IBDV vs. TDG
IBDV (iShares iBonds Dec 2030 Term Corporate ETF) is Corporate Bonds fund tracking the Bloomberg December 2030 Maturity Corporate Index, while TDG (TransDigm Group Incorporated) is a stock. Over the past 5 years, IBDV returned 0.77%/yr vs 17.95%/yr for TDG. At a 0.14 correlation, their price movements are largely independent.
Performance
IBDV vs. TDG - Performance Comparison
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Returns By Period
In the year-to-date period, IBDV achieves a 0.41% return, which is significantly higher than TDG's -5.55% return.
IBDV
- 1D
- -0.07%
- 1M
- 0.56%
- YTD
- 0.41%
- 6M
- 0.90%
- 1Y
- 4.79%
- 3Y*
- 5.90%
- 5Y*
- 0.77%
- 10Y*
- —
TDG
- 1D
- -0.12%
- 1M
- 9.32%
- YTD
- -5.55%
- 6M
- -2.98%
- 1Y
- -6.75%
- 3Y*
- 22.32%
- 5Y*
- 17.95%
- 10Y*
- 22.72%
IBDV vs. TDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBDV iShares iBonds Dec 2030 Term Corporate ETF | 0.41% | 8.19% | 3.42% | 8.51% | -14.67% | -2.64% | 5.22% |
TDG TransDigm Group Incorporated | -5.55% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 42.63% |
Correlation
The correlation between IBDV and TDG is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2020 | 0.14 |
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Return for Risk
IBDV vs. TDG — Risk / Return Rank
IBDV
TDG
IBDV vs. TDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and TransDigm Group Incorporated (TDG). 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.
| IBDV | TDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.82 | ||
| Sortino ratioReturn per unit of downside risk | +2.59 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.98 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | -0.26 | +2.47 |
| Martin ratioReturn relative to average drawdown | 7.41 | -0.44 | +7.85 |
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Drawdowns
IBDV vs. TDG - Drawdown Comparison
The maximum IBDV drawdown since its inception was -21.85%, smaller than the maximum TDG drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for IBDV and TDG.
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Drawdown Indicators
| IBDV | TDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.85% | -62.64% | +40.79% |
Max Drawdown (1Y)Largest decline over 1 year | -2.07% | -25.30% | +23.23% |
Max Drawdown (3Y)Largest decline over 3 years | -5.64% | -25.30% | +19.66% |
Max Drawdown (5Y)Largest decline over 5 years | -21.54% | -25.30% | +3.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.64% | — |
Current DrawdownCurrent decline from peak | -0.81% | -17.18% | +16.37% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -7.95% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.62% | 14.75% | -14.13% |
Volatility
IBDV vs. TDG - Volatility Comparison
The current volatility for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) is 0.93%, while TransDigm Group Incorporated (TDG) has a volatility of 9.84%. This indicates that IBDV experiences smaller price fluctuations and is considered to be less risky than TDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBDV | TDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.93% | 9.84% | -8.91% |
Volatility (6M)Calculated over the trailing 6-month period | 2.04% | 21.88% | -19.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.87% | 28.32% | -25.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.44% | 27.96% | -21.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.25% | 33.83% | -27.58% |
Dividends
IBDV vs. TDG - Dividend Comparison
IBDV's dividend yield for the trailing twelve months is around 4.59%, less than TDG's 7.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TDG TransDigm Group Incorporated | 7.17% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% |
Frequently Asked Questions
IBDV and TDG have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDG has higher volatility (9.84%) compared to IBDV (0.93%). In terms of maximum drawdown, IBDV dropped -21.85% vs TDG's -62.64%.
IBDV currently has the higher Sharpe Ratio (1.59 vs -0.23), 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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