CCRP vs. IGIB
CCRP (Columbia Corporate Bond ETF) and IGIB (iShares 5-10 Year Investment Grade Corporate Bond ETF) are both Corporate Bonds funds. CCRP is actively managed, while IGIB is passively managed. Their correlation of 0.93 suggests significant overlap in exposure. CCRP charges 0.18%/yr vs 0.04%/yr for IGIB.
Performance
CCRP vs. IGIB - Performance Comparison
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Returns By Period
In the year-to-date period, CCRP achieves a 0.06% return, which is significantly lower than IGIB's 0.16% return.
CCRP
- 1D
- -0.08%
- 1M
- -0.86%
- 6M
- -0.24%
- YTD
- 0.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IGIB
- 1D
- -0.08%
- 1M
- -0.44%
- 6M
- -0.11%
- YTD
- 0.16%
- 1Y
- 4.88%
- 3Y*
- 6.06%
- 5Y*
- 1.07%
- 10Y*
- 2.92%
CCRP vs. IGIB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CCRP Columbia Corporate Bond ETF | 0.06% | -0.30% |
IGIB iShares 5-10 Year Investment Grade Corporate Bond ETF | 0.16% | 0.08% |
Correlation
The correlation between CCRP and IGIB is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025 | 0.93 |
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Return for Risk
CCRP vs. IGIB — Risk / Return Rank
CCRP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IGIB
CCRP vs. IGIB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Corporate Bond ETF (CCRP) and iShares 5-10 Year Investment Grade Corporate Bond ETF (IGIB). 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.
| CCRP | IGIB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.21 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.63 | — |
| Martin ratioReturn relative to average drawdown | — | 5.04 | — |
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Drawdowns
CCRP vs. IGIB - Drawdown Comparison
The maximum CCRP drawdown since its inception was -2.72%, smaller than the maximum IGIB drawdown of -20.62%. Use the drawdown chart below to compare losses from any high point for CCRP and IGIB.
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Drawdown Indicators
| CCRP | IGIB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.72% | -20.62% | +17.90% |
Max Drawdown (1Y)Largest decline over 1 year | — | -3.01% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -6.05% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.62% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.62% | — |
Current DrawdownCurrent decline from peak | -1.48% | -1.38% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -0.87% | -2.57% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.97% | — |
Volatility
CCRP vs. IGIB - Volatility Comparison
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Volatility by Period
| CCRP | IGIB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.20% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.28% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.72% | 4.13% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.72% | 6.57% | -1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.72% | 6.07% | -1.35% |
CCRP vs. IGIB - Expense Ratio Comparison
CCRP has a 0.18% expense ratio, which is higher than IGIB's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
CCRP vs. IGIB - Dividend Comparison
CCRP's dividend yield for the trailing twelve months is around 2.43%, less than IGIB's 4.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCRP Columbia Corporate Bond ETF | 2.43% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IGIB iShares 5-10 Year Investment Grade Corporate Bond ETF | 4.86% | 4.59% | 4.41% | 3.78% | 3.04% | 2.52% | 2.74% | 3.44% | 3.41% | 2.51% | 2.45% | 2.51% |
Frequently Asked Questions
With a correlation of 0.93, CCRP and IGIB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, IGIB is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGIB is cheaper with a 0.04% expense ratio, compared with 0.18% for CCRP.
IGIB has the higher dividend yield at 4.86%, compared with 2.43% for CCRP.
They also come from different issuers: Columbia Threadneedle and iShares. Their fees differ too: 0.18% for CCRP and 0.04% for IGIB.
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