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FIGB vs. IUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIGB vs. IUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Investment Grade Bond ETF (FIGB) and iShares Core Universal USD Bond ETF (IUSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIGB achieves a 0.09% return, which is significantly lower than IUSB's 0.54% return.


FIGB

1D
-0.30%
1M
0.46%
YTD
0.09%
6M
0.26%
1Y
4.09%
3Y*
3.98%
5Y*
0.15%
10Y*

IUSB

1D
-0.28%
1M
0.57%
YTD
0.54%
6M
0.62%
1Y
4.82%
3Y*
4.47%
5Y*
0.40%
10Y*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIGB vs. IUSB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FIGB
Fidelity Investment Grade Bond ETF
0.09%6.95%1.51%6.65%-13.43%1.32%
IUSB
iShares Core Universal USD Bond ETF
0.54%7.38%2.11%6.23%-13.04%1.06%

Correlation

The correlation between FIGB and IUSB is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2021

0.89

The correlation between FIGB and IUSB has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

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Return for Risk

FIGB vs. IUSB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIGB
FIGB Risk / Return Rank: 2828
Overall Rank
FIGB Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FIGB Sortino Ratio Rank: 2828
Sortino Ratio Rank
FIGB Omega Ratio Rank: 2626
Omega Ratio Rank
FIGB Calmar Ratio Rank: 2929
Calmar Ratio Rank
FIGB Martin Ratio Rank: 3030
Martin Ratio Rank

IUSB
IUSB Risk / Return Rank: 3838
Overall Rank
IUSB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 4040
Sortino Ratio Rank
IUSB Omega Ratio Rank: 3737
Omega Ratio Rank
IUSB Calmar Ratio Rank: 3939
Calmar Ratio Rank
IUSB Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIGB vs. IUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Investment Grade Bond ETF (FIGB) and iShares Core Universal USD Bond ETF (IUSB). 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.


FIGBIUSBDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.18

1.24

-0.06

Calmar ratioReturn relative to maximum drawdown

1.40

1.92

-0.51

Martin ratioReturn relative to average drawdown

4.11

5.54

-1.42

FIGB vs. IUSB - Sharpe Ratio Comparison

The current FIGB Sharpe Ratio is 1.02, which is comparable to the IUSB Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of FIGB and IUSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FIGB vs. IUSB - Drawdown Comparison

The maximum FIGB drawdown since its inception was -18.08%, roughly equal to the maximum IUSB drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for FIGB and IUSB.


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Drawdown Indicators


FIGBIUSBDifference

Max Drawdown

Largest peak-to-trough decline

-18.08%

-17.90%

-0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-2.53%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-6.17%

-5.82%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-18.08%

-17.87%

-0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-17.90%

Current Drawdown

Current decline from peak

-1.65%

-1.22%

-0.43%

Average Drawdown

Average peak-to-trough decline

-6.88%

-3.58%

-3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.87%

+0.13%

Volatility

FIGB vs. IUSB - Volatility Comparison

The current volatility for Fidelity Investment Grade Bond ETF (FIGB) is 0.89%, while iShares Core Universal USD Bond ETF (IUSB) has a volatility of 1.08%. This indicates that FIGB experiences smaller price fluctuations and is considered to be less risky than IUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIGBIUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

1.08%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

2.73%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

3.59%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

5.80%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.15%

5.05%

+1.10%

FIGB vs. IUSB - Expense Ratio Comparison

FIGB has a 0.36% expense ratio, which is higher than IUSB's 0.06% expense ratio.


Dividends

FIGB vs. IUSB - Dividend Comparison

FIGB's dividend yield for the trailing twelve months is around 4.11%, less than IUSB's 4.23% yield.


PositionTTM20252024202320222021202020192018201720162015
FIGB
Fidelity Investment Grade Bond ETF
4.11%4.15%4.28%3.79%2.44%1.10%0.00%0.00%0.00%0.00%0.00%0.00%
IUSB
iShares Core Universal USD Bond ETF
4.23%4.17%4.04%3.46%2.53%1.74%2.68%3.04%2.98%2.56%2.60%1.95%

Frequently Asked Questions


FIGB and IUSB have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IUSB has higher volatility (1.08%) compared to FIGB (0.89%). In terms of maximum drawdown, FIGB dropped -18.08% vs IUSB's -17.90%.

On 5-year performance, IUSB leads with 0.40% vs 0.15% for FIGB. On fees, IUSB is cheaper at 0.06% per year. On volatility, FIGB has been the lower-risk option at 0.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IUSB has performed better with a 0.40% return vs 0.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSB is cheaper with a 0.06% expense ratio, compared with 0.36% for FIGB.

IUSB has the higher dividend yield at 4.23%, compared with 4.11% for FIGB.

FIGB is categorized as Intermediate Core Bond, while IUSB is Intermediate Core-Plus Bond. They also come from different issuers: Fidelity and iShares. Their fees differ too: 0.36% for FIGB and 0.06% for IUSB.

IUSB currently has the higher Sharpe Ratio (1.35 vs 1.02), 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.

Portfolio Optimizer

Find the right allocation for FIGB and IUSB

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