GIGL vs. IGBH
GIGL (Goldman Sachs Corporate Bond ETF) and IGBH (iShares Interest Rate Hedged Long-Term Corporate Bond ETF) are both Corporate Bonds funds. Over the past year, GIGL returned 4.94% vs 9.10% for IGBH. At a 0.44 correlation, their price movements are largely independent. GIGL charges 0.29%/yr vs 0.16%/yr for IGBH.
Performance
GIGL vs. IGBH - Performance Comparison
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Returns By Period
In the year-to-date period, GIGL achieves a 1.13% return, which is significantly lower than IGBH's 2.13% return.
GIGL
- 1D
- 0.06%
- 1M
- 1.03%
- YTD
- 1.13%
- 6M
- 0.93%
- 1Y
- 4.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IGBH
- 1D
- -0.06%
- 1M
- -0.07%
- YTD
- 2.13%
- 6M
- 2.01%
- 1Y
- 9.10%
- 3Y*
- 8.54%
- 5Y*
- 5.24%
- 10Y*
- 5.03%
GIGL vs. IGBH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GIGL Goldman Sachs Corporate Bond ETF | 1.13% | 3.76% |
IGBH iShares Interest Rate Hedged Long-Term Corporate Bond ETF | 2.13% | 6.82% |
Correlation
The correlation between GIGL and IGBH is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.44 |
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Return for Risk
GIGL vs. IGBH — Risk / Return Rank
GIGL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IGBH
GIGL vs. IGBH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Corporate Bond ETF (GIGL) and iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH). 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.
| GIGL | IGBH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.45 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.15 | — |
| Martin ratioReturn relative to average drawdown | — | 7.91 | — |
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Drawdowns
GIGL vs. IGBH - Drawdown Comparison
The maximum GIGL drawdown since its inception was -3.13%, smaller than the maximum IGBH drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for GIGL and IGBH.
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Drawdown Indicators
| GIGL | IGBH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.13% | -33.67% | +30.54% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -4.24% | +1.11% |
Max Drawdown (3Y)Largest decline over 3 years | — | -6.93% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -10.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.67% | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.55% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -0.72% | -2.65% | +1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.15% | — |
Volatility
GIGL vs. IGBH - Volatility Comparison
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Volatility by Period
| GIGL | IGBH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.71% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.15% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.17% | 4.03% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.17% | 6.05% | -1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.17% | 9.20% | -5.03% |
GIGL vs. IGBH - Expense Ratio Comparison
GIGL has a 0.29% expense ratio, which is higher than IGBH's 0.16% expense ratio.
Dividends
GIGL vs. IGBH - Dividend Comparison
GIGL's dividend yield for the trailing twelve months is around 3.75%, less than IGBH's 5.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIGL Goldman Sachs Corporate Bond ETF | 3.75% | 2.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IGBH iShares Interest Rate Hedged Long-Term Corporate Bond ETF | 5.67% | 6.23% | 6.88% | 7.32% | 3.84% | 2.71% | 2.39% | 3.40% | 5.56% | 2.87% | 2.62% | 1.12% |
Frequently Asked Questions
GIGL and IGBH have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, IGBH leads with 9.10% vs 4.94% for GIGL. On fees, IGBH is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IGBH has performed better with a 9.10% return vs 4.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IGBH is cheaper with a 0.16% expense ratio, compared with 0.29% for GIGL.
IGBH has the higher dividend yield at 5.67%, compared with 3.75% for GIGL.
They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.29% for GIGL and 0.16% for IGBH.
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