond ETF (PULS) at 0.11%. This indicates that IBDT's price experiences larger fluctuations and is considered to be riskier than PULS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IBDTPULSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

0.11%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

1.07%

0.30%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

1.61%

0.41%

+1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.07%

0.70%

+4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.36%

1.33%

+5.03%

IBDT vs. PULS - Expense Ratio Comparison

IBDT has a 0.10% expense ratio, which is lower than PULS's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBDT vs. PULS - Dividend Comparison

IBDT's dividend yield for the trailing twelve months is around 4.54%, which matches PULS's 4.57% yield.


PositionTTM20252024202320222021202020192018
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%
PULS
PGIM Ultra Short Bond ETF
4.57%4.78%5.62%5.48%2.30%1.19%1.85%2.69%1.87%

Frequently Asked Questions


IBDT and PULS have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBDT has higher volatility (0.44%) compared to PULS (0.11%). In terms of maximum drawdown, IBDT dropped -17.79% vs PULS's -5.85%.

On 5-year performance, PULS leads with 4.14% vs 1.25% for IBDT. On fees, IBDT is cheaper at 0.10% per year. On volatility, PULS has been the lower-risk option at 0.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PULS has performed better with a 4.14% return vs 1.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBDT is cheaper with a 0.10% expense ratio, compared with 0.15% for PULS.

PULS has the higher dividend yield at 4.57%, compared with 4.54% for IBDT.

IBDT is categorized as Corporate Bonds, while PULS is Ultrashort Bond. They also come from different issuers: iShares and PGIM. Their fees differ too: 0.10% for IBDT and 0.15% for PULS.

PULS currently has the higher Sharpe Ratio (11.41 vs 2.81), 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

Find the right allocation for IBDT and PULS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer