GSIG vs. IBDR
GSIG (Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF) and IBDR (iShares iBonds Dec 2026 Term Corporate ETF) are both Corporate Bonds funds - GSIG tracks the FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index while IBDR tracks the Barclays December 2026 Maturity Corporate Index. Both are passively managed. A 0.79 correlation means they provide meaningful diversification when combined. GSIG charges 0.14%/yr vs 0.10%/yr for IBDR.
Performance
GSIG vs. IBDR - Performance Comparison
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Returns By Period
GSIG
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBDR
- 1D
- 0.00%
- 1M
- 0.25%
- 6M
- 1.82%
- YTD
- 1.86%
- 1Y
- 4.28%
- 3Y*
- 5.14%
- 5Y*
- 1.53%
- 10Y*
- —
GSIG vs. IBDR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GSIG Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF | 0.68% | 6.69% | 4.72% | 6.06% | -5.80% | -0.81% | 1.59% |
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 1.86% | 4.99% | 4.98% | 5.96% | -8.28% | -1.79% | 2.67% |
Correlation
The correlation between GSIG and IBDR is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2020 | 0.79 |
Over the past year, the correlation between GSIG and IBDR has dropped to 0.14 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
GSIG vs. IBDR — Risk / Return Rank
GSIG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IBDR
GSIG vs. IBDR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). 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.
| GSIG | IBDR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 3.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 52.00 | — |
| Martin ratioReturn relative to average drawdown | — | 181.33 | — |
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Drawdowns
GSIG vs. IBDR - Drawdown Comparison
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Drawdown Indicators
| GSIG | IBDR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -16.06% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.08% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.08% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.13% | — |
Current DrawdownCurrent decline from peak | — | -0.04% | — |
Average DrawdownAverage peak-to-trough decline | — | -2.81% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.02% | — |
Volatility
GSIG vs. IBDR - Volatility Comparison
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Volatility by Period
| GSIG | IBDR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.21% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.37% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 0.64% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 3.39% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 4.84% | — |
GSIG vs. IBDR - Expense Ratio Comparison
GSIG has a 0.14% expense ratio, which is higher than IBDR's 0.10% 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
GSIG vs. IBDR - Dividend Comparison
GSIG's dividend yield for the trailing twelve months is around 4.00%, less than IBDR's 4.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GSIG Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF | 4.00% | 4.61% | 4.59% | 3.51% | 2.21% | 1.04% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% |
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 4.11% | 4.20% | 4.13% | 3.41% | 2.44% | 2.11% | 2.61% | 3.25% | 3.56% | 3.22% | 0.86% |
Frequently Asked Questions
GSIG and IBDR have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBDR is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBDR is cheaper with a 0.10% expense ratio, compared with 0.14% for GSIG.
IBDR has the higher dividend yield at 4.11%, compared with 4.00% for GSIG.
GSIG tracks FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index, while IBDR tracks Barclays December 2026 Maturity Corporate Index. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.14% for GSIG and 0.10% for IBDR.
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