IBDV vs. DUOL
IBDV (iShares iBonds Dec 2030 Term Corporate ETF) is Corporate Bonds fund tracking the Bloomberg December 2030 Maturity Corporate Index, while DUOL (Duolingo, Inc.) is a stock. Over the past 3 years, IBDV returned 5.49%/yr vs -4.96%/yr for DUOL. At a 0.09 correlation, their price movements are largely independent.
Performance
IBDV vs. DUOL - Performance Comparison
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Returns By Period
In the year-to-date period, IBDV achieves a 0.32% return, which is significantly higher than DUOL's -26.87% return.
IBDV
- 1D
- 0.23%
- 1M
- -0.09%
- 6M
- 0.23%
- YTD
- 0.32%
- 1Y
- 3.96%
- 3Y*
- 5.49%
- 5Y*
- 0.51%
- 10Y*
- —
DUOL
- 1D
- -3.01%
- 1M
- 4.66%
- 6M
- -22.59%
- YTD
- -26.87%
- 1Y
- -65.90%
- 3Y*
- -4.96%
- 5Y*
- —
- 10Y*
- —
IBDV vs. DUOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IBDV iShares iBonds Dec 2030 Term Corporate ETF | 0.32% | 8.19% | 3.42% | 8.51% | -14.67% | -1.69% |
DUOL Duolingo, Inc. | -26.87% | -45.87% | 42.93% | 218.92% | -32.97% | -24.96% |
Correlation
The correlation between IBDV and DUOL 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 | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2021 | 0.09 |
The correlation between IBDV and DUOL shifts across timeframes, from -0.06 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IBDV vs. DUOL — Risk / Return Rank
IBDV
DUOL
IBDV vs. DUOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and Duolingo, Inc. (DUOL). 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.
| IBDV | DUOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.40 | ||
| Sortino ratioReturn per unit of downside risk | +3.79 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.79 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | -0.86 | +2.78 |
| Martin ratioReturn relative to average drawdown | 6.13 | -1.18 | +7.31 |
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Drawdowns
IBDV vs. DUOL - Drawdown Comparison
The maximum IBDV drawdown since its inception was -21.85%, smaller than the maximum DUOL drawdown of -83.35%. Use the drawdown chart below to compare losses from any high point for IBDV and DUOL.
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Drawdown Indicators
| IBDV | DUOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.85% | -83.35% | +61.50% |
Max Drawdown (1Y)Largest decline over 1 year | -2.07% | -76.96% | +74.89% |
Max Drawdown (3Y)Largest decline over 3 years | -5.64% | -83.35% | +77.71% |
Max Drawdown (5Y)Largest decline over 5 years | -21.54% | — | — |
Current DrawdownCurrent decline from peak | -0.90% | -76.26% | +75.36% |
Average DrawdownAverage peak-to-trough decline | -7.10% | -36.42% | +29.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 55.86% | -55.21% |
Volatility
IBDV vs. DUOL - Volatility Comparison
The current volatility for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) is 0.81%, while Duolingo, Inc. (DUOL) has a volatility of 17.55%. This indicates that IBDV experiences smaller price fluctuations and is considered to be less risky than DUOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBDV | DUOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 17.55% | -16.74% |
Volatility (6M)Calculated over the trailing 6-month period | 2.13% | 43.35% | -41.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.88% | 64.37% | -61.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.42% | 66.12% | -59.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.22% | 66.12% | -59.90% |
Dividends
IBDV vs. DUOL - Dividend Comparison
IBDV's dividend yield for the trailing twelve months is around 4.60%, while DUOL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DUOL Duolingo, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBDV iShares iBonds Dec 2030 Term Corporate ETF | 4.60% | 4.57% | 4.69% | 4.09% | 3.02% | 1.99% | 0.90% |
Frequently Asked Questions
IBDV and DUOL 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.
DUOL has higher volatility (17.55%) compared to IBDV (0.81%). In terms of maximum drawdown, IBDV dropped -21.85% vs DUOL's -83.35%.
IBDV currently has the higher Sharpe Ratio (1.38 vs -1.03), 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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