IBDT vs. TDG
IBDT (iShares iBonds Dec 2028 Term Corporate ETF) is Corporate Bonds fund tracking the Bloomberg December 2028 Maturity Corporate Index, while TDG (TransDigm Group Incorporated) is a stock. Over the past 5 years, IBDT returned 1.25%/yr vs 17.95%/yr for TDG. At a 0.12 correlation, their price movements are largely independent.
Performance
IBDT vs. TDG - 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 TDG's -5.55% return.
IBDT
- 1D
- 0.02%
- 1M
- 0.45%
- YTD
- 0.92%
- 6M
- 1.33%
- 1Y
- 4.61%
- 3Y*
- 5.76%
- 5Y*
- 1.25%
- 10Y*
- —
TDG
- 1D
- -0.12%
- 1M
- 9.32%
- YTD
- -5.55%
- 6M
- -2.98%
- 1Y
- -6.75%
- 3Y*
- 22.32%
- 5Y*
- 17.95%
- 10Y*
- 22.72%
IBDT vs. TDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
TDG TransDigm Group Incorporated | -5.55% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | -7.89% |
Correlation
The correlation between IBDT and TDG is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2018 | 0.12 |
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Return for Risk
IBDT vs. TDG — Risk / Return Rank
IBDT
TDG
IBDT vs. TDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) and TransDigm Group Incorporated (TDG). 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 | TDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.04 | ||
| Sortino ratioReturn per unit of downside risk | +4.63 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 0.98 | +0.60 |
| Calmar ratioReturn relative to maximum drawdown | 4.38 | -0.26 | +4.64 |
| Martin ratioReturn relative to average drawdown | 20.12 | -0.44 | +20.56 |
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Drawdowns
IBDT vs. TDG - Drawdown Comparison
The maximum IBDT drawdown since its inception was -17.79%, smaller than the maximum TDG drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for IBDT and TDG.
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Drawdown Indicators
| IBDT | TDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.79% | -62.64% | +44.85% |
Max Drawdown (1Y)Largest decline over 1 year | -1.03% | -25.30% | +24.27% |
Max Drawdown (3Y)Largest decline over 3 years | -3.19% | -25.30% | +22.11% |
Max Drawdown (5Y)Largest decline over 5 years | -17.68% | -25.30% | +7.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.64% | — |
Current DrawdownCurrent decline from peak | 0.00% | -17.18% | +17.18% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -7.95% | +3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.22% | 14.75% | -14.53% |
Volatility
IBDT vs. TDG - Volatility Comparison
The current volatility for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) is 0.44%, while TransDigm Group Incorporated (TDG) has a volatility of 9.84%. This indicates that IBDT experiences smaller price fluctuations and is considered to be less risky than TDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBDT | TDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.44% | 9.84% | -9.40% |
Volatility (6M)Calculated over the trailing 6-month period | 1.07% | 21.88% | -20.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.61% | 28.32% | -26.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.07% | 27.96% | -22.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.36% | 33.83% | -27.47% |
Dividends
IBDT vs. TDG - Dividend Comparison
IBDT's dividend yield for the trailing twelve months is around 4.54%, less than TDG's 7.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TDG TransDigm Group Incorporated | 7.17% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% |
Frequently Asked Questions
IBDT and TDG have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDG has higher volatility (9.84%) compared to IBDT (0.44%). In terms of maximum drawdown, IBDT dropped -17.79% vs TDG's -62.64%.
IBDT currently has the higher Sharpe Ratio (2.81 vs -0.23), 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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