IBDU vs. BTC-USD
IBDU (iShares iBonds Dec 2029 Term Corporate ETF) is Corporate Bonds fund tracking the Bloomberg December 2029 Maturity Corporate Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 5 years, IBDU returned 1.16%/yr vs 10.82%/yr for BTC-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
IBDU vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, IBDU achieves a 0.41% return, which is significantly higher than BTC-USD's -28.54% return.
IBDU
- 1D
- 0.04%
- 1M
- -0.23%
- YTD
- 0.41%
- 6M
- 1.01%
- 1Y
- 4.99%
- 3Y*
- 5.81%
- 5Y*
- 1.16%
- 10Y*
- —
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
IBDU vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IBDU iShares iBonds Dec 2029 Term Corporate ETF | 0.41% | 7.59% | 3.62% | 8.67% | -13.04% | -2.05% | 10.38% | 2.35% |
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | -29.44% |
Correlation
The correlation between IBDU and BTC-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2019 | 0.05 |
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Return for Risk
IBDU vs. BTC-USD — Risk / Return Rank
IBDU
BTC-USD
IBDU vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2029 Term Corporate ETF (IBDU) and Bitcoin (BTC-USD). 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.
| IBDU | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.22 | ||
| Sortino ratioReturn per unit of downside risk | +4.92 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 0.86 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | -0.80 | +3.96 |
| Martin ratioReturn relative to average drawdown | 11.84 | -1.42 | +13.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBDU | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | -0.95 | +3.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.20 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 1.13 | -0.81 |
Drawdowns
IBDU vs. BTC-USD - Drawdown Comparison
The maximum IBDU drawdown since its inception was -19.44%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for IBDU and BTC-USD.
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Drawdown Indicators
| IBDU | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.44% | -85.30% | +65.86% |
Max Drawdown (1Y)Largest decline over 1 year | -1.59% | -51.21% | +49.62% |
Max Drawdown (3Y)Largest decline over 3 years | -4.14% | -51.21% | +47.07% |
Max Drawdown (5Y)Largest decline over 5 years | -19.44% | -76.67% | +57.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -0.67% | -49.86% | +49.19% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -42.32% | +36.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 34.46% | -34.04% |
Volatility
IBDU vs. BTC-USD - Volatility Comparison
The current volatility for iShares iBonds Dec 2029 Term Corporate ETF (IBDU) is 0.58%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that IBDU experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBDU | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 11.59% | -11.01% |
Volatility (6M)Calculated over the trailing 6-month period | 1.52% | 34.53% | -33.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.21% | 35.67% | -33.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.72% | 44.95% | -39.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.31% | 56.71% | -49.40% |
Frequently Asked Questions
IBDU and BTC-USD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.59%) compared to IBDU (0.58%). In terms of maximum drawdown, IBDU dropped -19.44% vs BTC-USD's -85.30%.
IBDU currently has the higher Sharpe Ratio (2.27 vs -0.95), 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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