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IBDV vs. WRB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IBDV vs. WRB

Last updated Jun 14, 2026

IBDV (iShares iBonds Dec 2030 Term Corporate ETF) is Corporate Bonds fund tracking the Bloomberg December 2030 Maturity Corporate Index, while WRB (W. R. Berkley Corporation) is a stock. Over the past 5 years, IBDV returned 0.77%/yr vs 17.90%/yr for WRB. At a 0.01 correlation, their price movements are largely independent.

Performance

IBDV vs. WRB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and W. R. Berkley Corporation (WRB). 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 0.41% return, which is significantly higher than WRB's -2.51% return.

IBDV

1D
-0.07%
1M
0.56%
YTD
0.41%
6M
0.90%
1Y
4.79%
3Y*
5.90%
5Y*
0.77%
10Y*
—

WRB

1D
1.08%
1M
2.74%
YTD
-2.51%
6M
0.17%
1Y
-4.36%
3Y*
24.41%
5Y*
17.90%
10Y*
17.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDV vs. WRB - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
IBDV
iShares iBonds Dec 2030 Term Corporate ETF		0.41%8.19%3.42%8.51%-14.67%-2.64%5.22%
WRB
W. R. Berkley Corporation		-2.51%23.02%27.19%0.25%33.92%27.39%19.61%

Correlation

The correlation between IBDV and WRB is 0.08, 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

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

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

0.01

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2020

0.01

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares iBonds Dec 2030 Term Corporate ETF

W. R. Berkley Corporation

Often compared with IBDV:
IBDV vs. SGOVIBDV vs. IBTKIBDV vs. BSCUIBDV vs. VOOIBDV vs. ^GSPCIBDV vs. AGGIBDV vs. SPIB
Often compared with WRB:
WRB vs. SPYWRB vs. BCCWRB vs. PCARWRB vs. QQQWRB vs. WMTWRB vs. NEEWRB vs. XLF

Return for Risk

IBDV vs. WRB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IBDV
IBDV Risk / Return Rank: 5353
Overall Rank
IBDV Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IBDV Sortino Ratio Rank: 6060
Sortino Ratio Rank
IBDV Omega Ratio Rank: 5252
Omega Ratio Rank
IBDV Calmar Ratio Rank: 5050
Calmar Ratio Rank
IBDV Martin Ratio Rank: 5050
Martin Ratio Rank
WRB
WRB Risk / Return Rank: 3131
Overall Rank
WRB Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
WRB Sortino Ratio Rank: 2828
Sortino Ratio Rank
WRB Omega Ratio Rank: 2828
Omega Ratio Rank
WRB Calmar Ratio Rank: 3434
Calmar Ratio Rank
WRB Martin Ratio Rank: 3333
Martin Ratio Rank
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. WRB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and W. R. Berkley Corporation (WRB). 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.

IBDVWRBDifference
Sharpe ratioReturn per unit of total volatility
1.59
-0.24

+1.83

Sortino ratioReturn per unit of downside risk
2.47
-0.18

+2.65

Omega ratioGain probability vs. loss probability

1.29

0.98

+0.31

Calmar ratioReturn relative to maximum drawdown

2.21

-0.29

+2.49

Martin ratioReturn relative to average drawdown

7.41

-0.54

+7.95

IBDV vs. WRB - Sharpe Ratio Comparison

The current IBDV Sharpe Ratio is 1.59, which is higher than the WRB Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of IBDV and WRB, 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. WRB - Drawdown Comparison

The maximum IBDV drawdown since its inception was -21.85%, smaller than the maximum WRB drawdown of -69.33%. Use the drawdown chart below to compare losses from any high point for IBDV and WRB.

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Drawdown Indicators

IBDVWRBDifference

Max Drawdown

Largest peak-to-trough decline

-21.85%

-69.33%

+47.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.07%

-17.62%

+15.55%

Max Drawdown (3Y)

Largest decline over 3 years

-5.64%

-17.62%

+11.98%

Max Drawdown (5Y)

Largest decline over 5 years

-21.54%

-26.29%

+4.75%

Max Drawdown (10Y)

Largest decline over 10 years

—

-45.35%

—

Current Drawdown

Current decline from peak

-0.81%

-11.49%

+10.68%

Average Drawdown

Average peak-to-trough decline

-7.19%

-14.58%

+7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

9.29%

-8.67%

Volatility

IBDV vs. WRB - Volatility Comparison

The current volatility for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) is 0.93%, while W. R. Berkley Corporation (WRB) has a volatility of 7.63%. This indicates that IBDV experiences smaller price fluctuations and is considered to be less risky than WRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IBDVWRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

7.63%

-6.70%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

15.08%

-13.04%

Volatility (1Y)

Calculated over the trailing 1-year period

2.87%

21.37%

-18.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.44%

22.83%

-16.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.25%

24.56%

-18.31%

Dividends

IBDV vs. WRB - Dividend Comparison

IBDV's dividend yield for the trailing twelve months is around 4.59%, more than WRB's 2.72% yield.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%
WRB
W. R. Berkley Corporation		2.72%2.64%2.39%2.73%1.22%2.44%0.71%2.43%2.83%2.16%2.27%0.86%

Frequently Asked Questions

IBDV and WRB have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WRB has higher volatility (7.63%) compared to IBDV (0.93%). In terms of maximum drawdown, IBDV dropped -21.85% vs WRB's -69.33%.

IBDV currently has the higher Sharpe Ratio (1.59 vs -0.24), 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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