UCRD vs. IBDR

Last updated Apr 2, 2026

Compare and contrast key facts about VictoryShares ESG Corporate Bond ETF (UCRD) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR).

UCRD and IBDR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UCRD is an actively managed fund by Victory. It was launched on Oct 4, 2021. IBDR is a passively managed fund by iShares that tracks the performance of the Barclays December 2026 Maturity Corporate Index. It was launched on Sep 13, 2016.

Performance

UCRD vs. IBDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares ESG Corporate Bond ETF (UCRD) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). The values are adjusted to include any dividend payments, if applicable.

UCRD vs. IBDR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
UCRD VictoryShares ESG Corporate Bond ETF	-0.35%	7.90%	2.68%	9.27%	-17.13%	0.30%
IBDR iShares iBonds Dec 2026 Term Corporate ETF	0.73%	4.99%	4.98%	5.96%	-8.28%	-0.92%

Returns By Period

In the year-to-date period, UCRD achieves a -0.35% return, which is significantly lower than IBDR's 0.73% return.

UCRD

• 1D: -0.10%
• 1M: -1.58%
• YTD: -0.35%
• 6M: 0.18%
• 1Y: 4.80%
• 3Y*: 5.06%
• 5Y*: —
• 10Y*: —

IBDR

• 1D: 0.00%
• 1M: 0.21%
• YTD: 0.73%
• 6M: 1.79%
• 1Y: 4.38%
• 3Y*: 4.82%
• 5Y*: 1.63%
• 10Y*: —

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

UCRD vs. IBDR - Expense Ratio Comparison

UCRD has a 0.40% expense ratio, which is higher than IBDR's 0.10% expense ratio.

UCRD

VictoryShares ESG Corporate Bond ETF

IBDR

iShares iBonds Dec 2026 Term Corporate ETF

Return for Risk

UCRD vs. IBDR — Risk / Return Rank

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

UCRD

UCRD Risk / Return Rank: 46
UCRD Sharpe Ratio Rank: 48
UCRD Sortino Ratio Rank: 43
UCRD Omega Ratio Rank: 41
UCRD Calmar Ratio Rank: 55
UCRD Martin Ratio Rank: 45

IBDR

IBDR Risk / Return Rank: 99
IBDR Sharpe Ratio Rank: 99
IBDR Sortino Ratio Rank: 99
IBDR Omega Ratio Rank: 99
IBDR Calmar Ratio Rank: 99
IBDR Martin Ratio Rank: 99

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.

UCRD vs. IBDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares ESG Corporate Bond ETF (UCRD) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). 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.

	UCRD	IBDR	Difference
Sharpe ratio Return per unit of total volatility	0.93	5.37	-4.43
Sortino ratio Return per unit of downside risk	1.30	9.50	-8.20
Omega ratio Gain probability vs. loss probability	1.17	2.66	-1.48
Calmar ratio Return relative to maximum drawdown	1.60	11.83	-10.23
Martin ratio Return relative to average drawdown	5.02	81.88	-76.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UCRD vs. IBDR - Sharpe Ratio Comparison

The current UCRD Sharpe Ratio is 0.93, which is lower than the IBDR Sharpe Ratio of 5.37. The chart below compares the historical Sharpe Ratios of UCRD and IBDR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UCRD	IBDR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.93	5.37	-4.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	0.60	-0.59

Correlation

The correlation between UCRD and IBDR is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

UCRD vs. IBDR - Dividend Comparison

UCRD's dividend yield for the trailing twelve months is around 4.16%, which matches IBDR's 4.18% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
UCRD VictoryShares ESG Corporate Bond ETF	4.16%	4.05%	4.00%	3.56%	2.72%	0.54%	0.00%	0.00%	0.00%	0.00%	0.00%
IBDR iShares iBonds Dec 2026 Term Corporate ETF	4.18%	4.20%	4.13%	3.41%	2.44%	2.11%	2.61%	3.25%	3.56%	3.22%	0.86%

Drawdowns

UCRD vs. IBDR - Drawdown Comparison

The maximum UCRD drawdown since its inception was -22.37%, which is greater than IBDR's maximum drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for UCRD and IBDR.

Drawdown Indicators

	UCRD	IBDR	Difference
Max Drawdown Largest peak-to-trough decline	-22.37%	-16.06%	-6.31%
Max Drawdown (1Y) Largest decline over 1 year	-3.17%	-0.37%	-2.80%
Max Drawdown (5Y) Largest decline over 5 years	—	-13.13%	—
Current Drawdown Current decline from peak	-1.98%	0.00%	-1.98%
Average Drawdown Average peak-to-trough decline	-8.68%	-2.89%	-5.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.01%	0.05%	+0.96%

Volatility

UCRD vs. IBDR - Volatility Comparison

VictoryShares ESG Corporate Bond ETF (UCRD) has a higher volatility of 2.13% compared to iShares iBonds Dec 2026 Term Corporate ETF (IBDR) at 0.15%. This indicates that UCRD's price experiences larger fluctuations and is considered to be riskier than IBDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UCRD	IBDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.13%	0.15%	+1.98%
Volatility (6M) Calculated over the trailing 6-month period	2.98%	0.37%	+2.61%
Volatility (1Y) Calculated over the trailing 1-year period	5.16%	0.82%	+4.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.65%	3.43%	+4.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.65%	4.91%	+2.74%