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IBDV vs. SNSXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IBDV vs. SNSXX

Last updated Jun 24, 2026

IBDV (iShares iBonds Dec 2030 Term Corporate ETF) and SNSXX (Schwab U.S. Treasury Money Fund) are both funds - IBDV is a Corporate Bonds fund tracking the Bloomberg December 2030 Maturity Corporate Index, while SNSXX is a Money Market fund managed by Charles Schwab. Over the past 5 years, IBDV returned 0.76%/yr vs 1.38%/yr for SNSXX. At a 0.04 correlation, their price movements are largely independent. IBDV charges 0.10%/yr vs 0.34%/yr for SNSXX.

Performance

IBDV vs. SNSXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and Schwab U.S. Treasury Money Fund (SNSXX). 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 0.32% return, which is significantly lower than SNSXX's 1.40% return.

IBDV

1D
0.07%
1M
0.33%
YTD
0.32%
6M
0.50%
1Y
4.07%
3Y*
5.63%
5Y*
0.76%
10Y*
—

SNSXX

1D
0.00%
1M
0.29%
YTD
1.40%
6M
1.72%
1Y
3.69%
3Y*
2.32%
5Y*
1.38%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDV vs. SNSXX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
IBDV
iShares iBonds Dec 2030 Term Corporate ETF		0.32%8.19%3.42%8.51%-14.67%1.46%
SNSXX
Schwab U.S. Treasury Money Fund		1.40%3.97%1.61%0.00%0.00%0.00%

Correlation

The correlation between IBDV and SNSXX 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

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

0.04

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iShares iBonds Dec 2030 Term Corporate ETF

Schwab U.S. Treasury Money Fund

Often compared with IBDV:
IBDV vs. SGOVIBDV vs. IBTKIBDV vs. BSCUIBDV vs. VOOIBDV vs. ^GSPCIBDV vs. AGGIBDV vs. SPIB
Often compared with SNSXX:
SNSXX vs. SWVXXSNSXX vs. SPAXXSNSXX vs. SGOVSNSXX vs. VMFXXSNSXX vs. BILSNSXX vs. SWPPXSNSXX vs. SPY

Return for Risk

IBDV vs. SNSXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IBDV
IBDV Risk / Return Rank: 4343
Overall Rank
IBDV Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IBDV Sortino Ratio Rank: 4747
Sortino Ratio Rank
IBDV Omega Ratio Rank: 4242
Omega Ratio Rank
IBDV Calmar Ratio Rank: 4242
Calmar Ratio Rank
IBDV Martin Ratio Rank: 4343
Martin Ratio Rank
SNSXX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. SNSXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and Schwab U.S. Treasury Money Fund (SNSXX). 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.

IBDVSNSXXDifference
Sharpe ratioReturn per unit of total volatility
1.42
3.71

-2.28

Sortino ratioReturn per unit of downside risk
2.19

—

—

Omega ratioGain probability vs. loss probability

1.26

—

—

Calmar ratioReturn relative to maximum drawdown

1.98

—

—

Martin ratioReturn relative to average drawdown

6.48

—

—

IBDV vs. SNSXX - Sharpe Ratio Comparison

The current IBDV Sharpe Ratio is 1.42, which is lower than the SNSXX Sharpe Ratio of 3.71. The chart below compares the historical Sharpe Ratios of IBDV and SNSXX, 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. SNSXX - Drawdown Comparison

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

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Drawdown Indicators

IBDVSNSXXDifference

Max Drawdown

Largest peak-to-trough decline

-21.85%

0.00%

-21.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.07%

0.00%

-2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-5.64%

0.00%

-5.64%

Max Drawdown (5Y)

Largest decline over 5 years

-21.54%

0.00%

-21.54%

Current Drawdown

Current decline from peak

-0.90%

0.00%

-0.90%

Average Drawdown

Average peak-to-trough decline

-7.16%

0.00%

-7.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.00%

+0.63%

Volatility

IBDV vs. SNSXX - Volatility Comparison

iShares iBonds Dec 2030 Term Corporate ETF (IBDV) has a higher volatility of 0.87% compared to Schwab U.S. Treasury Money Fund (SNSXX) at 0.29%. This indicates that IBDV's price experiences larger fluctuations and is considered to be riskier than SNSXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IBDVSNSXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

0.29%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.05%

0.68%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

2.89%

1.06%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.43%

0.68%

+5.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.24%

0.68%

+5.56%

IBDV vs. SNSXX - Expense Ratio Comparison

IBDV has a 0.10% expense ratio, which is lower than SNSXX's 0.34% expense ratio.

Dividends

IBDV vs. SNSXX - Dividend Comparison

IBDV's dividend yield for the trailing twelve months is around 4.60%, more than SNSXX's 3.62% yield.

PositionTTM202520242023202220212020
IBDV
iShares iBonds Dec 2030 Term Corporate ETF		4.60%4.57%4.69%4.09%3.02%1.99%0.90%
SNSXX
Schwab U.S. Treasury Money Fund		3.62%3.88%1.59%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IBDV and SNSXX 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.

IBDV has higher volatility (0.87%) compared to SNSXX (0.29%). In terms of maximum drawdown, IBDV dropped -21.85% vs SNSXX's 0.00%.

SNSXX currently has the higher Sharpe Ratio (3.71 vs 1.42), 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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