IBDW vs. VUSV

Last updated Jun 24, 2026

IBDW (iShares iBonds Dec 2031 Term Corporate ETF) and VUSV (Vanguard Wellington U.S. Value Active ETF) are both exchange-traded funds - IBDW is a Corporate Bonds fund tracking the Bloomberg December 2031 Maturity Corporate Index, while VUSV is a Large Cap Value Equities fund actively managed by Vanguard. IBDW is passively managed, while VUSV is actively managed. At a 0.46 correlation, their price movements are largely independent. IBDW charges 0.10%/yr vs 0.30%/yr for VUSV.

Performance

IBDW vs. VUSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2031 Term Corporate ETF (IBDW) and Vanguard Wellington U.S. Value Active ETF (VUSV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IBDW achieves a 0.17% return, which is significantly lower than VUSV's 7.21% return.

IBDW

• 1D: 0.07%
• 1M: 0.40%
• YTD: 0.17%
• 6M: 0.45%
• 1Y: 4.46%
• 3Y*: 5.87%
• 5Y*: 0.46%
• 10Y*: —

VUSV

• 1D: -0.12%
• 1M: -0.06%
• YTD: 7.21%
• 6M: 6.60%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDW vs. VUSV - Yearly Performance Comparison

	2026 (YTD)	2025
IBDW iShares iBonds Dec 2031 Term Corporate ETF	0.17%	1.08%
VUSV Vanguard Wellington U.S. Value Active ETF	7.21%	5.62%

Correlation

The correlation between IBDW and VUSV is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025	0.46

Return for Risk

IBDW vs. VUSV — Risk / Return Rank

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

IBDW

IBDW Risk / Return Rank: 40
IBDW Sharpe Ratio Rank: 40
IBDW Sortino Ratio Rank: 42
IBDW Omega Ratio Rank: 37
IBDW Calmar Ratio Rank: 40
IBDW Martin Ratio Rank: 40

VUSV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. VUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2031 Term Corporate ETF (IBDW) and Vanguard Wellington U.S. Value Active ETF (VUSV). 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.

	IBDW	VUSV	Difference
Sharpe ratio: Return per unit of total volatility	1.29	—	—
Sortino ratio: Return per unit of downside risk	1.95	—	—
Omega ratio: Gain probability vs. loss probability	1.23	—	—
Calmar ratio: Return relative to maximum drawdown	1.85	—	—
Martin ratio: Return relative to average drawdown	5.88	—	—

Drawdowns

IBDW vs. VUSV - Drawdown Comparison

The maximum IBDW drawdown since its inception was -23.87%, which is greater than VUSV's maximum drawdown of -7.06%. Use the drawdown chart below to compare losses from any high point for IBDW and VUSV.

Drawdown Indicators

	IBDW	VUSV	Difference
Max Drawdown Largest peak-to-trough decline	-23.87%	-7.06%	-16.81%
Max Drawdown (1Y) Largest decline over 1 year	-2.42%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-6.61%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.87%	—	—
Current Drawdown Current decline from peak	-1.11%	-1.96%	+0.85%
Average Drawdown Average peak-to-trough decline	-9.37%	-1.28%	-8.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.76%	—	—

Volatility

Volatility by Period

	IBDW	VUSV	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.00%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.50%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.48%	12.06%	-8.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.23%	12.06%	-4.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.23%	12.06%	-4.83%

IBDW vs. VUSV - Expense Ratio Comparison

IBDW has a 0.10% expense ratio, which is lower than VUSV's 0.30% expense ratio.

Dividends

IBDW vs. VUSV - Dividend Comparison

IBDW's dividend yield for the trailing twelve months is around 4.79%, more than VUSV's 0.18% yield.

Position	TTM	2025	2024	2023	2022	2021
IBDW iShares iBonds Dec 2031 Term Corporate ETF	4.79%	4.78%	5.00%	4.50%	3.70%	1.10%
VUSV Vanguard Wellington U.S. Value Active ETF	0.18%	0.20%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IBDW and VUSV in my portfolio?

IBDW and VUSV have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IBDW or VUSV?

On fees, IBDW is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IBDW or VUSV?

IBDW is cheaper with a 0.10% expense ratio, compared with 0.30% for VUSV.

Which ETF pays a higher dividend yield, IBDW or VUSV?

IBDW has the higher dividend yield at 4.79%, compared with 0.18% for VUSV.

What is the main difference between IBDW and VUSV?

IBDW is categorized as Corporate Bonds, while VUSV is Large Cap Value Equities. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for IBDW and 0.30% for VUSV.