RINT vs. IBDX

Last updated Jun 4, 2026

RINT (Russell Investments International Developed Equity ETF) and IBDX (iShares iBonds Dec 2032 Term Corporate ETF) are both exchange-traded funds - RINT is a Foreign Large Cap Equities fund actively managed by Russell, while IBDX is a Corporate Bonds fund tracking the Bloomberg December 2032 Maturity Corporate Index. RINT is actively managed, while IBDX is passively managed. Over the past year, RINT returned 21.90% vs 5.93% for IBDX. At a 0.46 correlation, their price movements are largely independent. RINT charges 0.49%/yr vs 0.10%/yr for IBDX.

Performance

RINT vs. IBDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments International Developed Equity ETF (RINT) and iShares iBonds Dec 2032 Term Corporate ETF (IBDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RINT achieves a 8.39% return, which is significantly higher than IBDX's 0.16% return.

RINT

• 1D: -0.77%
• 1M: 3.99%
• YTD: 8.39%
• 6M: 11.05%
• 1Y: 21.90%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IBDX

• 1D: -0.20%
• 1M: 0.16%
• YTD: 0.16%
• 6M: 0.26%
• 1Y: 5.93%
• 3Y*: 5.73%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RINT vs. IBDX - Yearly Performance Comparison

	2026 (YTD)	2025
RINT Russell Investments International Developed Equity ETF	8.39%	16.65%
IBDX iShares iBonds Dec 2032 Term Corporate ETF	0.16%	7.15%

Correlation

The correlation between RINT and IBDX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (All Time) Calculated using the full available price history since May 15, 2025	0.46

Return for Risk

RINT vs. IBDX — Risk / Return Rank

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

RINT

RINT Risk / Return Rank: 42
RINT Sharpe Ratio Rank: 43
RINT Sortino Ratio Rank: 43
RINT Omega Ratio Rank: 44
RINT Calmar Ratio Rank: 38
RINT Martin Ratio Rank: 44

IBDX

IBDX Risk / Return Rank: 45
IBDX Sharpe Ratio Rank: 45
IBDX Sortino Ratio Rank: 48
IBDX Omega Ratio Rank: 45
IBDX Calmar Ratio Rank: 44
IBDX Martin Ratio Rank: 44

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.

RINT vs. IBDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments International Developed Equity ETF (RINT) and iShares iBonds Dec 2032 Term Corporate ETF (IBDX). 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.

	RINT	IBDX	Difference
Sharpe ratio: Return per unit of total volatility	1.49	1.55	-0.06
Sortino ratio: Return per unit of downside risk	2.12	2.32	-0.20
Omega ratio: Gain probability vs. loss probability	1.27	1.28	-0.01
Calmar ratio: Return relative to maximum drawdown	1.85	2.16	-0.31
Martin ratio: Return relative to average drawdown	6.94	7.01	-0.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RINT vs. IBDX - Sharpe Ratio Comparison

The current RINT Sharpe Ratio is 1.49, which is comparable to the IBDX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of RINT and IBDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RINT	IBDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.49	1.55	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	1.72	0.65	+1.07

Drawdowns

RINT vs. IBDX - Drawdown Comparison

The maximum RINT drawdown since its inception was -11.91%, roughly equal to the maximum IBDX drawdown of -12.51%. Use the drawdown chart below to compare losses from any high point for RINT and IBDX.

Drawdown Indicators

	RINT	IBDX	Difference
Max Drawdown Largest peak-to-trough decline	-11.91%	-12.51%	+0.60%
Max Drawdown (1Y) Largest decline over 1 year	-11.91%	-2.76%	-9.15%
Max Drawdown (3Y) Largest decline over 3 years	—	-7.09%	—
Current Drawdown Current decline from peak	-0.86%	-1.43%	+0.57%
Average Drawdown Average peak-to-trough decline	-1.82%	-2.39%	+0.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.16%	0.85%	+2.31%

Volatility

RINT vs. IBDX - Volatility Comparison

Russell Investments International Developed Equity ETF (RINT) has a higher volatility of 4.31% compared to iShares iBonds Dec 2032 Term Corporate ETF (IBDX) at 1.18%. This indicates that RINT's price experiences larger fluctuations and is considered to be riskier than IBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RINT	IBDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.31%	1.18%	+3.13%
Volatility (6M) Calculated over the trailing 6-month period	12.36%	2.78%	+9.58%
Volatility (1Y) Calculated over the trailing 1-year period	14.79%	3.86%	+10.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.64%	7.46%	+7.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.64%	7.46%	+7.18%

RINT vs. IBDX - Expense Ratio Comparison

RINT has a 0.49% expense ratio, which is higher than IBDX's 0.10% expense ratio.

Dividends

RINT vs. IBDX - Dividend Comparison

RINT's dividend yield for the trailing twelve months is around 0.82%, less than IBDX's 4.83% yield.

Position	TTM	2025	2024	2023	2022
IBDX iShares iBonds Dec 2032 Term Corporate ETF	4.83%	4.81%	5.02%	4.59%	2.39%
RINT Russell Investments International Developed Equity ETF	0.82%	0.89%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RINT and IBDX in my portfolio?

RINT and IBDX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RINT or IBDX?

RINT has higher volatility (4.31%) compared to IBDX (1.18%). In terms of maximum drawdown, RINT dropped -11.91% vs IBDX's -12.51%.

Which ETF is better, RINT or IBDX?

On 1-year performance, RINT leads with 21.90% vs 5.93% for IBDX. On fees, IBDX is cheaper at 0.10% per year. On volatility, IBDX has been the lower-risk option at 1.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RINT or IBDX?

Over the 1-year period, RINT has performed better with a 21.90% return vs 5.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RINT or IBDX?

IBDX is cheaper with a 0.10% expense ratio, compared with 0.49% for RINT.

Which ETF pays a higher dividend yield, RINT or IBDX?

IBDX has the higher dividend yield at 4.83%, compared with 0.82% for RINT.

What is the main difference between RINT and IBDX?

RINT is categorized as Foreign Large Cap Equities, while IBDX is Corporate Bonds. They also come from different issuers: Russell and iShares. Their fees differ too: 0.49% for RINT and 0.10% for IBDX.

Which has better risk-adjusted returns?

IBDX currently has the higher Sharpe Ratio (1.55 vs 1.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.