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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*

IIGD

1D
-0.21%
1M
-0.24%
6M
0.13%
YTD
0.11%
1Y
3.28%
3Y*
5.02%
5Y*
1.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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
0.11%7.11%3.90%5.71%-7.27%-1.42%0.67%

Correlation

The correlation between GSIG and IIGD is 0.85, 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

0.85

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

0.93

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

0.95

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

0.91

The correlation between GSIG and IIGD has been stable across timeframes, ranging from 0.85 to 0.95 - a consistent structural relationship.

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Return for Risk

GSIG vs. IIGD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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: 5151
Overall Rank
IIGD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IIGD Sortino Ratio Rank: 5454
Sortino Ratio Rank
IIGD Omega Ratio Rank: 5252
Omega Ratio Rank
IIGD Calmar Ratio Rank: 5050
Calmar Ratio Rank
IIGD Martin Ratio Rank: 4848
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.

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

1.26

Calmar ratioReturn relative to maximum drawdown

1.98

Martin ratioReturn relative to average drawdown

6.32

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

-0.94%

Average Drawdown

Average peak-to-trough decline

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

Volatility

GSIG vs. IIGD - Volatility Comparison


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Volatility by Period


GSIGIIGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

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

3.69%

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 4.27% yield.


PositionTTM20252024202320222021202020192018
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%
IIGD
Invesco Investment Grade Defensive ETF
4.27%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 0.85, 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 4.27%, compared with 4.00% 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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