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IBHE vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBHE and BND is 0.09, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

IBHE vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2025 Term High Yield & Income ETF (IBHE) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
33.24%
6.24%
IBHE
BND

Key characteristics

Sharpe Ratio

IBHE:

3.55

BND:

1.33

Sortino Ratio

IBHE:

5.29

BND:

1.93

Omega Ratio

IBHE:

1.81

BND:

1.23

Calmar Ratio

IBHE:

8.53

BND:

0.52

Martin Ratio

IBHE:

50.61

BND:

3.43

Ulcer Index

IBHE:

0.13%

BND:

2.05%

Daily Std Dev

IBHE:

1.81%

BND:

5.31%

Max Drawdown

IBHE:

-26.91%

BND:

-18.84%

Current Drawdown

IBHE:

0.00%

BND:

-6.87%

Returns By Period

In the year-to-date period, IBHE achieves a 1.57% return, which is significantly lower than BND's 2.74% return.


IBHE

YTD

1.57%

1M

0.41%

6M

2.91%

1Y

6.42%

5Y*

6.89%

10Y*

N/A

BND

YTD

2.74%

1M

0.67%

6M

1.94%

1Y

7.62%

5Y*

-0.84%

10Y*

1.43%

*Annualized

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IBHE vs. BND - Expense Ratio Comparison

IBHE has a 0.35% expense ratio, which is higher than BND's 0.03% expense ratio.


Expense ratio chart for IBHE: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBHE: 0.35%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

IBHE vs. BND — Risk-Adjusted Performance Rank

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

IBHE
The Risk-Adjusted Performance Rank of IBHE is 9898
Overall Rank
The Sharpe Ratio Rank of IBHE is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of IBHE is 9898
Sortino Ratio Rank
The Omega Ratio Rank of IBHE is 9898
Omega Ratio Rank
The Calmar Ratio Rank of IBHE is 9999
Calmar Ratio Rank
The Martin Ratio Rank of IBHE is 9999
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 7979
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IBHE vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2025 Term High Yield & Income ETF (IBHE) and Vanguard Total Bond Market ETF (BND). 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.


The chart of Sharpe ratio for IBHE, currently valued at 3.55, compared to the broader market-1.000.001.002.003.004.00
IBHE: 3.55
BND: 1.33
The chart of Sortino ratio for IBHE, currently valued at 5.29, compared to the broader market-2.000.002.004.006.008.00
IBHE: 5.29
BND: 1.93
The chart of Omega ratio for IBHE, currently valued at 1.81, compared to the broader market0.501.001.502.002.50
IBHE: 1.81
BND: 1.23
The chart of Calmar ratio for IBHE, currently valued at 8.53, compared to the broader market0.002.004.006.008.0010.0012.00
IBHE: 8.53
BND: 0.52
The chart of Martin ratio for IBHE, currently valued at 50.61, compared to the broader market0.0020.0040.0060.00
IBHE: 50.61
BND: 3.43

The current IBHE Sharpe Ratio is 3.55, which is higher than the BND Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of IBHE and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
3.55
1.33
IBHE
BND

Dividends

IBHE vs. BND - Dividend Comparison

IBHE's dividend yield for the trailing twelve months is around 6.47%, more than BND's 3.69% yield.


TTM20242023202220212020201920182017201620152014
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
6.47%6.92%7.17%5.77%4.84%5.74%3.73%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.69%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

IBHE vs. BND - Drawdown Comparison

The maximum IBHE drawdown since its inception was -26.91%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for IBHE and BND. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril0
-6.87%
IBHE
BND

Volatility

IBHE vs. BND - Volatility Comparison

The current volatility for iShares iBonds 2025 Term High Yield & Income ETF (IBHE) is 0.97%, while Vanguard Total Bond Market ETF (BND) has a volatility of 2.19%. This indicates that IBHE experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
0.97%
2.19%
IBHE
BND