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IBDU vs. VWCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDU vs. VWCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2029 Term Corporate ETF (IBDU) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBDU is traded in USD, while VWCE.DE is traded in EUR. To make them comparable, the VWCE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBDU achieves a 0.41% return, which is significantly lower than VWCE.DE's 9.05% return.


IBDU

1D
0.04%
1M
-0.23%
YTD
0.41%
6M
1.01%
1Y
4.99%
3Y*
5.81%
5Y*
1.16%
10Y*

VWCE.DE

1D
0.00%
1M
-0.03%
YTD
9.05%
6M
10.78%
1Y
25.62%
3Y*
20.03%
5Y*
10.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDU vs. VWCE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IBDU
iShares iBonds Dec 2029 Term Corporate ETF
0.41%7.59%3.62%8.67%-13.04%-2.05%10.38%2.35%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
9.05%23.23%17.30%21.91%-18.24%18.47%15.65%8.93%

Correlation

The correlation between IBDU and VWCE.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.22

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

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2019

0.18

The correlation between IBDU and VWCE.DE shifts across timeframes, from 0.18 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IBDU vs. VWCE.DE — Risk / Return Rank

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

IBDU
IBDU Risk / Return Rank: 7777
Overall Rank
IBDU Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IBDU Sortino Ratio Rank: 8787
Sortino Ratio Rank
IBDU Omega Ratio Rank: 8282
Omega Ratio Rank
IBDU Calmar Ratio Rank: 7070
Calmar Ratio Rank
IBDU Martin Ratio Rank: 7070
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 7777
Overall Rank
VWCE.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 7474
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8484
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.

IBDU vs. VWCE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2029 Term Corporate ETF (IBDU) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). 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.


IBDUVWCE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.44

1.36

+0.07

Calmar ratioReturn relative to maximum drawdown

3.16

2.82

+0.34

Martin ratioReturn relative to average drawdown

11.84

11.96

-0.12

IBDU vs. VWCE.DE - Sharpe Ratio Comparison

The current IBDU Sharpe Ratio is 2.27, which is comparable to the VWCE.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of IBDU and VWCE.DE, 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


IBDUVWCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

2.05

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.69

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.74

-0.42

Drawdowns

IBDU vs. VWCE.DE - Drawdown Comparison

The maximum IBDU drawdown since its inception was -19.44%, smaller than the maximum VWCE.DE drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for IBDU and VWCE.DE.


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Drawdown Indicators


IBDUVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.44%

-33.91%

+14.47%

Max Drawdown (1Y)

Largest decline over 1 year

-1.59%

-8.91%

+7.32%

Max Drawdown (3Y)

Largest decline over 3 years

-4.14%

-17.27%

+13.13%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

-26.11%

+6.67%

Current Drawdown

Current decline from peak

-0.67%

-2.85%

+2.18%

Average Drawdown

Average peak-to-trough decline

-5.40%

-5.44%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

2.11%

-1.69%

Volatility

IBDU vs. VWCE.DE - Volatility Comparison

The current volatility for iShares iBonds Dec 2029 Term Corporate ETF (IBDU) is 0.58%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 3.83%. This indicates that IBDU experiences smaller price fluctuations and is considered to be less risky than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBDUVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

3.83%

-3.25%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

9.48%

-7.96%

Volatility (1Y)

Calculated over the trailing 1-year period

2.21%

12.29%

-10.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.72%

15.31%

-9.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.31%

17.33%

-10.02%

IBDU vs. VWCE.DE - Expense Ratio Comparison

IBDU has a 0.10% expense ratio, which is lower than VWCE.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBDU vs. VWCE.DE - Dividend Comparison

IBDU's dividend yield for the trailing twelve months is around 4.67%, while VWCE.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
IBDU
iShares iBonds Dec 2029 Term Corporate ETF
4.67%4.67%4.75%4.21%3.34%2.29%2.42%0.74%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBDU and VWCE.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBDU is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBDU is cheaper with a 0.10% expense ratio, compared with 0.19% for VWCE.DE.

IBDU is categorized as Corporate Bonds, while VWCE.DE is Global Equities. IBDU tracks Bloomberg December 2029 Maturity Corporate Index, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for IBDU and 0.19% for VWCE.DE.

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