GXIG vs. IBDR
GXIG (Global X Investment Grade Corporate Bond ETF) and IBDR (iShares iBonds Dec 2026 Term Corporate ETF) are both Corporate Bonds funds. GXIG is actively managed, while IBDR is passively managed. Over the past year, GXIG returned 4.30% vs 4.30% for IBDR. At a 0.11 correlation, their price movements are largely independent. GXIG charges 0.14%/yr vs 0.10%/yr for IBDR.
Performance
GXIG vs. IBDR - Performance Comparison
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Returns By Period
In the year-to-date period, GXIG achieves a 0.46% return, which is significantly lower than IBDR's 1.69% return.
GXIG
- 1D
- 0.12%
- 1M
- 0.68%
- YTD
- 0.46%
- 6M
- 0.64%
- 1Y
- 4.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBDR
- 1D
- 0.04%
- 1M
- 0.29%
- YTD
- 1.69%
- 6M
- 1.81%
- 1Y
- 4.30%
- 3Y*
- 5.17%
- 5Y*
- 1.58%
- 10Y*
- —
GXIG vs. IBDR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GXIG Global X Investment Grade Corporate Bond ETF | 0.46% | 4.61% |
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 1.69% | 2.78% |
Correlation
The correlation between GXIG and IBDR is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2025 | 0.11 |
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Return for Risk
GXIG vs. IBDR — Risk / Return Rank
GXIG
IBDR
GXIG vs. IBDR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Investment Grade Corporate Bond ETF (GXIG) 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.
| GXIG | IBDR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.07 | ||
| Sortino ratioReturn per unit of downside risk | -13.21 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 3.36 | -2.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 52.23 | -50.87 |
| Martin ratioReturn relative to average drawdown | 3.30 | 181.59 | -178.29 |
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Drawdowns
GXIG vs. IBDR - Drawdown Comparison
The maximum GXIG drawdown since its inception was -3.18%, smaller than the maximum IBDR drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for GXIG and IBDR.
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Drawdown Indicators
| GXIG | IBDR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.18% | -16.06% | +12.88% |
Max Drawdown (1Y)Largest decline over 1 year | -3.18% | -0.08% | -3.10% |
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 | -1.33% | 0.00% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -1.06% | -2.82% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.31% | 0.02% | +1.29% |
Volatility
GXIG vs. IBDR - Volatility Comparison
Global X Investment Grade Corporate Bond ETF (GXIG) has a higher volatility of 1.20% compared to iShares iBonds Dec 2026 Term Corporate ETF (IBDR) at 0.18%. This indicates that GXIG's price experiences larger fluctuations and is considered to be riskier than IBDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GXIG | IBDR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.20% | 0.18% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 4.13% | 0.35% | +3.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.75% | 0.63% | +5.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.72% | 3.39% | +2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.72% | 4.85% | +0.87% |
GXIG vs. IBDR - Expense Ratio Comparison
GXIG 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
GXIG vs. IBDR - Dividend Comparison
GXIG's dividend yield for the trailing twelve months is around 5.90%, more than IBDR's 4.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GXIG Global X Investment Grade Corporate Bond ETF | 5.90% | 3.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 4.12% | 4.20% | 4.13% | 3.41% | 2.44% | 2.11% | 2.61% | 3.25% | 3.56% | 3.22% | 0.86% |
Frequently Asked Questions
GXIG and IBDR have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GXIG has higher volatility (1.20%) compared to IBDR (0.18%). In terms of maximum drawdown, GXIG dropped -3.18% vs IBDR's -16.06%.
On 1-year performance, IBDR leads with 4.30% vs 4.30% for GXIG. On fees, IBDR is cheaper at 0.10% per year. On volatility, IBDR has been the lower-risk option at 0.18%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBDR has performed better with a 4.30% return vs 4.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBDR is cheaper with a 0.10% expense ratio, compared with 0.14% for GXIG.
GXIG has the higher dividend yield at 5.90%, compared with 4.12% for IBDR.
They also come from different issuers: Global X and iShares. Their fees differ too: 0.14% for GXIG and 0.10% for IBDR.
IBDR currently has the higher Sharpe Ratio (6.83 vs 0.75), 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.
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