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IBDW vs. SPBO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDW vs. SPBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2031 Term Corporate ETF (IBDW) and SPDR Portfolio Corporate Bond ETF (SPBO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBDW achieves a 0.14% return, which is significantly lower than SPBO's 0.70% return.


IBDW

1D
-0.10%
1M
0.11%
YTD
0.14%
6M
0.26%
1Y
5.40%
3Y*
5.87%
5Y*
10Y*

SPBO

1D
-0.21%
1M
0.67%
YTD
0.70%
6M
0.47%
1Y
6.29%
3Y*
5.54%
5Y*
0.66%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDW vs. SPBO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBDW
iShares iBonds Dec 2031 Term Corporate ETF
0.14%9.07%2.96%9.40%-17.13%0.36%
SPBO
SPDR Portfolio Corporate Bond ETF
0.70%7.83%2.59%8.80%-15.68%0.06%

Correlation

The correlation between IBDW and SPBO is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2021

0.94

The correlation between IBDW and SPBO has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

IBDW vs. SPBO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBDW
IBDW Risk / Return Rank: 4646
Overall Rank
IBDW Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IBDW Sortino Ratio Rank: 4949
Sortino Ratio Rank
IBDW Omega Ratio Rank: 4444
Omega Ratio Rank
IBDW Calmar Ratio Rank: 4646
Calmar Ratio Rank
IBDW Martin Ratio Rank: 4646
Martin Ratio Rank

SPBO
SPBO Risk / Return Rank: 4141
Overall Rank
SPBO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SPBO Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPBO Omega Ratio Rank: 3939
Omega Ratio Rank
SPBO Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPBO Martin Ratio Rank: 4343
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.

IBDW vs. SPBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2031 Term Corporate ETF (IBDW) and SPDR Portfolio Corporate Bond ETF (SPBO). 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.


IBDWSPBODifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.27

1.26

+0.02

Calmar ratioReturn relative to maximum drawdown

2.24

2.20

+0.04

Martin ratioReturn relative to average drawdown

7.54

6.94

+0.60

IBDW vs. SPBO - Sharpe Ratio Comparison

The current IBDW Sharpe Ratio is 1.54, which is comparable to the SPBO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of IBDW and SPBO, 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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Sharpe Ratios by Period


IBDWSPBODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.45

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.47

-0.41

Drawdowns

IBDW vs. SPBO - Drawdown Comparison

The maximum IBDW drawdown since its inception was -23.87%, which is greater than SPBO's maximum drawdown of -22.23%. Use the drawdown chart below to compare losses from any high point for IBDW and SPBO.


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Drawdown Indicators


IBDWSPBODifference

Max Drawdown

Largest peak-to-trough decline

-23.87%

-22.23%

-1.64%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-2.87%

+0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-6.61%

-6.41%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-22.23%

Max Drawdown (10Y)

Largest decline over 10 years

-22.23%

Current Drawdown

Current decline from peak

-1.13%

-0.91%

-0.22%

Average Drawdown

Average peak-to-trough decline

-9.47%

-4.04%

-5.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.91%

-0.19%

Volatility

IBDW vs. SPBO - Volatility Comparison

The current volatility for iShares iBonds Dec 2031 Term Corporate ETF (IBDW) is 1.02%, while SPDR Portfolio Corporate Bond ETF (SPBO) has a volatility of 1.35%. This indicates that IBDW experiences smaller price fluctuations and is considered to be less risky than SPBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBDWSPBODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

1.35%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

3.21%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

3.52%

4.36%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.26%

7.18%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.26%

7.49%

-0.23%

IBDW vs. SPBO - Expense Ratio Comparison

IBDW has a 0.10% expense ratio, which is higher than SPBO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBDW vs. SPBO - Dividend Comparison

IBDW's dividend yield for the trailing twelve months is around 4.79%, less than SPBO's 5.12% yield.


PositionTTM20252024202320222021202020192018201720162015
IBDW
iShares iBonds Dec 2031 Term Corporate ETF
4.79%4.78%5.00%4.50%3.70%1.10%0.00%0.00%0.00%0.00%0.00%0.00%
SPBO
SPDR Portfolio Corporate Bond ETF
5.12%5.09%5.28%4.73%3.54%2.42%2.75%3.46%3.60%3.15%3.35%3.07%

Frequently Asked Questions


With a correlation of 0.91, IBDW and SPBO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SPBO has higher volatility (1.35%) compared to IBDW (1.02%). In terms of maximum drawdown, IBDW dropped -23.87% vs SPBO's -22.23%.

On 3-year performance, IBDW leads with 5.87% vs 5.54% for SPBO. On fees, SPBO is cheaper at 0.03% per year. On volatility, IBDW has been the lower-risk option at 1.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IBDW has performed better with a 5.87% return vs 5.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPBO is cheaper with a 0.03% expense ratio, compared with 0.10% for IBDW.

SPBO has the higher dividend yield at 5.12%, compared with 4.79% for IBDW.

IBDW tracks Bloomberg December 2031 Maturity Corporate Index, while SPBO tracks Bloomberg Barclays U.S. Corporate Bond Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.10% for IBDW and 0.03% for SPBO.

IBDW currently has the higher Sharpe Ratio (1.54 vs 1.45), 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.

Portfolio Optimizer

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