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IBMN vs. IBDQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBMN and IBDQ is 0.38, 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.


-0.50.00.51.00.4

Performance

IBMN vs. IBDQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2025 Term Muni Bond ETF (IBMN) and iShares iBonds Dec 2025 Term Corporate ETF (IBDQ). The values are adjusted to include any dividend payments, if applicable.

0.00%0.50%1.00%1.50%2.00%2.50%SeptemberOctoberNovemberDecember2025February
1.31%
2.49%
IBMN
IBDQ

Key characteristics

Sharpe Ratio

IBMN:

3.19

IBDQ:

7.01

Sortino Ratio

IBMN:

5.12

IBDQ:

12.46

Omega Ratio

IBMN:

1.70

IBDQ:

3.41

Calmar Ratio

IBMN:

0.97

IBDQ:

2.47

Martin Ratio

IBMN:

23.95

IBDQ:

129.61

Ulcer Index

IBMN:

0.13%

IBDQ:

0.04%

Daily Std Dev

IBMN:

0.94%

IBDQ:

0.78%

Max Drawdown

IBMN:

-12.41%

IBDQ:

-15.19%

Current Drawdown

IBMN:

-0.05%

IBDQ:

-0.04%

Returns By Period

In the year-to-date period, IBMN achieves a 0.52% return, which is significantly lower than IBDQ's 0.61% return.


IBMN

YTD

0.52%

1M

0.35%

6M

1.31%

1Y

3.04%

5Y*

0.66%

10Y*

N/A

IBDQ

YTD

0.61%

1M

0.37%

6M

2.50%

1Y

5.50%

5Y*

1.86%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


IBMN vs. IBDQ - Expense Ratio Comparison

IBMN has a 0.18% expense ratio, which is higher than IBDQ's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


IBMN
iShares iBonds Dec 2025 Term Muni Bond ETF
Expense ratio chart for IBMN: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for IBDQ: 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

IBMN vs. IBDQ — Risk-Adjusted Performance Rank

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

IBMN
The Risk-Adjusted Performance Rank of IBMN is 8686
Overall Rank
The Sharpe Ratio Rank of IBMN is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IBMN is 9797
Sortino Ratio Rank
The Omega Ratio Rank of IBMN is 9797
Omega Ratio Rank
The Calmar Ratio Rank of IBMN is 4141
Calmar Ratio Rank
The Martin Ratio Rank of IBMN is 9696
Martin Ratio Rank

IBDQ
The Risk-Adjusted Performance Rank of IBDQ is 9494
Overall Rank
The Sharpe Ratio Rank of IBDQ is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of IBDQ is 9999
Sortino Ratio Rank
The Omega Ratio Rank of IBDQ is 9999
Omega Ratio Rank
The Calmar Ratio Rank of IBDQ is 7373
Calmar Ratio Rank
The Martin Ratio Rank of IBDQ is 9999
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.

IBMN vs. IBDQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2025 Term Muni Bond ETF (IBMN) and iShares iBonds Dec 2025 Term Corporate ETF (IBDQ). 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
The chart of Sharpe ratio for IBMN, currently valued at 3.19, compared to the broader market0.002.004.003.197.01
The chart of Sortino ratio for IBMN, currently valued at 5.12, compared to the broader market-2.000.002.004.006.008.0010.0012.005.1212.46
The chart of Omega ratio for IBMN, currently valued at 1.70, compared to the broader market0.501.001.502.002.503.001.703.41
The chart of Calmar ratio for IBMN, currently valued at 0.97, compared to the broader market0.005.0010.0015.000.972.47
The chart of Martin ratio for IBMN, currently valued at 23.95, compared to the broader market0.0020.0040.0060.0080.00100.0023.95129.61
IBMN
IBDQ

The current IBMN Sharpe Ratio is 3.19, which is lower than the IBDQ Sharpe Ratio of 7.01. The chart below compares the historical Sharpe Ratios of IBMN and IBDQ, 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 Ratio2.003.004.005.006.007.00SeptemberOctoberNovemberDecember2025February
3.19
7.01
IBMN
IBDQ

Dividends

IBMN vs. IBDQ - Dividend Comparison

IBMN's dividend yield for the trailing twelve months is around 2.04%, less than IBDQ's 3.84% yield.


TTM2024202320222021202020192018201720162015
IBMN
iShares iBonds Dec 2025 Term Muni Bond ETF
2.04%2.03%1.71%0.97%0.70%1.10%1.78%0.22%0.00%0.00%0.00%
IBDQ
iShares iBonds Dec 2025 Term Corporate ETF
3.84%3.82%3.27%2.24%2.06%2.51%3.21%3.52%3.28%3.39%2.64%

Drawdowns

IBMN vs. IBDQ - Drawdown Comparison

The maximum IBMN drawdown since its inception was -12.41%, smaller than the maximum IBDQ drawdown of -15.19%. Use the drawdown chart below to compare losses from any high point for IBMN and IBDQ. For additional features, visit the drawdowns tool.


-1.40%-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%SeptemberOctoberNovemberDecember2025February
-0.05%
-0.04%
IBMN
IBDQ

Volatility

IBMN vs. IBDQ - Volatility Comparison

iShares iBonds Dec 2025 Term Muni Bond ETF (IBMN) has a higher volatility of 0.23% compared to iShares iBonds Dec 2025 Term Corporate ETF (IBDQ) at 0.18%. This indicates that IBMN's price experiences larger fluctuations and is considered to be riskier than IBDQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.10%0.15%0.20%0.25%0.30%0.35%SeptemberOctoberNovemberDecember2025February
0.23%
0.18%
IBMN
IBDQ
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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.

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