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 0.51%/yr vs 18.10%/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 0.32% return, which is significantly higher than TDG's -8.61% return.
IBDV
- 1D
- 0.23%
- 1M
- -0.09%
- 6M
- 0.23%
- YTD
- 0.32%
- 1Y
- 3.96%
- 3Y*
- 5.49%
- 5Y*
- 0.51%
- 10Y*
- —
TDG
- 1D
- -1.59%
- 1M
- -3.24%
- 6M
- -12.06%
- YTD
- -8.61%
- 1Y
- -17.52%
- 3Y*
- 16.96%
- 5Y*
- 18.10%
- 10Y*
- 21.76%
IBDV vs. TDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBDV iShares iBonds Dec 2030 Term Corporate ETF | 0.32% | 8.19% | 3.42% | 8.51% | -14.67% | -2.64% | 5.22% |
TDG TransDigm Group Incorporated | -8.61% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 42.63% |
Correlation
The correlation between IBDV and TDG is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
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 | +1.98 | ||
| Sortino ratioReturn per unit of downside risk | +2.74 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.91 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | -0.70 | +2.62 |
| Martin ratioReturn relative to average drawdown | 6.13 | -1.15 | +7.28 |
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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 | -0.90% | -19.86% | +18.96% |
Average DrawdownAverage peak-to-trough decline | -7.10% | -7.98% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 15.27% | -14.62% |
Volatility
IBDV vs. TDG - Volatility Comparison
The current volatility for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) is 0.81%, while TransDigm Group Incorporated (TDG) has a volatility of 8.02%. 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 | 0.81% | 8.02% | -7.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.13% | 22.73% | -20.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.88% | 29.04% | -26.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.42% | 28.06% | -21.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.22% | 33.89% | -27.67% |
Dividends
IBDV vs. TDG - Dividend Comparison
IBDV's dividend yield for the trailing twelve months is around 4.60%, less than TDG's 7.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IBDV iShares iBonds Dec 2030 Term Corporate ETF | 4.60% | 4.57% | 4.69% | 4.09% | 3.02% | 1.99% | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% |
TDG TransDigm Group Incorporated | 7.41% | 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 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDG has higher volatility (8.02%) compared to IBDV (0.81%). In terms of maximum drawdown, IBDV dropped -21.85% vs TDG's -62.64%.
IBDV currently has the higher Sharpe Ratio (1.38 vs -0.61), 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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