WRB vs. IBDT
WRB (W. R. Berkley Corporation) is a stock, while IBDT (iShares iBonds Dec 2028 Term Corporate ETF) is Corporate Bonds fund tracking the Bloomberg December 2028 Maturity Corporate Index. Over the past 5 years, WRB returned 17.90%/yr vs 1.25%/yr for IBDT. At a 0.03 correlation, their price movements are largely independent.
Performance
WRB vs. IBDT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WRB achieves a -2.51% return, which is significantly lower than IBDT's 0.92% return.
WRB
- 1D
- 1.08%
- 1M
- 2.74%
- YTD
- -2.51%
- 6M
- 0.17%
- 1Y
- -4.36%
- 3Y*
- 24.41%
- 5Y*
- 17.90%
- 10Y*
- 17.92%
IBDT
- 1D
- 0.02%
- 1M
- 0.45%
- YTD
- 0.92%
- 6M
- 1.33%
- 1Y
- 4.61%
- 3Y*
- 5.76%
- 5Y*
- 1.25%
- 10Y*
- —
WRB vs. IBDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WRB W. R. Berkley Corporation | -2.51% | 23.02% | 27.19% | 0.25% | 33.92% | 27.39% | -3.14% | 43.80% | -4.74% |
IBDT iShares iBonds Dec 2028 Term Corporate ETF | 0.92% | 7.02% | 3.97% | 7.72% | -11.42% | -1.90% | 9.62% | 15.15% | 1.47% |
Correlation
The correlation between WRB and IBDT is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2018 | 0.03 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WRB vs. IBDT — Risk / Return Rank
WRB
IBDT
WRB vs. IBDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for W. R. Berkley Corporation (WRB) and iShares iBonds Dec 2028 Term Corporate ETF (IBDT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WRB | IBDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.04 | ||
| Sortino ratioReturn per unit of downside risk | -4.69 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.59 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 4.38 | -4.66 |
| Martin ratioReturn relative to average drawdown | -0.54 | 20.12 | -20.66 |
Loading charts...
Drawdowns
WRB vs. IBDT - Drawdown Comparison
The maximum WRB drawdown since its inception was -69.33%, which is greater than IBDT's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for WRB and IBDT.
Loading charts...
Drawdown Indicators
| WRB | IBDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.33% | -17.79% | -51.54% |
Max Drawdown (1Y)Largest decline over 1 year | -17.62% | -1.03% | -16.59% |
Max Drawdown (3Y)Largest decline over 3 years | -17.62% | -3.19% | -14.43% |
Max Drawdown (5Y)Largest decline over 5 years | -26.29% | -17.68% | -8.61% |
Max Drawdown (10Y)Largest decline over 10 years | -45.35% | — | — |
Current DrawdownCurrent decline from peak | -11.49% | 0.00% | -11.49% |
Average DrawdownAverage peak-to-trough decline | -14.58% | -4.15% | -10.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.29% | 0.22% | +9.07% |
Volatility
WRB vs. IBDT - Volatility Comparison
W. R. Berkley Corporation (WRB) has a higher volatility of 7.63% compared to iShares iBonds Dec 2028 Term Corporate ETF (IBDT) at 0.44%. This indicates that WRB's price experiences larger fluctuations and is considered to be riskier than IBDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WRB | IBDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 0.44% | +7.19% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 1.07% | +14.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.37% | 1.61% | +19.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 5.07% | +17.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.56% | 6.36% | +18.20% |
Dividends
WRB vs. IBDT - Dividend Comparison
WRB's dividend yield for the trailing twelve months is around 2.72%, less than IBDT's 4.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBDT iShares iBonds Dec 2028 Term Corporate ETF | 4.54% | 4.56% | 4.67% | 4.10% | 3.25% | 2.45% | 2.80% | 3.32% | 1.47% | 0.00% | 0.00% | 0.00% |
WRB W. R. Berkley Corporation | 2.72% | 2.64% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% |
Frequently Asked Questions
WRB and IBDT have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WRB has higher volatility (7.63%) compared to IBDT (0.44%). In terms of maximum drawdown, WRB dropped -69.33% vs IBDT's -17.79%.
IBDT currently has the higher Sharpe Ratio (2.81 vs -0.24), 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.
Find the right allocation for WRB and IBDT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer