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GXIG vs. USIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXIG vs. USIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Investment Grade Corporate Bond ETF (GXIG) and iShares Broad USD Investment Grade Corporate Bond ETF (USIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GXIG achieves a 0.46% return, which is significantly lower than USIG's 0.83% return.


GXIG

1D
0.12%
1M
0.68%
YTD
0.46%
6M
0.64%
1Y
4.30%
3Y*
5Y*
10Y*

USIG

1D
0.12%
1M
0.78%
YTD
0.83%
6M
0.89%
1Y
5.21%
3Y*
5.45%
5Y*
0.58%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXIG vs. USIG - Yearly Performance Comparison


Correlation

The correlation between GXIG and USIG is 0.90, 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

0.90

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

0.90

The correlation between GXIG and USIG has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.

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Return for Risk

GXIG vs. USIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GXIG
GXIG Risk / Return Rank: 2424
Overall Rank
GXIG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GXIG Sortino Ratio Rank: 2121
Sortino Ratio Rank
GXIG Omega Ratio Rank: 2222
Omega Ratio Rank
GXIG Calmar Ratio Rank: 2929
Calmar Ratio Rank
GXIG Martin Ratio Rank: 2626
Martin Ratio Rank

USIG
USIG Risk / Return Rank: 3838
Overall Rank
USIG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
USIG Sortino Ratio Rank: 3838
Sortino Ratio Rank
USIG Omega Ratio Rank: 3535
Omega Ratio Rank
USIG Calmar Ratio Rank: 3939
Calmar Ratio Rank
USIG Martin Ratio Rank: 3939
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.

GXIG vs. USIG - 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 Broad USD Investment Grade Corporate Bond ETF (USIG). 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.


GXIGUSIGDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.14

1.22

-0.08

Calmar ratioReturn relative to maximum drawdown

1.36

1.87

-0.51

Martin ratioReturn relative to average drawdown

3.30

5.95

-2.65

GXIG vs. USIG - Sharpe Ratio Comparison

The current GXIG Sharpe Ratio is 0.75, which is lower than the USIG Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of GXIG and USIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GXIG vs. USIG - Drawdown Comparison

The maximum GXIG drawdown since its inception was -3.18%, smaller than the maximum USIG drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for GXIG and USIG.


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Drawdown Indicators


GXIGUSIGDifference

Max Drawdown

Largest peak-to-trough decline

-3.18%

-22.21%

+19.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-2.79%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-6.10%

Max Drawdown (5Y)

Largest decline over 5 years

-21.45%

Max Drawdown (10Y)

Largest decline over 10 years

-21.45%

Current Drawdown

Current decline from peak

-1.33%

-0.70%

-0.63%

Average Drawdown

Average peak-to-trough decline

-1.06%

-3.41%

+2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

0.88%

+0.43%

Volatility

GXIG vs. USIG - Volatility Comparison

Global X Investment Grade Corporate Bond ETF (GXIG) has a higher volatility of 1.20% compared to iShares Broad USD Investment Grade Corporate Bond ETF (USIG) at 1.14%. This indicates that GXIG's price experiences larger fluctuations and is considered to be riskier than USIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GXIGUSIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.14%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.13%

3.12%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

5.75%

4.10%

+1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.72%

6.82%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.72%

6.83%

-1.11%

GXIG vs. USIG - Expense Ratio Comparison

GXIG has a 0.14% expense ratio, which is higher than USIG's 0.04% 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. USIG - Dividend Comparison

GXIG's dividend yield for the trailing twelve months is around 5.90%, more than USIG's 4.73% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
4.73%4.62%4.51%3.94%3.14%2.33%2.82%3.37%3.44%3.03%2.87%3.24%

Frequently Asked Questions


With a correlation of 0.90, GXIG and USIG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GXIG has higher volatility (1.20%) compared to USIG (1.14%). In terms of maximum drawdown, GXIG dropped -3.18% vs USIG's -22.21%.

On 1-year performance, USIG leads with 5.21% vs 4.30% for GXIG. On fees, USIG is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USIG has performed better with a 5.21% return vs 4.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USIG is cheaper with a 0.04% expense ratio, compared with 0.14% for GXIG.

GXIG has the higher dividend yield at 5.90%, compared with 4.73% for USIG.

They also come from different issuers: Global X and iShares. Their fees differ too: 0.14% for GXIG and 0.04% for USIG.

USIG currently has the higher Sharpe Ratio (1.28 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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