PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IBHC vs. IBDO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBHC and IBDO is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

IBHC vs. IBDO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2023 Term High Yield & Income ETF (IBHC) and iShares iBonds Dec 2023 Term Corporate ETF (IBDO). The values are adjusted to include any dividend payments, if applicable.

IBHC
IBDO

Key characteristics

Returns By Period


IBHC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IBDO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


IBHC vs. IBDO - Expense Ratio Comparison

IBHC has a 0.35% expense ratio, which is higher than IBDO's 0.10% expense ratio.


IBHC
iShares iBonds 2023 Term High Yield & Income ETF
Expense ratio chart for IBHC: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for IBDO: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

IBHC vs. IBDO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2023 Term High Yield & Income ETF (IBHC) and iShares iBonds Dec 2023 Term Corporate ETF (IBDO). 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.


Sharpe ratio
No data
IBHC
IBDO


Rolling 12-month Sharpe Ratio
IBHC
IBDO

Dividends

IBHC vs. IBDO - Dividend Comparison

Neither IBHC nor IBDO has paid dividends to shareholders.


TTM20222021202020192018201720162015
IBHC
iShares iBonds 2023 Term High Yield & Income ETF
0.00%3.02%4.27%5.51%3.68%0.00%0.00%0.00%0.00%
IBDO
iShares iBonds Dec 2023 Term Corporate ETF
0.00%1.85%1.80%2.47%3.01%3.10%2.91%3.01%2.39%

Drawdowns

IBHC vs. IBDO - Drawdown Comparison


IBHC
IBDO

Volatility

IBHC vs. IBDO - Volatility Comparison

iShares iBonds 2023 Term High Yield & Income ETF (IBHC) has a higher volatility of 0.67% compared to iShares iBonds Dec 2023 Term Corporate ETF (IBDO) at 0.17%. This indicates that IBHC's price experiences larger fluctuations and is considered to be riskier than IBDO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


IBHC
IBDO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab