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OVT vs. IBDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OVT vs. IBDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Overlay Shares Short Term Bond ETF (OVT) 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


OVT

1D
-0.16%
1M
0.55%
YTD
2.61%
6M
3.07%
1Y
8.92%
3Y*
7.44%
5Y*
3.01%
10Y*

IBDP

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

OVT vs. IBDP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OVT
Overlay Shares Short Term Bond ETF
2.61%7.61%7.44%7.73%-9.68%2.07%
IBDP
iShares iBonds Dec 2024 Term Corporate ETF
0.00%0.00%5.02%5.16%-3.89%-0.60%

Correlation

The correlation between OVT and IBDP is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.32

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2021

0.33

The correlation between OVT and IBDP shifts across timeframes, from 0.14 (3 years) to 0.33 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OVT vs. IBDP — Risk / Return Rank

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

OVT
OVT Risk / Return Rank: 8585
Overall Rank
OVT Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
OVT Sortino Ratio Rank: 8484
Sortino Ratio Rank
OVT Omega Ratio Rank: 8484
Omega Ratio Rank
OVT Calmar Ratio Rank: 9191
Calmar Ratio Rank
OVT Martin Ratio Rank: 8989
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.

OVT vs. IBDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Overlay Shares Short Term Bond ETF (OVT) 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.


OVTIBDPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.51

Calmar ratioReturn relative to maximum drawdown

5.78

Martin ratioReturn relative to average drawdown

20.00

OVT vs. IBDP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


OVTIBDPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

Drawdowns

OVT vs. IBDP - Drawdown Comparison


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Drawdown Indicators


OVTIBDPDifference

Max Drawdown

Largest peak-to-trough decline

-13.59%

Max Drawdown (1Y)

Largest decline over 1 year

-1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-13.59%

Current Drawdown

Current decline from peak

-0.41%

Average Drawdown

Average peak-to-trough decline

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

Volatility

OVT vs. IBDP - Volatility Comparison


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Volatility by Period


OVTIBDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

OVT vs. IBDP - Expense Ratio Comparison

OVT has a 0.80% expense ratio, which is higher than IBDP's 0.10% expense ratio.


Dividends

OVT vs. IBDP - Dividend Comparison

OVT's dividend yield for the trailing twelve months is around 8.17%, 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%
OVT
Overlay Shares Short Term Bond ETF
8.17%7.21%6.15%5.11%4.12%4.41%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OVT and IBDP have a correlation of 0.33, 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 0.80% for OVT.

OVT has the higher dividend yield at 8.17%, compared with 0.00% for IBDP.

They also come from different issuers: Liquid Strategies and iShares. Their fees differ too: 0.80% for OVT and 0.10% for IBDP.

Portfolio Optimizer

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