Data as of Oct 28, 2026.
IBDV vs IBDW: Differences, Returns & Fees
On Jul 31, 2026 IBDV's duration was 3.4 years and IBDW's 4.2; both charge 0.10%.
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Net assets: $3.4bn on Oct 28, 2026 for iShares iBonds Dec 2030 Term Corporate ETF, and $2.7bn on Oct 27, 2026 for iShares iBonds Dec 2031 Term Corporate ETF.
Pair scorecard
Both cost 0.10% a year; their one-year returns differ by 0.7 points; IBDV is 1.3 times larger.
Points (pts) are percentage points.
| Measure | IBDV | IBDW |
|---|---|---|
| Return | ||
| Total return, 1 year | +0.1% | −0.6% |
| Benchmark | ||
| What it tracks | Bloomberg December 2030 Maturity Corporate Index | Bloomberg December 2031 Maturity Corporate Index |
| Cost and size | ||
| Expense ratio | 0.10% | 0.10% |
| Net assets, as of Oct 27, 2026 | $3.4bn | $2.7bn |
| Holdings | ||
| Holdings in common | 0% | |
Holdings in common uses holdings dated Jul 31, 2026. Method
Risk and return
Jul 2, 2021 to Oct 23, 2026 · 277 weekly returns · each against IUSBIBDV returned more: +2.8% to +0.5%. IBDV swung less: 6.1% to 6.9%. IBDV fell less at its worst: −20.8% to −23.3%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | IBDV | IBDW | IUSB | Edge | How it is measured |
|---|---|---|---|---|---|
| Return | |||||
| Total return | +2.8% | +0.5% | IBDV | Price change plus distributions, reinvested. | |
| Annualized | +0.5% | +0.1% | IBDV | Total return as a yearly rate. | |
| Price return | −16.5% | −19.8% | IBDV | Price change alone, distributions left out. | |
| Risk | |||||
| Volatility | 6.1% | 6.9% | IBDV | Spread of weekly returns, annualized. Lower is steadier. | |
| Downside deviation | 4.6% | 5.2% | IBDV | Like volatility, counting only weeks below the Treasury bill rate. | |
| Max drawdown | −20.8% | −23.3% | IBDV | Deepest fall from a high to the low after it. | |
| Upside capture | 105.3% | 120.9% | 100.0% | IBDW | Share of its benchmark's rise caught in the weeks it rose. |
| Downside capture | 101.3% | 114.3% | 100.0% | IBDV | Share of its benchmark's fall taken in the weeks it fell. Lower is better. |
| Beta | 1.06 | 1.21 | 1.00 | IBDV lower | How far it moves for each 1% its benchmark moves. |
| R squared | 0.92 | 0.93 | 1.00 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | |||||
| Sharpe | −0.49 | −0.49 | Tie | Return above Treasury bills per unit of volatility. | |
| Sortino | −0.66 | −0.65 | Tie | Return above Treasury bills per unit of downside deviation. | |
| Treynor | −0.028 | −0.028 | −0.035 | Tie | Return above Treasury bills per unit of beta. |
| Calmar | 0.02 | 0.00 | IBDV | Annualized return divided by the max drawdown. | |
| Against the benchmark | |||||
| Benchmark | IUSB | IUSB | IUSB | The ETF each fund is measured against. | |
| Alpha | +0.7% a year | +0.9% a year | 0.0% | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | 0.98 | 1.13 | Not an edge | How sure the alpha is. Below 2, it could be chance. | |
| Alpha range | −0.7% to +2.2% | −0.6% to +2.4% | Both include zero | The 95% range for the yearly alpha. | |
| Information ratio | 0.29 | 0.06 | IBDV | Return against its benchmark per unit of tracking error. | |
| Tracking error | 1.7% | 2.1% | 0.0% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 277 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, IBDV and IBDW hold 0% of their money in the same securities at the same weight. Holdings dated Jul 31, 2026.
half
0% in common
Only in one fund ↓
Side by side
IBDV and IBDW on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
IBDV and IBDW are built for the same job. How do they differ in cost, holdings and results?
- What each follows. IBDV follows Bloomberg December 2030 Maturity Corporate Index and IBDW follows Bloomberg December 2031 Maturity Corporate Index.
- Holdings in common. 0% of the weight is in the same securities (holdings dated Jul 31, 2026).
- One-year total return (similar). Over 1 year to Oct 28, 2026 IBDV returned +0.1% and IBDW −0.6% with distributions reinvested, a gap of 0.7 points.
Data as of Oct 28, 2026.
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IBDV
IBDV tracks an index. Over the year to Oct 28, 2026 it returned +0.1% with distributions reinvested, against −1.2% for its benchmark, the Bloomberg U.S. Universal Index. The prospectus expense ratio is 0.10% a year.
IBDW
IBDW tracks an index. Over the year to Oct 28, 2026 it returned −0.6% with distributions reinvested, against −1.2% for its benchmark, the Bloomberg U.S. Universal Index.
Questions people ask
Links are sources, not endorsements. A comparison is not a recommendation.
How this is computed
Overlap adds up the smaller of the two weights for each security both funds hold.
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ETFIQ, IBDV against IBDW, data as of Oct 28, 2026. https://etfiq.com/compare/any/ibdv-vs-ibdw
ETFIQ. (Oct 28, 2026). IBDV against IBDW. Retrieved from https://etfiq.com/compare/any/ibdv-vs-ibdw
[IBDV against IBDW (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/ibdv-vs-ibdw)
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