UCRD vs. IBDR
UCRD (VictoryShares ESG Corporate Bond ETF) and IBDR (iShares iBonds Dec 2026 Term Corporate ETF) are both Corporate Bonds funds. UCRD is actively managed, while IBDR is passively managed. Over the past 3 years, UCRD returned 5.64%/yr vs 5.07%/yr for IBDR. A 0.63 correlation means they provide meaningful diversification when combined. UCRD charges 0.40%/yr vs 0.10%/yr for IBDR.
Performance
UCRD vs. IBDR - Performance Comparison
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Returns By Period
In the year-to-date period, UCRD achieves a 0.51% return, which is significantly lower than IBDR's 1.44% return.
UCRD
- 1D
- -0.21%
- 1M
- 0.46%
- YTD
- 0.51%
- 6M
- 0.37%
- 1Y
- 6.14%
- 3Y*
- 5.64%
- 5Y*
- —
- 10Y*
- —
IBDR
- 1D
- -0.04%
- 1M
- 0.25%
- YTD
- 1.44%
- 6M
- 1.80%
- 1Y
- 4.38%
- 3Y*
- 5.07%
- 5Y*
- 1.50%
- 10Y*
- —
UCRD vs. IBDR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
UCRD VictoryShares ESG Corporate Bond ETF | 0.51% | 7.90% | 2.68% | 9.27% | -17.13% | 0.30% |
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 1.44% | 4.99% | 4.98% | 5.96% | -8.28% | -0.92% |
Correlation
The correlation between UCRD and IBDR is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2021 | 0.63 |
Over the past year, the correlation between UCRD and IBDR has dropped to 0.16 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
UCRD vs. IBDR — Risk / Return Rank
UCRD
IBDR
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 ratioReturn per unit of total volatility | -5.50 | ||
| Sortino ratioReturn per unit of downside risk | -12.49 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 3.40 | -2.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 53.28 | -51.15 |
| Martin ratioReturn relative to average drawdown | 6.62 | 185.24 | -178.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UCRD | IBDR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 6.93 | -5.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.61 | -0.58 |
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.
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Drawdown Indicators
| UCRD | IBDR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.37% | -16.06% | -6.31% |
Max Drawdown (1Y)Largest decline over 1 year | -2.90% | -0.08% | -2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -6.54% | -1.08% | -5.46% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.13% | — |
Current DrawdownCurrent decline from peak | -1.13% | -0.04% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -8.41% | -2.84% | -5.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 0.02% | +0.91% |
Volatility
UCRD vs. IBDR - Volatility Comparison
VictoryShares ESG Corporate Bond ETF (UCRD) has a higher volatility of 1.46% 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.
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Volatility by Period
| UCRD | IBDR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 0.15% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 3.22% | 0.34% | +2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.32% | 0.64% | +3.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.56% | 3.40% | +4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.56% | 4.86% | +2.70% |
UCRD vs. IBDR - Expense Ratio Comparison
UCRD has a 0.40% expense ratio, which is higher than IBDR's 0.10% expense ratio.
Dividends
UCRD vs. IBDR - Dividend Comparison
UCRD's dividend yield for the trailing twelve months is around 4.18%, more than IBDR's 4.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 4.13% | 4.20% | 4.13% | 3.41% | 2.44% | 2.11% | 2.61% | 3.25% | 3.56% | 3.22% | 0.86% |
UCRD VictoryShares ESG Corporate Bond ETF | 4.18% | 4.05% | 4.00% | 3.56% | 2.72% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
UCRD and IBDR have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UCRD has higher volatility (1.46%) compared to IBDR (0.15%). In terms of maximum drawdown, UCRD dropped -22.37% vs IBDR's -16.06%.
On 3-year performance, UCRD leads with 5.64% vs 5.07% for IBDR. On fees, IBDR is cheaper at 0.10% per year. On volatility, IBDR has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, UCRD has performed better with a 5.64% return vs 5.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBDR is cheaper with a 0.10% expense ratio, compared with 0.40% for UCRD.
UCRD has the higher dividend yield at 4.18%, compared with 4.13% for IBDR.
They also come from different issuers: Victory and iShares. Their fees differ too: 0.40% for UCRD and 0.10% for IBDR.
IBDR currently has the higher Sharpe Ratio (6.93 vs 1.43), 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.
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