IBDV vs. FLDR

Last updated Apr 1, 2026

Compare and contrast key facts about iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and Fidelity Low Duration Bond Factor ETF (FLDR).

IBDV and FLDR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBDV is a passively managed fund by iShares that tracks the performance of the Bloomberg December 2030 Maturity Corporate Index. It was launched on Jun 23, 2020. FLDR is a passively managed fund by Fidelity that tracks the performance of the Fidelity Low Duration Investment Grade Factor Index. It was launched on Jun 12, 2018. Both IBDV and FLDR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IBDV vs. FLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and Fidelity Low Duration Bond Factor ETF (FLDR). The values are adjusted to include any dividend payments, if applicable.

IBDV vs. FLDR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IBDV iShares iBonds Dec 2030 Term Corporate ETF	-0.08%	8.19%	3.42%	8.51%	-14.67%	-2.64%	5.33%
FLDR Fidelity Low Duration Bond Factor ETF	0.65%	5.41%	5.71%	6.32%	-0.33%	-0.18%	0.90%

Returns By Period

In the year-to-date period, IBDV achieves a -0.08% return, which is significantly lower than FLDR's 0.65% return.

IBDV

• 1D: 0.41%
• 1M: -1.30%
• YTD: -0.08%
• 6M: 1.07%
• 1Y: 5.50%
• 3Y*: 5.22%
• 5Y*: 1.20%
• 10Y*: —

FLDR

• 1D: 0.12%
• 1M: -0.15%
• YTD: 0.65%
• 6M: 1.86%
• 1Y: 4.49%
• 3Y*: 5.52%
• 5Y*: 3.58%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDV vs. FLDR - Expense Ratio Comparison

IBDV has a 0.10% expense ratio, which is lower than FLDR's 0.15% 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%.

FLDR

Fidelity Low Duration Bond Factor ETF

IBDV

iShares iBonds Dec 2030 Term Corporate ETF

Return for Risk

IBDV vs. FLDR — Risk / Return Rank

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

IBDV

IBDV Risk / Return Rank: 80
IBDV Sharpe Ratio Rank: 79
IBDV Sortino Ratio Rank: 80
IBDV Omega Ratio Rank: 77
IBDV Calmar Ratio Rank: 82
IBDV Martin Ratio Rank: 83

FLDR

FLDR Risk / Return Rank: 98
FLDR Sharpe Ratio Rank: 99
FLDR Sortino Ratio Rank: 99
FLDR Omega Ratio Rank: 99
FLDR Calmar Ratio Rank: 98
FLDR Martin Ratio Rank: 98

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.

IBDV vs. FLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and Fidelity Low Duration Bond Factor ETF (FLDR). 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.

	IBDV	FLDR	Difference
Sharpe ratio Return per unit of total volatility	1.48	4.59	-3.11
Sortino ratio Return per unit of downside risk	2.10	6.89	-4.79
Omega ratio Gain probability vs. loss probability	1.29	2.22	-0.92
Calmar ratio Return relative to maximum drawdown	2.33	5.98	-3.65
Martin ratio Return relative to average drawdown	9.33	31.24	-21.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBDV vs. FLDR - Sharpe Ratio Comparison

The current IBDV Sharpe Ratio is 1.48, which is lower than the FLDR Sharpe Ratio of 4.59. The chart below compares the historical Sharpe Ratios of IBDV and FLDR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IBDV	FLDR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	4.59	-3.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	2.98	-2.79
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.60	-0.44

Correlation

The correlation between IBDV and FLDR is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IBDV vs. FLDR - Dividend Comparison

IBDV's dividend yield for the trailing twelve months is around 4.60%, more than FLDR's 4.54% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
IBDV iShares iBonds Dec 2030 Term Corporate ETF	4.60%	4.57%	4.69%	4.09%	3.02%	1.99%	0.90%	0.00%	0.00%
FLDR Fidelity Low Duration Bond Factor ETF	4.54%	4.66%	5.50%	5.28%	2.09%	0.51%	1.22%	2.69%	1.38%

Drawdowns

IBDV vs. FLDR - Drawdown Comparison

The maximum IBDV drawdown since its inception was -21.85%, which is greater than FLDR's maximum drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for IBDV and FLDR.

Drawdown Indicators

	IBDV	FLDR	Difference
Max Drawdown Largest peak-to-trough decline	-21.85%	-12.23%	-9.62%
Max Drawdown (1Y) Largest decline over 1 year	-2.34%	-0.76%	-1.58%
Max Drawdown (5Y) Largest decline over 5 years	-21.54%	-2.33%	-19.21%
Current Drawdown Current decline from peak	-1.30%	-0.15%	-1.15%
Average Drawdown Average peak-to-trough decline	-7.41%	-0.36%	-7.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.58%	0.14%	+0.44%

Volatility

IBDV vs. FLDR - Volatility Comparison

iShares iBonds Dec 2030 Term Corporate ETF (IBDV) has a higher volatility of 1.32% compared to Fidelity Low Duration Bond Factor ETF (FLDR) at 0.42%. This indicates that IBDV's price experiences larger fluctuations and is considered to be riskier than FLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IBDV	FLDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.32%	0.42%	+0.90%
Volatility (6M) Calculated over the trailing 6-month period	1.97%	0.56%	+1.41%
Volatility (1Y) Calculated over the trailing 1-year period	3.74%	0.98%	+2.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.49%	1.21%	+5.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.34%	5.32%	+1.02%