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 5.90%/yr vs -8.39%/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 0.41% return, which is significantly higher than DUOL's -30.13% return.
IBDV
- 1D
- -0.07%
- 1M
- 0.56%
- YTD
- 0.41%
- 6M
- 0.90%
- 1Y
- 4.79%
- 3Y*
- 5.90%
- 5Y*
- 0.77%
- 10Y*
- —
DUOL
- 1D
- -0.98%
- 1M
- 9.43%
- YTD
- -30.13%
- 6M
- -37.52%
- 1Y
- -74.37%
- 3Y*
- -8.39%
- 5Y*
- —
- 10Y*
- —
IBDV vs. DUOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IBDV iShares iBonds Dec 2030 Term Corporate ETF | 0.41% | 8.19% | 3.42% | 8.51% | -14.67% | -1.69% |
DUOL Duolingo, Inc. | -30.13% | -45.87% | 42.93% | 218.92% | -32.97% | -24.96% |
Correlation
The correlation between IBDV and DUOL is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
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 -0.07 (1 year) to 0.10 (3 years), 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 | +2.78 | ||
| Sortino ratioReturn per unit of downside risk | +4.78 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.72 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | -0.92 | +3.13 |
| Martin ratioReturn relative to average drawdown | 7.41 | -1.26 | +8.66 |
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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% | -81.19% | +79.12% |
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 | -0.81% | -77.32% | +76.51% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -35.76% | +28.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.62% | 59.48% | -58.86% |
Volatility
IBDV vs. DUOL - Volatility Comparison
The current volatility for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) is 0.93%, while Duolingo, Inc. (DUOL) has a volatility of 15.67%. 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 | 0.93% | 15.67% | -14.74% |
Volatility (6M)Calculated over the trailing 6-month period | 2.04% | 40.94% | -38.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.87% | 62.97% | -60.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.44% | 66.21% | -59.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.25% | 66.21% | -59.96% |
Dividends
IBDV vs. DUOL - Dividend Comparison
IBDV's dividend yield for the trailing twelve months is around 4.59%, 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 | 4.59% | 4.57% | 4.69% | 4.09% | 3.02% | 1.99% | 0.90% |
Frequently Asked Questions
IBDV and DUOL have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUOL has higher volatility (15.67%) compared to IBDV (0.93%). In terms of maximum drawdown, IBDV dropped -21.85% vs DUOL's -83.35%.
IBDV currently has the higher Sharpe Ratio (1.59 vs -1.19), 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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