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IBDT vs. VCLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDT vs. VCLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2028 Term Corporate ETF (IBDT) and Vanguard Long-Term Corporate Bond ETF (VCLT). 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 0.78% return, which is significantly lower than VCLT's 0.99% return.


IBDT

1D
-0.06%
1M
0.27%
YTD
0.78%
6M
1.15%
1Y
4.55%
3Y*
5.51%
5Y*
1.39%
10Y*

VCLT

1D
-0.35%
1M
1.49%
YTD
0.99%
6M
-0.04%
1Y
7.69%
3Y*
4.34%
5Y*
-1.78%
10Y*
2.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDT vs. VCLT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IBDT
iShares iBonds Dec 2028 Term Corporate ETF
0.78%7.02%3.97%7.72%-11.42%-1.90%9.62%15.15%1.19%
VCLT
Vanguard Long-Term Corporate Bond ETF
0.99%7.18%-1.90%11.17%-25.50%-1.73%13.27%23.89%-1.18%

Correlation

The correlation between IBDT and VCLT is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.79

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

0.81

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2018

0.77

The correlation between IBDT and VCLT shifts across timeframes, from 0.69 (1 year) to 0.81 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBDT vs. VCLT — Risk / Return Rank

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

IBDT
IBDT Risk / Return Rank: 8888
Overall Rank
IBDT Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IBDT Sortino Ratio Rank: 9292
Sortino Ratio Rank
IBDT Omega Ratio Rank: 9090
Omega Ratio Rank
IBDT Calmar Ratio Rank: 8383
Calmar Ratio Rank
IBDT Martin Ratio Rank: 8989
Martin Ratio Rank

VCLT
VCLT Risk / Return Rank: 2727
Overall Rank
VCLT Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2626
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2525
Omega Ratio Rank
VCLT Calmar Ratio Rank: 3030
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2626
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. VCLT - Risk-Adjusted Trends Comparison

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


IBDTVCLTDifference
Sharpe ratioReturn per unit of total volatility

+1.84

Sortino ratioReturn per unit of downside risk

+3.08

Omega ratioGain probability vs. loss probability

1.59

1.17

+0.42

Calmar ratioReturn relative to maximum drawdown

4.44

1.47

+2.97

Martin ratioReturn relative to average drawdown

20.21

3.62

+16.58

IBDT vs. VCLT - Sharpe Ratio Comparison

The current IBDT Sharpe Ratio is 2.81, which is higher than the VCLT Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of IBDT and VCLT, 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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Sharpe Ratios by Period


IBDTVCLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

0.97

+1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

-0.14

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.39

+0.22

Drawdowns

IBDT vs. VCLT - Drawdown Comparison

The maximum IBDT drawdown since its inception was -17.79%, smaller than the maximum VCLT drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for IBDT and VCLT.


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Drawdown Indicators


IBDTVCLTDifference

Max Drawdown

Largest peak-to-trough decline

-17.79%

-34.31%

+16.52%

Max Drawdown (1Y)

Largest decline over 1 year

-1.03%

-5.25%

+4.22%

Max Drawdown (3Y)

Largest decline over 3 years

-3.19%

-13.03%

+9.84%

Max Drawdown (5Y)

Largest decline over 5 years

-17.68%

-34.31%

+16.63%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

Current Drawdown

Current decline from peak

-0.09%

-14.36%

+14.27%

Average Drawdown

Average peak-to-trough decline

-4.16%

-8.16%

+4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

2.13%

-1.90%

Volatility

IBDT vs. VCLT - Volatility Comparison

The current volatility for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) is 0.34%, while Vanguard Long-Term Corporate Bond ETF (VCLT) has a volatility of 2.31%. This indicates that IBDT experiences smaller price fluctuations and is considered to be less risky than VCLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBDTVCLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

2.31%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

1.04%

5.75%

-4.71%

Volatility (1Y)

Calculated over the trailing 1-year period

1.62%

7.92%

-6.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.07%

12.78%

-7.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.37%

12.84%

-6.47%

IBDT vs. VCLT - Expense Ratio Comparison

IBDT has a 0.10% expense ratio, which is higher than VCLT's 0.04% expense ratio. However, 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. VCLT - Dividend Comparison

IBDT's dividend yield for the trailing twelve months is around 4.55%, less than VCLT's 5.55% yield.


PositionTTM20252024202320222021202020192018201720162015
IBDT
iShares iBonds Dec 2028 Term Corporate ETF
4.55%4.56%4.67%4.10%3.25%2.45%2.80%3.32%1.47%0.00%0.00%0.00%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.55%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%

Frequently Asked Questions


IBDT and VCLT have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCLT has higher volatility (2.31%) compared to IBDT (0.34%). In terms of maximum drawdown, IBDT dropped -17.79% vs VCLT's -34.31%.

On 5-year performance, IBDT leads with 1.39% vs -1.78% for VCLT. On fees, VCLT is cheaper at 0.04% per year. On volatility, IBDT has been the lower-risk option at 0.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IBDT has performed better with a 1.39% return vs -1.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCLT is cheaper with a 0.04% expense ratio, compared with 0.10% for IBDT.

VCLT has the higher dividend yield at 5.55%, compared with 4.55% for IBDT.

IBDT tracks Bloomberg December 2028 Maturity Corporate Index, while VCLT tracks Barclays U.S. 10+ Year Corporate Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for IBDT and 0.04% for VCLT.

IBDT currently has the higher Sharpe Ratio (2.81 vs 0.97), 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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