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SPIB vs. IBDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPIB vs. IBDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) and iShares iBonds Dec 2030 Term Corporate ETF (IBDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPIB achieves a 0.46% return, which is significantly higher than IBDV's 0.30% return.


SPIB

1D
-0.09%
1M
0.25%
YTD
0.46%
6M
0.59%
1Y
5.27%
3Y*
5.79%
5Y*
1.79%
10Y*
2.86%

IBDV

1D
-0.11%
1M
0.12%
YTD
0.30%
6M
0.51%
1Y
4.91%
3Y*
5.56%
5Y*
0.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPIB vs. IBDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPIB
SPDR Portfolio Intermediate Term Corporate Bond ETF
0.46%7.91%4.28%7.27%-9.65%-1.24%3.32%
IBDV
iShares iBonds Dec 2030 Term Corporate ETF
0.30%8.19%3.42%8.51%-14.67%-2.64%5.33%

Correlation

The correlation between SPIB and IBDV is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

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

0.96

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

0.93

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2020

0.92

The correlation between SPIB and IBDV has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

SPIB vs. IBDV — Risk / Return Rank

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

SPIB
SPIB Risk / Return Rank: 5555
Overall Rank
SPIB Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SPIB Sortino Ratio Rank: 5959
Sortino Ratio Rank
SPIB Omega Ratio Rank: 5555
Omega Ratio Rank
SPIB Calmar Ratio Rank: 5252
Calmar Ratio Rank
SPIB Martin Ratio Rank: 5353
Martin Ratio Rank

IBDV
IBDV Risk / Return Rank: 5050
Overall Rank
IBDV Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IBDV Sortino Ratio Rank: 5555
Sortino Ratio Rank
IBDV Omega Ratio Rank: 4949
Omega Ratio Rank
IBDV Calmar Ratio Rank: 4848
Calmar Ratio Rank
IBDV Martin Ratio Rank: 4949
Martin Ratio Rank
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.

SPIB vs. IBDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) and iShares iBonds Dec 2030 Term Corporate ETF (IBDV). 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.


SPIBIBDVDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.34

1.31

+0.04

Calmar ratioReturn relative to maximum drawdown

2.62

2.38

+0.24

Martin ratioReturn relative to average drawdown

9.13

8.25

+0.87

SPIB vs. IBDV - Sharpe Ratio Comparison

The current SPIB Sharpe Ratio is 1.87, which is comparable to the IBDV Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of SPIB and IBDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPIBIBDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.69

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.15

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.17

+0.70

Drawdowns

SPIB vs. IBDV - Drawdown Comparison

The maximum SPIB drawdown since its inception was -14.94%, smaller than the maximum IBDV drawdown of -21.85%. Use the drawdown chart below to compare losses from any high point for SPIB and IBDV.


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Drawdown Indicators


SPIBIBDVDifference

Max Drawdown

Largest peak-to-trough decline

-14.94%

-21.85%

+6.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-2.07%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-3.18%

-5.64%

+2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-14.80%

-21.54%

+6.74%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-0.78%

-0.93%

+0.15%

Average Drawdown

Average peak-to-trough decline

-1.89%

-7.22%

+5.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.60%

-0.02%

Volatility

SPIB vs. IBDV - Volatility Comparison

SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) has a higher volatility of 0.93% compared to iShares iBonds Dec 2030 Term Corporate ETF (IBDV) at 0.83%. This indicates that SPIB's price experiences larger fluctuations and is considered to be riskier than IBDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPIBIBDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

0.83%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.09%

1.98%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

2.83%

2.91%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

6.44%

-1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.60%

6.27%

-1.67%

SPIB vs. IBDV - Expense Ratio Comparison

SPIB has a 0.07% expense ratio, which is lower than IBDV's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPIB vs. IBDV - Dividend Comparison

SPIB's dividend yield for the trailing twelve months is around 4.46%, less than IBDV's 4.60% yield.


PositionTTM20252024202320222021202020192018201720162015
IBDV
iShares iBonds Dec 2030 Term Corporate ETF
4.60%4.57%4.69%4.09%3.02%1.99%0.90%0.00%0.00%0.00%0.00%0.00%
SPIB
SPDR Portfolio Intermediate Term Corporate Bond ETF
4.46%4.42%4.41%3.84%2.65%1.58%2.18%3.03%3.04%2.79%2.68%2.69%

Frequently Asked Questions


With a correlation of 0.95, SPIB and IBDV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SPIB has higher volatility (0.93%) compared to IBDV (0.83%). In terms of maximum drawdown, SPIB dropped -14.94% vs IBDV's -21.85%.

On 5-year performance, SPIB leads with 1.79% vs 0.95% for IBDV. On fees, SPIB is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPIB has performed better with a 1.79% return vs 0.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPIB is cheaper with a 0.07% expense ratio, compared with 0.10% for IBDV.

IBDV has the higher dividend yield at 4.60%, compared with 4.46% for SPIB.

SPIB tracks Bloomberg US Aggregate Credit - Corporate - Investment Grade - Intermediate, while IBDV tracks Bloomberg December 2030 Maturity Corporate Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.07% for SPIB and 0.10% for IBDV.

SPIB currently has the higher Sharpe Ratio (1.87 vs 1.69), 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.

Portfolio Optimizer

Find the right allocation for SPIB and IBDV

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