Data as of Oct 28, 2026.
IBDW vs VSDB: Differences, Returns & Fees
IBDW's duration was 4.2 years on Jul 31, 2026 and VSDB's 2.5 on Jun 30, 2026; IBDW charges 0.10% to VSDB's 0.15%.
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Net assets: $2.7bn on Oct 27, 2026 for iShares iBonds Dec 2031 Term Corporate ETF, and $1.0bn on Sep 30, 2026 for Vanguard Short Duration Bond ETF.
Pair scorecard
IBDW costs 0.05 points a year less; their one-year returns differ by 2.3 points; IBDW is 2.6 times larger.
| Measure | IBDW | VSDB |
|---|---|---|
| Return | ||
| Total return, 1 year | −0.6% | +1.7% |
| Benchmark | ||
| What it tracks | Bloomberg December 2031 Maturity Corporate Index | No index, actively managed |
| Cost and size | ||
| Expense ratio | 0.10% | 0.15% |
| Net assets, as of Sep 30, 2026 | $2.6bn | $1.0bn |
| Holdings | ||
| Holdings in common | 3% | |
Holdings in common uses holdings dated Jun 30, 2026 and Jul 31, 2026. Method
Risk and return
Apr 11, 2025 to Oct 23, 2026 · 80 weekly returnsEach against its own benchmark: IBDW against IUSB, Jul 2, 2021 to Oct 23, 2026; VSDB against AGG, Apr 11, 2025 to Oct 23, 2026.
IBDW returned slightly more: +7.3% to +7.1%. VSDB swung less: 1.8% to 3.5%. VSDB fell less at its worst: −1.4% to −3.4%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | IBDW | VSDB | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +7.3% | +7.1% | IBDW (slight) | Price change plus distributions, reinvested. |
| Annualized | +4.7% | +4.5% | IBDW (slight) | Total return as a yearly rate. |
| Price return | −0.1% | +0.5% | VSDB | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 3.5% | 1.8% | VSDB | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 2.4% | 1.3% | VSDB | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −3.4% | −1.4% | VSDB | Deepest fall from a high to the low after it. |
| Upside capture | 120.9% | 50.5% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 114.3% | 27.1% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 1.21 | 0.43 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 0.93 | 0.76 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | 0.21 | 0.29 | VSDB | Return above Treasury bills per unit of volatility. |
| Sortino | 0.31 | 0.40 | VSDB | Return above Treasury bills per unit of downside deviation. |
| Treynor | −0.028 | 0.012 | Return above Treasury bills per unit of beta. | |
| Calmar | 1.40 | 3.19 | VSDB | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | IUSB | AGG | The ETF each fund is measured against. | |
| Alpha | +0.9% a year | +0.8% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | 1.14 | 1.16 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −0.6% to +2.4% | −0.6% to +2.2% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | 0.06 | 0.54 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 2.1% | 2.3% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 80 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, IBDW and VSDB hold 3% of their money in the same securities at the same weight. Holdings dated Jun 30, 2026 and Jul 31, 2026.
half
3% in common
Only in one fund ↓
Side by side
IBDW and VSDB on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
IBDW and VSDB are built for the same job. How do they differ in cost, holdings and results?
- What each follows. IBDW follows Bloomberg December 2031 Maturity Corporate Index and VSDB follows No index, actively managed.
- Holdings in common. 3% of the weight is in the same securities (holdings dated Jul 31, 2026 and Jun 30, 2026).
- One-year total return. Over 1 year to Oct 28, 2026 IBDW returned −0.6% and VSDB +1.7% with distributions reinvested, a gap of 2.3 points.
Data as of Oct 28, 2026.
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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. The prospectus expense ratio is 0.10% a year.
VSDB
VSDB is actively managed and tracks no index. Over the year to Oct 28, 2026 it returned +1.7% with distributions reinvested, against −1.4% for its benchmark, the Bloomberg U.S. Aggregate Bond Index. The prospectus expense ratio is 0.15% a year.
Questions people ask
- Which returned more over the last year, IBDW or VSDB?
- In the year to Oct 28, 2026, with distributions reinvested, IBDW returned −0.6% and VSDB +1.7%.
- Which is cheaper, IBDW or VSDB?
- IBDW is cheaper, by 0.05 percentage points a year. That is about $5 on $10,000 held for a year. Fees come from each fund's prospectus.
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.
Cite this pageCitation, APA and Markdown
ETFIQ, IBDW against VSDB, data as of Oct 28, 2026. https://etfiq.com/compare/any/ibdw-vs-vsdb
ETFIQ. (Oct 28, 2026). IBDW against VSDB. Retrieved from https://etfiq.com/compare/any/ibdw-vs-vsdb
[IBDW against VSDB (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/ibdw-vs-vsdb)
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