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IBDV vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDV vs. IBIT - Performance Comparison

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

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Returns By Period

In the year-to-date period, IBDV achieves a 0.30% return, which is significantly higher than IBIT's -25.48% return.


IBDV

1D
-0.11%
1M
0.12%
YTD
0.30%
6M
0.51%
1Y
4.91%
3Y*
5.56%
5Y*
0.95%
10Y*

IBIT

1D
-2.76%
1M
-18.50%
YTD
-25.48%
6M
-29.84%
1Y
-38.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDV vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
IBDV
iShares iBonds Dec 2030 Term Corporate ETF
0.30%8.19%3.51%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between IBDV and IBIT is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.07

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Return for Risk

IBDV vs. IBIT — Risk / Return Rank

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

IBDV
IBDV Risk / Return Rank: 5050
Overall Rank
IBDV Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IBDV Sortino Ratio Rank: 5555
Sortino Ratio Rank
IBDV Omega Ratio Rank: 4949
Omega Ratio Rank
IBDV Calmar Ratio Rank: 4848
Calmar Ratio Rank
IBDV Martin Ratio Rank: 4949
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 22
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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.

IBDV vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and iShares Bitcoin Trust ETF (IBIT). 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.


IBDVIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.58

Sortino ratioReturn per unit of downside risk

+3.84

Omega ratioGain probability vs. loss probability

1.31

0.86

+0.45

Calmar ratioReturn relative to maximum drawdown

2.38

-0.79

+3.17

Martin ratioReturn relative to average drawdown

8.25

-1.36

+9.62

IBDV vs. IBIT - Sharpe Ratio Comparison

The current IBDV Sharpe Ratio is 1.69, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of IBDV and IBIT, 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


IBDVIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

-0.89

+2.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.30

-0.12

Drawdowns

IBDV vs. IBIT - Drawdown Comparison

The maximum IBDV drawdown since its inception was -21.85%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for IBDV and IBIT.


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Drawdown Indicators


IBDVIBITDifference

Max Drawdown

Largest peak-to-trough decline

-21.85%

-49.36%

+27.51%

Max Drawdown (1Y)

Largest decline over 1 year

-2.07%

-49.36%

+47.29%

Max Drawdown (3Y)

Largest decline over 3 years

-5.64%

Max Drawdown (5Y)

Largest decline over 5 years

-21.54%

Current Drawdown

Current decline from peak

-0.93%

-48.10%

+47.17%

Average Drawdown

Average peak-to-trough decline

-7.22%

-16.02%

+8.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

28.44%

-27.84%

Volatility

IBDV vs. IBIT - Volatility Comparison

The current volatility for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) is 0.83%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that IBDV experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBDVIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

9.50%

-8.67%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

34.44%

-32.46%

Volatility (1Y)

Calculated over the trailing 1-year period

2.91%

43.73%

-40.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.44%

50.19%

-43.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.27%

50.19%

-43.92%

IBDV vs. IBIT - Expense Ratio Comparison

IBDV has a 0.10% expense ratio, which is lower than IBIT's 0.25% 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

IBDV vs. IBIT - Dividend Comparison

IBDV's dividend yield for the trailing twelve months is around 4.60%, while IBIT has not paid dividends to shareholders.


PositionTTM202520242023202220212020
IBDV
iShares iBonds Dec 2030 Term Corporate ETF
4.60%4.57%4.69%4.09%3.02%1.99%0.90%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBDV and IBIT have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (9.50%) compared to IBDV (0.83%). In terms of maximum drawdown, IBDV dropped -21.85% vs IBIT's -49.36%.

On 1-year performance, IBDV leads with 4.91% vs -38.74% for IBIT. On fees, IBDV is cheaper at 0.10% per year. On volatility, IBDV has been the lower-risk option at 0.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBDV has performed better with a 4.91% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBDV is cheaper with a 0.10% expense ratio, compared with 0.25% for IBIT.

IBDV has the higher dividend yield at 4.60%, compared with 0.00% for IBIT.

IBDV is categorized as Corporate Bonds, while IBIT is Cryptocurrency. IBDV tracks Bloomberg December 2030 Maturity Corporate Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.10% for IBDV and 0.25% for IBIT.

IBDV currently has the higher Sharpe Ratio (1.69 vs -0.89), 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.

Portfolio Optimizer

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