IBDV vs. QCON

Last updated Apr 1, 2026

Compare and contrast key facts about iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and American Century Quality Convertible Securities ETF (QCON).

IBDV and QCON 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. QCON is an actively managed fund by American Century. It was launched on Feb 16, 2021.

Performance

IBDV vs. QCON - Performance Comparison

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

IBDV vs. QCON - Yearly Performance Comparison

	2026 (YTD)
IBDV iShares iBonds Dec 2030 Term Corporate ETF	-0.59%
QCON American Century Quality Convertible Securities ETF	0.00%

Returns By Period

IBDV

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

QCON

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IBDV vs. QCON - Expense Ratio Comparison

IBDV has a 0.10% expense ratio, which is lower than QCON's 0.32% expense ratio.

QCON

American Century Quality Convertible Securities ETF

IBDV

iShares iBonds Dec 2030 Term Corporate ETF

Return for Risk

IBDV vs. QCON — 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

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. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and American Century Quality Convertible Securities ETF (QCON). 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	QCON	Difference
Sharpe ratio Return per unit of total volatility	1.48	—	—
Sortino ratio Return per unit of downside risk	2.10	—	—
Omega ratio Gain probability vs. loss probability	1.29	—	—
Calmar ratio Return relative to maximum drawdown	2.33	—	—
Martin ratio Return relative to average drawdown	9.33	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IBDV	QCON	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	—	—

Dividends

IBDV vs. QCON - Dividend Comparison

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

	TTM	2025	2024	2023	2022	2021	2020
IBDV iShares iBonds Dec 2030 Term Corporate ETF	4.60%	4.57%	4.69%	4.09%	3.02%	1.99%	0.90%
QCON American Century Quality Convertible Securities ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IBDV vs. QCON - Drawdown Comparison

The maximum IBDV drawdown since its inception was -21.85%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IBDV and QCON.

Drawdown Indicators

	IBDV	QCON	Difference
Max Drawdown Largest peak-to-trough decline	-21.85%	0.00%	-21.85%
Max Drawdown (1Y) Largest decline over 1 year	-2.34%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.54%	—	—
Current Drawdown Current decline from peak	-1.30%	0.00%	-1.30%
Average Drawdown Average peak-to-trough decline	-7.41%	0.00%	-7.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.58%	—	—

Volatility

Volatility by Period

	IBDV	QCON	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.32%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.97%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.74%	0.00%	+3.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.49%	0.00%	+6.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.34%	0.00%	+6.34%