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GSIG vs. IIGD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSIG vs. IIGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) and Invesco Investment Grade Defensive ETF (IIGD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GSIG

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

IIGD

1D
-0.10%
1M
-0.40%
6M
-0.12%
YTD
0.22%
1Y
2.37%
3Y*
5.08%
5Y*
1.52%
10Y*
ALL TIME*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$33.71K$101.17K$183.77K

GSIG vs. IIGD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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%
IIGD
Invesco Investment Grade Defensive ETF
0.22%7.11%3.90%5.71%-7.27%-1.42%0.67%

Correlation

The correlation between GSIG and IIGD is 0.82, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.82

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.94

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2020

0.91

The correlation between GSIG and IIGD shifts across timeframes, from 0.82 (1 year) to 0.94 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GSIG vs. IIGD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GSIG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IIGD
IIGD Risk / Return Rank: 5252
Overall Rank
IIGD Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IIGD Sortino Ratio Rank: 5454
Sortino Ratio Rank
IIGD Omega Ratio Rank: 5353
Omega Ratio Rank
IIGD Calmar Ratio Rank: 5151
Calmar Ratio Rank
IIGD Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GSIG vs. IIGD - 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 Invesco Investment Grade Defensive ETF (IIGD). 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.


GSIGIIGDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.81

Martin ratioReturn relative to average drawdown

5.44

GSIG vs. IIGD - Sharpe Ratio Comparison


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Drawdowns

GSIG vs. IIGD - Drawdown Comparison


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Drawdown Indicators


GSIGIIGDDifference

Max Drawdown

Largest peak-to-trough decline

-11.43%

Max Drawdown (1Y)

Largest decline over 1 year

-1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-11.43%

Current Drawdown

Current decline from peak

-0.83%

Average Drawdown

Average peak-to-trough decline

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

Volatility

GSIG vs. IIGD - Volatility Comparison


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Volatility by Period


GSIGIIGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

Volatility (6M)

Calculated over the trailing 6-month period

1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.68%

GSIG vs. IIGD - Expense Ratio Comparison

GSIG has a 0.14% expense ratio, which is higher than IIGD's 0.13% 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. IIGD - Dividend Comparison

GSIG's dividend yield for the trailing twelve months is around 4.00%, less than IIGD's 4.26% yield.


PositionTTM20252024202320222021202020192018
GSIG
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF
3.60%4.61%4.59%3.51%2.21%1.04%0.45%0.00%0.00%
IIGD
Invesco Investment Grade Defensive ETF
4.26%4.25%4.13%3.74%1.73%1.77%3.21%2.44%1.23%

Frequently Asked Questions


GSIG and IIGD have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IIGD is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IIGD is cheaper with a 0.13% expense ratio, compared with 0.14% for GSIG.

IIGD has the higher dividend yield at 4.26%, compared with 3.60% for GSIG.

GSIG tracks FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index, while IIGD tracks Invesco Investment Grade Defensive Index. They also come from different issuers: Goldman Sachs and Invesco. Their fees differ too: 0.14% for GSIG and 0.13% for IIGD.

Portfolio Optimizer

Find the right allocation for GSIG and IIGD

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