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NEAR vs. IBDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NEAR vs. IBDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short Duration Bond Active ETF (NEAR) and iShares iBonds Dec 2024 Term Corporate ETF (IBDP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


NEAR

1D
0.00%
1M
0.20%
YTD
0.73%
6M
1.15%
1Y
4.31%
3Y*
5.64%
5Y*
3.86%
10Y*
2.85%

IBDP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEAR vs. IBDP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEAR
iShares Short Duration Bond Active ETF
0.73%5.90%5.09%7.42%0.41%0.32%1.39%3.55%1.71%1.41%
IBDP
iShares iBonds Dec 2024 Term Corporate ETF
0.00%0.00%5.02%5.16%-3.89%-0.64%6.14%11.00%-1.37%5.61%

Correlation

The correlation between NEAR and IBDP is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2015

0.17

The correlation between NEAR and IBDP shifts across timeframes, from 0.16 (3 years) to 0.26 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

NEAR vs. IBDP — Risk / Return Rank

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

NEAR
NEAR Risk / Return Rank: 8787
Overall Rank
NEAR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
NEAR Sortino Ratio Rank: 9494
Sortino Ratio Rank
NEAR Omega Ratio Rank: 9393
Omega Ratio Rank
NEAR Calmar Ratio Rank: 7575
Calmar Ratio Rank
NEAR Martin Ratio Rank: 8484
Martin Ratio Rank

IBDP
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.

NEAR vs. IBDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short Duration Bond Active ETF (NEAR) and iShares iBonds Dec 2024 Term Corporate ETF (IBDP). 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.


NEARIBDPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.66

Calmar ratioReturn relative to maximum drawdown

3.81

Martin ratioReturn relative to average drawdown

17.49

NEAR vs. IBDP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NEARIBDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

Drawdowns

NEAR vs. IBDP - Drawdown Comparison


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Drawdown Indicators


NEARIBDPDifference

Max Drawdown

Largest peak-to-trough decline

-9.61%

Max Drawdown (1Y)

Largest decline over 1 year

-1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-9.61%

Current Drawdown

Current decline from peak

-0.09%

Average Drawdown

Average peak-to-trough decline

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

Volatility

NEAR vs. IBDP - Volatility Comparison


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Volatility by Period


NEARIBDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.37%

Volatility (6M)

Calculated over the trailing 6-month period

1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.50%

NEAR vs. IBDP - Expense Ratio Comparison

NEAR has a 0.25% expense ratio, which is higher than IBDP'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%.


Dividends

NEAR vs. IBDP - Dividend Comparison

NEAR's dividend yield for the trailing twelve months is around 4.44%, while IBDP has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBDP
iShares iBonds Dec 2024 Term Corporate ETF
0.00%0.00%3.93%3.01%2.06%1.86%2.51%3.15%3.35%3.15%3.23%3.74%
NEAR
iShares Short Duration Bond Active ETF
4.44%4.54%5.00%4.59%1.78%0.76%1.53%2.69%2.25%1.52%1.07%0.85%

Frequently Asked Questions


NEAR and IBDP have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBDP is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBDP is cheaper with a 0.10% expense ratio, compared with 0.25% for NEAR.

NEAR has the higher dividend yield at 4.44%, compared with 0.00% for IBDP.

NEAR is categorized as Short-Term Bond, while IBDP is Corporate Bonds. Their fees differ too: 0.25% for NEAR and 0.10% for IBDP.

Portfolio Optimizer

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