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IBD vs. USIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBD vs. USIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Corporate Bond Impact ETF (IBD) 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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IBD vs. USIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBD
Inspire Corporate Bond Impact ETF
-0.47%7.70%3.58%6.00%-8.94%-1.89%5.15%7.97%-1.18%1.32%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
-0.29%7.86%2.56%8.71%-15.30%-1.34%9.44%13.99%-2.21%2.31%

Returns By Period

In the year-to-date period, IBD achieves a -0.47% return, which is significantly lower than USIG's -0.29% return.


IBD

1D
0.37%
1M
-1.17%
YTD
-0.47%
6M
0.89%
1Y
4.80%
3Y*
4.81%
5Y*
1.44%
10Y*

USIG

1D
0.51%
1M
-1.80%
YTD
-0.29%
6M
0.41%
1Y
5.06%
3Y*
4.93%
5Y*
0.82%
10Y*
2.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBD vs. USIG - Expense Ratio Comparison

IBD has a 0.49% expense ratio, which is higher than USIG's 0.04% expense ratio.


Return for Risk

IBD vs. USIG — Risk / Return Rank

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

IBD
IBD Risk / Return Rank: 5959
Overall Rank
IBD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IBD Sortino Ratio Rank: 5151
Sortino Ratio Rank
IBD Omega Ratio Rank: 4545
Omega Ratio Rank
IBD Calmar Ratio Rank: 7676
Calmar Ratio Rank
IBD Martin Ratio Rank: 7070
Martin Ratio Rank

USIG
USIG Risk / Return Rank: 6060
Overall Rank
USIG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
USIG Sortino Ratio Rank: 5454
Sortino Ratio Rank
USIG Omega Ratio Rank: 5353
Omega Ratio Rank
USIG Calmar Ratio Rank: 7474
Calmar Ratio Rank
USIG Martin Ratio Rank: 6262
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.

IBD vs. USIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Corporate Bond Impact ETF (IBD) 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.


IBDUSIGDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.01

-0.05

Sortino ratio

Return per unit of downside risk

1.35

1.38

-0.03

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

1.97

1.88

+0.09

Martin ratio

Return relative to average drawdown

7.07

5.84

+1.23

IBD vs. USIG - Sharpe Ratio Comparison

The current IBD Sharpe Ratio is 0.96, which is comparable to the USIG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of IBD and USIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBDUSIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.01

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.12

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.53

-0.23

Correlation

The correlation between IBD and USIG is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IBD vs. USIG - Dividend Comparison

IBD's dividend yield for the trailing twelve months is around 4.26%, less than USIG's 4.68% yield.


TTM20252024202320222021202020192018201720162015
IBD
Inspire Corporate Bond Impact ETF
4.26%4.17%4.18%3.39%1.75%1.36%1.63%2.47%2.06%0.82%0.00%0.00%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
4.68%4.62%4.51%3.94%3.14%2.33%2.82%3.37%3.44%3.03%2.87%3.24%

Drawdowns

IBD vs. USIG - Drawdown Comparison

The maximum IBD drawdown since its inception was -16.30%, smaller than the maximum USIG drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for IBD and USIG.


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Drawdown Indicators


IBDUSIGDifference

Max Drawdown

Largest peak-to-trough decline

-16.30%

-22.21%

+5.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

-2.79%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-14.76%

-21.45%

+6.69%

Max Drawdown (10Y)

Largest decline over 10 years

-21.45%

Current Drawdown

Current decline from peak

-1.32%

-1.80%

+0.48%

Average Drawdown

Average peak-to-trough decline

-3.41%

-3.44%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.90%

-0.19%

Volatility

IBD vs. USIG - Volatility Comparison

The current volatility for Inspire Corporate Bond Impact ETF (IBD) is 1.44%, while iShares Broad USD Investment Grade Corporate Bond ETF (USIG) has a volatility of 2.10%. This indicates that IBD experiences smaller price fluctuations and is considered to be less risky 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


IBDUSIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

2.10%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

2.89%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

5.02%

5.05%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

6.83%

-1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.76%

6.82%

-0.06%