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IBDV vs. LMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IBDV vs. LMT

Last updated Jun 14, 2026

IBDV (iShares iBonds Dec 2030 Term Corporate ETF) is Corporate Bonds fund tracking the Bloomberg December 2030 Maturity Corporate Index, while LMT (Lockheed Martin Corporation) is a stock. Over the past 5 years, IBDV returned 0.77%/yr vs 9.78%/yr for LMT. At a 0.06 correlation, their price movements are largely independent.

Performance

IBDV vs. LMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and Lockheed Martin Corporation (LMT). 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 0.41% return, which is significantly lower than LMT's 13.04% return.

IBDV

1D
-0.07%
1M
0.56%
YTD
0.41%
6M
0.90%
1Y
4.79%
3Y*
5.90%
5Y*
0.77%
10Y*
—

LMT

1D
-1.52%
1M
5.40%
YTD
13.04%
6M
13.84%
1Y
14.07%
3Y*
8.98%
5Y*
9.78%
10Y*
11.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDV vs. LMT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
IBDV
iShares iBonds Dec 2030 Term Corporate ETF		0.41%8.19%3.42%8.51%-14.67%-2.64%5.22%
LMT
Lockheed Martin Corporation		13.04%2.47%10.02%-4.31%40.48%3.15%-0.05%

Correlation

The correlation between IBDV and LMT 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 (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2020

0.06

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iShares iBonds Dec 2030 Term Corporate ETF

Lockheed Martin Corporation

Often compared with IBDV:
IBDV vs. SGOVIBDV vs. IBTKIBDV vs. BSCUIBDV vs. VOOIBDV vs. ^GSPCIBDV vs. AGGIBDV vs. SPIB
Often compared with LMT:
LMT vs. RTXLMT vs. NOCLMT vs. BALMT vs. VOOLMT vs. LHXLMT vs. RKLBLMT vs. XAR

Return for Risk

IBDV vs. LMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IBDV
IBDV Risk / Return Rank: 5353
Overall Rank
IBDV Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IBDV Sortino Ratio Rank: 6060
Sortino Ratio Rank
IBDV Omega Ratio Rank: 5252
Omega Ratio Rank
IBDV Calmar Ratio Rank: 5050
Calmar Ratio Rank
IBDV Martin Ratio Rank: 5050
Martin Ratio Rank
LMT
LMT Risk / Return Rank: 6060
Overall Rank
LMT Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
LMT Sortino Ratio Rank: 5858
Sortino Ratio Rank
LMT Omega Ratio Rank: 5959
Omega Ratio Rank
LMT Calmar Ratio Rank: 5959
Calmar Ratio Rank
LMT Martin Ratio Rank: 6060
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. LMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and Lockheed Martin Corporation (LMT). 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.

IBDVLMTDifference
Sharpe ratioReturn per unit of total volatility
1.59
0.69

+0.90

Sortino ratioReturn per unit of downside risk
2.47
1.05

+1.42

Omega ratioGain probability vs. loss probability

1.29

1.14

+0.14

Calmar ratioReturn relative to maximum drawdown

2.21

0.73

+1.48

Martin ratioReturn relative to average drawdown

7.41

1.69

+5.72

IBDV vs. LMT - Sharpe Ratio Comparison

The current IBDV Sharpe Ratio is 1.59, which is higher than the LMT Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of IBDV and LMT, 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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Drawdowns

IBDV vs. LMT - Drawdown Comparison

The maximum IBDV drawdown since its inception was -21.85%, smaller than the maximum LMT drawdown of -79.29%. Use the drawdown chart below to compare losses from any high point for IBDV and LMT.

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Drawdown Indicators

IBDVLMTDifference

Max Drawdown

Largest peak-to-trough decline

-21.85%

-79.29%

+57.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.07%

-25.15%

+23.08%

Max Drawdown (3Y)

Largest decline over 3 years

-5.64%

-31.79%

+26.15%

Max Drawdown (5Y)

Largest decline over 5 years

-21.54%

-31.79%

+10.25%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.67%

—

Current Drawdown

Current decline from peak

-0.81%

-19.63%

+18.82%

Average Drawdown

Average peak-to-trough decline

-7.19%

-26.83%

+19.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

10.81%

-10.19%

Volatility

IBDV vs. LMT - Volatility Comparison

The current volatility for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) is 0.93%, while Lockheed Martin Corporation (LMT) has a volatility of 7.02%. This indicates that IBDV experiences smaller price fluctuations and is considered to be less risky than LMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IBDVLMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

7.02%

-6.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

20.04%

-18.00%

Volatility (1Y)

Calculated over the trailing 1-year period

2.87%

26.71%

-23.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.44%

22.99%

-16.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.25%

23.76%

-17.51%

Dividends

IBDV vs. LMT - Dividend Comparison

IBDV's dividend yield for the trailing twelve months is around 4.59%, more than LMT's 2.53% yield.

PositionTTM20252024202320222021202020192018201720162015
IBDV
iShares iBonds Dec 2030 Term Corporate ETF		4.59%4.57%4.69%4.09%3.02%1.99%0.90%0.00%0.00%0.00%0.00%0.00%
LMT
Lockheed Martin Corporation		2.53%2.76%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%

Frequently Asked Questions

IBDV and LMT 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.

LMT has higher volatility (7.02%) compared to IBDV (0.93%). In terms of maximum drawdown, IBDV dropped -21.85% vs LMT's -79.29%.

IBDV currently has the higher Sharpe Ratio (1.59 vs 0.69), 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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