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IBMQ vs. VUSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBMQ vs. VUSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2028 Term Muni Bond ETF (IBMQ) and Vanguard Wellington U.S. Value Active ETF (VUSV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBMQ achieves a 0.90% return, which is significantly lower than VUSV's 12.00% return.


IBMQ

1D
0.04%
1M
-0.16%
6M
0.41%
YTD
0.90%
1Y
2.02%
3Y*
2.88%
5Y*
0.35%
10Y*
ALL TIME*
1.95%

VUSV

1D
0.91%
1M
1.76%
6M
8.16%
YTD
12.00%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.97M$1.98M$1.89M
$776.50K$906.43K$757.88K

IBMQ vs. VUSV - Yearly Performance Comparison


Correlation

The correlation between IBMQ and VUSV is 0.21, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 18, 2025

0.21

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Return for Risk

IBMQ vs. VUSV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IBMQ
IBMQ Risk / Return Rank: 7272
Overall Rank
IBMQ Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IBMQ Sortino Ratio Rank: 8585
Sortino Ratio Rank
IBMQ Omega Ratio Rank: 8686
Omega Ratio Rank
IBMQ Calmar Ratio Rank: 5959
Calmar Ratio Rank
IBMQ Martin Ratio Rank: 4747
Martin Ratio Rank

VUSV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IBMQ vs. VUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2028 Term Muni Bond ETF (IBMQ) 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.

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.


IBMQVUSVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.09

Martin ratioReturn relative to average drawdown

5.46

IBMQ vs. VUSV - Sharpe Ratio Comparison


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Drawdowns

IBMQ vs. VUSV - Drawdown Comparison

The maximum IBMQ drawdown since its inception was -15.85%, which is greater than VUSV's maximum drawdown of -7.06%. Use the drawdown chart below to compare losses from any high point for IBMQ and VUSV.


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Drawdown Indicators


IBMQVUSVDifference

Max Drawdown

Largest peak-to-trough decline

-15.85%

-7.06%

-8.79%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-11.45%

Current Drawdown

Current decline from peak

-0.25%

0.00%

-0.25%

Average Drawdown

Average peak-to-trough decline

-3.19%

-1.18%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

Volatility

IBMQ vs. VUSV - Volatility Comparison


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Volatility by Period


IBMQVUSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.37%

Volatility (6M)

Calculated over the trailing 6-month period

0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

1.22%

11.69%

-10.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.94%

11.69%

-8.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.49%

11.69%

-6.20%

IBMQ vs. VUSV - Expense Ratio Comparison

IBMQ has a 0.18% expense ratio, which is lower than VUSV's 0.30% expense ratio.


Dividends

IBMQ vs. VUSV - Dividend Comparison

IBMQ's dividend yield for the trailing twelve months is around 2.45%, more than VUSV's 0.18% yield.


PositionTTM2025202420232022202120202019
IBMQ
iShares iBonds Dec 2028 Term Muni Bond ETF
2.24%2.43%2.33%1.93%1.25%1.05%1.24%1.03%
VUSV
Vanguard Wellington U.S. Value Active ETF
0.18%0.20%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBMQ and VUSV 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.

On fees, IBMQ is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBMQ is cheaper with a 0.18% expense ratio, compared with 0.30% for VUSV.

IBMQ has the higher dividend yield at 2.24%, compared with 0.18% for VUSV.

IBMQ is categorized as Municipal Bonds, while VUSV is Large Cap Value Equities. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for IBMQ and 0.30% for VUSV.

Portfolio Optimizer

Find the right allocation for IBMQ and VUSV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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