IBDX vs. VUSV

Last updated Jun 5, 2026

IBDX (iShares iBonds Dec 2032 Term Corporate ETF) and VUSV (Vanguard Wellington U.S. Value Active ETF) are both exchange-traded funds - IBDX is a Corporate Bonds fund tracking the Bloomberg December 2032 Maturity Corporate Index, while VUSV is a Large Cap Value Equities fund actively managed by Vanguard. IBDX is passively managed, while VUSV is actively managed. At a 0.46 correlation, their price movements are largely independent. IBDX charges 0.10%/yr vs 0.30%/yr for VUSV.

Performance

IBDX vs. VUSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2032 Term Corporate ETF (IBDX) 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, IBDX achieves a 0.32% return, which is significantly lower than VUSV's 8.98% return.

IBDX

• 1D: 0.16%
• 1M: 0.16%
• YTD: 0.32%
• 6M: 0.54%
• 1Y: 5.55%
• 3Y*: 5.83%
• 5Y*: —
• 10Y*: —

VUSV

• 1D: 1.41%
• 1M: 3.31%
• YTD: 8.98%
• 6M: 10.08%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IBDX vs. VUSV - Yearly Performance Comparison

	2026 (YTD)	2025
IBDX iShares iBonds Dec 2032 Term Corporate ETF	0.32%	0.93%
VUSV Vanguard Wellington U.S. Value Active ETF	8.98%	5.48%

Correlation

The correlation between IBDX 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 19, 2025	0.46

Return for Risk

IBDX vs. VUSV — Risk / Return Rank

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

IBDX

IBDX Risk / Return Rank: 42
IBDX Sharpe Ratio Rank: 42
IBDX Sortino Ratio Rank: 44
IBDX Omega Ratio Rank: 41
IBDX Calmar Ratio Rank: 42
IBDX Martin Ratio Rank: 42

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.

IBDX vs. VUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2032 Term Corporate ETF (IBDX) 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.

	IBDX	VUSV	Difference
Sharpe ratio: Return per unit of total volatility	1.46	—	—
Sortino ratio: Return per unit of downside risk	2.18	—	—
Omega ratio: Gain probability vs. loss probability	1.26	—	—
Calmar ratio: Return relative to maximum drawdown	2.02	—	—
Martin ratio: Return relative to average drawdown	6.54	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IBDX	VUSV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.46	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	2.48	-1.83

Drawdowns

IBDX vs. VUSV - Drawdown Comparison

The maximum IBDX drawdown since its inception was -12.51%, which is greater than VUSV's maximum drawdown of -7.06%. Use the drawdown chart below to compare losses from any high point for IBDX and VUSV.

Drawdown Indicators

	IBDX	VUSV	Difference
Max Drawdown Largest peak-to-trough decline	-12.51%	-7.06%	-5.45%
Max Drawdown (1Y) Largest decline over 1 year	-2.76%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-7.09%	—	—
Current Drawdown Current decline from peak	-1.27%	0.00%	-1.27%
Average Drawdown Average peak-to-trough decline	-2.39%	-1.30%	-1.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	—	—

Volatility

Volatility by Period

	IBDX	VUSV	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.18%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.78%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.85%	12.03%	-8.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.46%	12.03%	-4.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.46%	12.03%	-4.57%

IBDX vs. VUSV - Expense Ratio Comparison

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

Dividends

IBDX vs. VUSV - Dividend Comparison

IBDX's dividend yield for the trailing twelve months is around 4.82%, more than VUSV's 0.18% yield.

Position	TTM	2025	2024	2023	2022
IBDX iShares iBonds Dec 2032 Term Corporate ETF	4.82%	4.81%	5.02%	4.59%	2.39%
VUSV Vanguard Wellington U.S. Value Active ETF	0.18%	0.20%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IBDX and VUSV in my portfolio?

IBDX 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, IBDX or VUSV?

On fees, IBDX 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, IBDX or VUSV?

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

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

IBDX has the higher dividend yield at 4.82%, compared with 0.18% for VUSV.

What is the main difference between IBDX and VUSV?

IBDX 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 IBDX and 0.30% for VUSV.