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 1.07%/yr vs 18.68%/yr for TDG. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
IBDT vs. TDG - Performance Comparison
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Returns By Period
In the year-to-date period, IBDT achieves a 1.18% return, which is significantly higher than TDG's -5.68% return.
IBDT
- 1D
- -0.06%
- 1M
- 0.02%
- 6M
- 0.85%
- YTD
- 1.18%
- 1Y
- 3.43%
- 3Y*
- 5.62%
- 5Y*
- 1.07%
- 10Y*
- —
- ALL TIME*
- 3.89%
TDG
- 1D
- 0.36%
- 1M
- -6.98%
- 6M
- -12.13%
- YTD
- -5.68%
- 1Y
- -15.42%
- 3Y*
- 17.59%
- 5Y*
- 18.68%
- 10Y*
- 21.90%
- ALL TIME*
- 27.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $16.99M | $16.78M | $15.59M | |
| $415.00M | $410.74M | $481.88M |
IBDT vs. TDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IBDT iShares iBonds Dec 2028 Term Corporate ETF | 1.18% | 7.02% | 3.97% | 7.72% | -11.42% | -1.90% | 9.62% | 15.15% | 1.47% |
TDG TransDigm Group Incorporated | -5.68% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | -7.89% |
Correlation
The correlation between IBDT and TDG is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
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 | +3.06 | ||
| Sortino ratioReturn per unit of downside risk | +4.50 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 0.92 | +0.59 |
| Calmar ratioReturn relative to maximum drawdown | 3.85 | -0.68 | +4.52 |
| Martin ratioReturn relative to average drawdown | 17.60 | -1.09 | +18.70 |
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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% | -24.75% | +23.72% |
Max Drawdown (3Y)Largest decline over 3 years | -2.94% | -25.30% | +22.36% |
Max Drawdown (5Y)Largest decline over 5 years | -17.61% | -25.30% | +7.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.64% | — |
Current DrawdownCurrent decline from peak | -0.06% | -17.29% | +17.23% |
Average DrawdownAverage peak-to-trough decline | -4.08% | -8.00% | +3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.22% | 15.25% | -15.03% |
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 9.21%. 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% | 9.21% | -8.77% |
Volatility (6M)Calculated over the trailing 6-month period | 1.15% | 23.26% | -22.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.59% | 29.58% | -27.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.03% | 28.02% | -22.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.31% | 33.93% | -27.62% |
Dividends
IBDT vs. TDG - Dividend Comparison
IBDT's dividend yield for the trailing twelve months is around 4.52%, 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 | 4.14% | 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 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDG has higher volatility (9.21%) 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 (2.50 vs -0.57), 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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