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IBDT vs. WRB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IBDT vs. WRB

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 WRB (W. R. Berkley Corporation) is a stock. Over the past 5 years, IBDT returned 1.25%/yr vs 17.90%/yr for WRB. At a 0.03 correlation, their price movements are largely independent.

Performance

IBDT vs. WRB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2028 Term Corporate ETF (IBDT) and W. R. Berkley Corporation (WRB). 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 higher than WRB's -2.51% return.

IBDT

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

WRB

1D
1.08%
1M
2.74%
YTD
-2.51%
6M
0.17%
1Y
-4.36%
3Y*
24.41%
5Y*
17.90%
10Y*
17.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDT vs. WRB - 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%
WRB
W. R. Berkley Corporation		-2.51%23.02%27.19%0.25%33.92%27.39%-3.14%43.80%-4.74%

Correlation

The correlation between IBDT and WRB is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.06

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

0.05

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

0.01

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

0.03

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

W. R. Berkley Corporation

Often compared with IBDT:
IBDT vs. BSCSIBDT vs. BSCTIBDT vs. ERNA.LIBDT vs. DODIXIBDT vs. IBDUIBDT vs. SGOVIBDT vs. IBDR
Often compared with WRB:
WRB vs. SPYWRB vs. BCCWRB vs. PCARWRB vs. QQQWRB vs. WMTWRB vs. NEEWRB vs. XLF

Return for Risk

IBDT vs. WRB — 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
WRB
WRB Risk / Return Rank: 3131
Overall Rank
WRB Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
WRB Sortino Ratio Rank: 2828
Sortino Ratio Rank
WRB Omega Ratio Rank: 2828
Omega Ratio Rank
WRB Calmar Ratio Rank: 3434
Calmar Ratio Rank
WRB Martin Ratio Rank: 3333
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. WRB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) and W. R. Berkley Corporation (WRB). 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.

IBDTWRBDifference
Sharpe ratioReturn per unit of total volatility
2.81
-0.24

+3.04

Sortino ratioReturn per unit of downside risk
4.51
-0.18

+4.69

Omega ratioGain probability vs. loss probability

1.59

0.98

+0.61

Calmar ratioReturn relative to maximum drawdown

4.38

-0.29

+4.66

Martin ratioReturn relative to average drawdown

20.12

-0.54

+20.66

IBDT vs. WRB - Sharpe Ratio Comparison

The current IBDT Sharpe Ratio is 2.81, which is higher than the WRB Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of IBDT and WRB, 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. WRB - Drawdown Comparison

The maximum IBDT drawdown since its inception was -17.79%, smaller than the maximum WRB drawdown of -69.33%. Use the drawdown chart below to compare losses from any high point for IBDT and WRB.

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Drawdown Indicators

IBDTWRBDifference

Max Drawdown

Largest peak-to-trough decline

-17.79%

-69.33%

+51.54%

Max Drawdown (1Y)

Largest decline over 1 year

-1.03%

-17.62%

+16.59%

Max Drawdown (3Y)

Largest decline over 3 years

-3.19%

-17.62%

+14.43%

Max Drawdown (5Y)

Largest decline over 5 years

-17.68%

-26.29%

+8.61%

Max Drawdown (10Y)

Largest decline over 10 years

—

-45.35%

—

Current Drawdown

Current decline from peak

0.00%

-11.49%

+11.49%

Average Drawdown

Average peak-to-trough decline

-4.15%

-14.58%

+10.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

9.29%

-9.07%

Volatility

IBDT vs. WRB - Volatility Comparison

The current volatility for iShares iBonds Dec 2028 Term Corporate ETF (IBDT) is 0.44%, while W. R. Berkley Corporation (WRB) has a volatility of 7.63%. This indicates that IBDT experiences smaller price fluctuations and is considered to be less risky than WRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IBDTWRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

7.63%

-7.19%

Volatility (6M)

Calculated over the trailing 6-month period

1.07%

15.08%

-14.01%

Volatility (1Y)

Calculated over the trailing 1-year period

1.61%

21.37%

-19.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.07%

22.83%

-17.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.36%

24.56%

-18.20%

Dividends

IBDT vs. WRB - Dividend Comparison

IBDT's dividend yield for the trailing twelve months is around 4.54%, more than WRB's 2.72% 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%
WRB
W. R. Berkley Corporation		2.72%2.64%2.39%2.73%1.22%2.44%0.71%2.43%2.83%2.16%2.27%0.86%

Frequently Asked Questions

IBDT and WRB have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WRB has higher volatility (7.63%) compared to IBDT (0.44%). In terms of maximum drawdown, IBDT dropped -17.79% vs WRB's -69.33%.

IBDT currently has the higher Sharpe Ratio (2.81 vs -0.24), 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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