IBDV vs. USD=X
IBDV (iShares iBonds Dec 2030 Term Corporate ETF) is Corporate Bonds fund tracking the Bloomberg December 2030 Maturity Corporate Index, while USD=X (USD Cash) is a currency. Over the past 5 years, IBDV returned 0.77%/yr vs 0.00%/yr for USD=X.
Performance
IBDV vs. USD=X - Performance Comparison
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Returns By Period
IBDV
- 1D
- -0.07%
- 1M
- 0.56%
- YTD
- 0.41%
- 6M
- 0.90%
- 1Y
- 4.79%
- 3Y*
- 5.90%
- 5Y*
- 0.77%
- 10Y*
- —
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
IBDV vs. USD=X - 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% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
IBDV vs. USD=X — Risk / Return Rank
IBDV
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IBDV vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.29 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | — | — |
| Martin ratioReturn relative to average drawdown | 7.41 | — | — |
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Drawdowns
IBDV vs. USD=X - Drawdown Comparison
The maximum IBDV drawdown since its inception was -21.85%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IBDV and USD=X.
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Drawdown Indicators
| IBDV | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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% |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -0.81% | 0.00% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -7.19% | 0.00% | -7.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.62% | 0.00% | +0.62% |
Volatility
IBDV vs. USD=X - Volatility Comparison
iShares iBonds Dec 2030 Term Corporate ETF (IBDV) has a higher volatility of 0.93% compared to USD Cash (USD=X) at 0.00%. This indicates that IBDV's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBDV | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.93% | 0.00% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 2.04% | 0.00% | +2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.87% | 0.00% | +2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.44% | 0.00% | +6.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.25% | 0.00% | +6.25% |
Frequently Asked Questions
IBDV has higher volatility (0.93%) compared to USD=X (0.00%). In terms of maximum drawdown, IBDV dropped -21.85% vs USD=X's 0.00%.
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