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 0.47%/yr vs 19.69%/yr for TDG. Their 0.14 correlation means their historical movements had little consistent relationship.
Performance
IBDV vs. TDG - Performance Comparison
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Returns By Period
In the year-to-date period, IBDV achieves a 0.57% return, which is significantly higher than TDG's -4.12% return.
IBDV
- 1D
- 0.23%
- 1M
- -0.08%
- 6M
- 0.38%
- YTD
- 0.57%
- 1Y
- 2.77%
- 3Y*
- 5.85%
- 5Y*
- 0.47%
- 10Y*
- —
- ALL TIME*
- 1.07%
TDG
- 1D
- -0.82%
- 1M
- -5.45%
- 6M
- -2.06%
- YTD
- -4.12%
- 1Y
- -15.31%
- 3Y*
- 18.51%
- 5Y*
- 19.69%
- 10Y*
- 21.94%
- ALL TIME*
- 27.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $11.72M | $14.52M | $14.25M | |
| $530.15M | $463.56M | $492.87M |
IBDV vs. TDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBDV iShares iBonds Dec 2030 Term Corporate ETF | 0.57% | 8.19% | 3.42% | 8.51% | -14.67% | -2.64% | 5.22% |
TDG TransDigm Group Incorporated | -4.12% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 42.63% |
Correlation
The correlation between IBDV and TDG is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2020 | 0.14 |
The correlation between IBDV and TDG shifts across timeframes, from 0.14 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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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 | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.93 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | -0.70 | +2.05 |
| Martin ratioReturn relative to average drawdown | 4.03 | -1.44 | +5.47 |
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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% | -21.87% | +19.80% |
Max Drawdown (3Y)Largest decline over 3 years | -4.70% | -25.30% | +20.60% |
Max Drawdown (5Y)Largest decline over 5 years | -21.18% | -25.30% | +4.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.64% | — |
Current DrawdownCurrent decline from peak | -0.66% | -15.92% | +15.26% |
Average DrawdownAverage peak-to-trough decline | -7.04% | -8.01% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 15.30% | -14.61% |
Volatility
IBDV vs. TDG - Volatility Comparison
The current volatility for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) is 0.79%, while TransDigm Group Incorporated (TDG) has a volatility of 9.06%. 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 | 0.79% | 9.06% | -8.27% |
Volatility (6M)Calculated over the trailing 6-month period | 2.16% | 23.39% | -21.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.75% | 29.65% | -26.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.41% | 28.02% | -21.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.20% | 33.95% | -27.75% |
Dividends
IBDV vs. TDG - Dividend Comparison
IBDV's dividend yield for the trailing twelve months is around 4.59%, less than TDG's 7.06% 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 | 7.06% | 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 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDG has higher volatility (9.06%) compared to IBDV (0.79%). In terms of maximum drawdown, IBDV dropped -21.85% vs TDG's -62.64%.
IBDV currently has the higher Sharpe Ratio (1.01 vs -0.52), 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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