IBDX vs. BESF
IBDX (iShares iBonds Dec 2032 Term Corporate ETF) and BESF (Bastion Energy ETF) are both exchange-traded funds - IBDX is a Corporate Bonds fund tracking the Bloomberg December 2032 Maturity Corporate Index, while BESF is a Energy Equities fund actively managed by Bastion. IBDX is passively managed, while BESF is actively managed. Over the past year, IBDX returned 4.55% vs 53.00% for BESF. At a correlation of -0.18, they often move in opposite directions. IBDX charges 0.10%/yr vs 0.80%/yr for BESF.
Performance
IBDX vs. BESF - Performance Comparison
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Returns By Period
In the year-to-date period, IBDX achieves a 0.14% return, which is significantly lower than BESF's 16.74% return.
IBDX
- 1D
- -0.16%
- 1M
- -0.22%
- 6M
- 0.06%
- YTD
- 0.14%
- 1Y
- 4.55%
- 3Y*
- 5.93%
- 5Y*
- —
- 10Y*
- —
BESF
- 1D
- -0.68%
- 1M
- -1.52%
- 6M
- 16.75%
- YTD
- 16.74%
- 1Y
- 53.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBDX vs. BESF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IBDX iShares iBonds Dec 2032 Term Corporate ETF | 0.14% | 5.76% |
BESF Bastion Energy ETF | 16.74% | 38.76% |
Correlation
The correlation between IBDX and BESF is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025 | -0.18 |
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Return for Risk
IBDX vs. BESF — Risk / Return Rank
IBDX
BESF
IBDX vs. BESF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2032 Term Corporate ETF (IBDX) and Bastion Energy ETF (BESF). 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.
| IBDX | BESF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.38 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 5.09 | -3.57 |
| Martin ratioReturn relative to average drawdown | 4.50 | 12.59 | -8.09 |
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Drawdowns
IBDX vs. BESF - Drawdown Comparison
The maximum IBDX drawdown since its inception was -12.51%, which is greater than BESF's maximum drawdown of -10.97%. Use the drawdown chart below to compare losses from any high point for IBDX and BESF.
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Drawdown Indicators
| IBDX | BESF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.51% | -10.97% | -1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -2.76% | -10.97% | +8.21% |
Max Drawdown (3Y)Largest decline over 3 years | -7.09% | — | — |
Current DrawdownCurrent decline from peak | -1.45% | -8.24% | +6.79% |
Average DrawdownAverage peak-to-trough decline | -2.36% | -3.01% | +0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 4.43% | -3.50% |
Volatility
IBDX vs. BESF - Volatility Comparison
The current volatility for iShares iBonds Dec 2032 Term Corporate ETF (IBDX) is 1.18%, while Bastion Energy ETF (BESF) has a volatility of 6.67%. This indicates that IBDX experiences smaller price fluctuations and is considered to be less risky than BESF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBDX | BESF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 6.67% | -5.49% |
Volatility (6M)Calculated over the trailing 6-month period | 2.96% | 14.80% | -11.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 24.53% | -20.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.39% | 24.23% | -16.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.39% | 24.23% | -16.84% |
IBDX vs. BESF - Expense Ratio Comparison
IBDX has a 0.10% expense ratio, which is lower than BESF's 0.80% expense ratio.
Dividends
IBDX vs. BESF - Dividend Comparison
IBDX's dividend yield for the trailing twelve months is around 4.84%, less than BESF's 5.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BESF Bastion Energy ETF | 5.89% | 6.39% | 0.00% | 0.00% | 0.00% |
IBDX iShares iBonds Dec 2032 Term Corporate ETF | 4.84% | 4.81% | 5.02% | 4.59% | 2.39% |
Frequently Asked Questions
IBDX and BESF have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BESF has higher volatility (6.67%) compared to IBDX (1.18%). In terms of maximum drawdown, IBDX dropped -12.51% vs BESF's -10.97%.
On 1-year performance, BESF leads with 53.00% vs 4.55% for IBDX. On fees, IBDX is cheaper at 0.10% per year. On volatility, IBDX has been the lower-risk option at 1.18%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BESF has performed better with a 53.00% return vs 4.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBDX is cheaper with a 0.10% expense ratio, compared with 0.80% for BESF.
BESF has the higher dividend yield at 5.89%, compared with 4.84% for IBDX.
IBDX is categorized as Corporate Bonds, while BESF is Energy Equities. They also come from different issuers: iShares and Bastion. Their fees differ too: 0.10% for IBDX and 0.80% for BESF.
BESF currently has the higher Sharpe Ratio (2.28 vs 1.10), 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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