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IBDX vs. USIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDX vs. USIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2032 Term Corporate ETF (IBDX) 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, IBDX achieves a 0.16% return, which is significantly lower than USIG's 0.56% return.


IBDX

1D
-0.20%
1M
0.16%
YTD
0.16%
6M
0.26%
1Y
5.93%
3Y*
5.73%
5Y*
10Y*

USIG

1D
-0.23%
1M
0.56%
YTD
0.56%
6M
0.37%
1Y
6.04%
3Y*
5.46%
5Y*
0.72%
10Y*
2.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDX vs. USIG - Yearly Performance Comparison


2026 (YTD)2025202420232022
IBDX
iShares iBonds Dec 2032 Term Corporate ETF
0.16%9.05%2.39%9.42%-1.80%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
0.56%7.86%2.56%8.71%-1.77%

Correlation

The correlation between IBDX and USIG is 0.94, 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

0.94

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

0.97

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2022

0.96

The correlation between IBDX and USIG has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

IBDX vs. USIG — Risk / Return Rank

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

IBDX
IBDX Risk / Return Rank: 4545
Overall Rank
IBDX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IBDX Sortino Ratio Rank: 4848
Sortino Ratio Rank
IBDX Omega Ratio Rank: 4545
Omega Ratio Rank
IBDX Calmar Ratio Rank: 4444
Calmar Ratio Rank
IBDX Martin Ratio Rank: 4444
Martin Ratio Rank

USIG
USIG Risk / Return Rank: 4242
Overall Rank
USIG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
USIG Sortino Ratio Rank: 4242
Sortino Ratio Rank
USIG Omega Ratio Rank: 3939
Omega Ratio Rank
USIG Calmar Ratio Rank: 4444
Calmar Ratio Rank
USIG Martin Ratio Rank: 4343
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.

IBDX vs. USIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2032 Term Corporate ETF (IBDX) 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.


IBDXUSIGDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.28

1.26

+0.02

Calmar ratioReturn relative to maximum drawdown

2.16

2.17

-0.01

Martin ratioReturn relative to average drawdown

7.01

7.07

-0.06

IBDX vs. USIG - Sharpe Ratio Comparison

The current IBDX Sharpe Ratio is 1.55, which is comparable to the USIG Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of IBDX 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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Sharpe Ratios by Period


IBDXUSIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.47

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.54

+0.11

Drawdowns

IBDX vs. USIG - Drawdown Comparison

The maximum IBDX drawdown since its inception was -12.51%, smaller than the maximum USIG drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for IBDX and USIG.


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Drawdown Indicators


IBDXUSIGDifference

Max Drawdown

Largest peak-to-trough decline

-12.51%

-22.21%

+9.70%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-2.79%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-7.09%

-6.10%

-0.99%

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

-1.43%

-0.97%

-0.46%

Average Drawdown

Average peak-to-trough decline

-2.39%

-3.42%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.86%

-0.01%

Volatility

IBDX vs. USIG - Volatility Comparison

The current volatility for iShares iBonds Dec 2032 Term Corporate ETF (IBDX) is 1.18%, while iShares Broad USD Investment Grade Corporate Bond ETF (USIG) has a volatility of 1.27%. This indicates that IBDX 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


IBDXUSIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

1.27%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

3.04%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

4.13%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.46%

6.82%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.46%

6.82%

+0.64%

IBDX vs. USIG - Expense Ratio Comparison

IBDX has a 0.10% 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

IBDX vs. USIG - Dividend Comparison

IBDX's dividend yield for the trailing twelve months is around 4.83%, more than USIG's 4.74% yield.


PositionTTM20252024202320222021202020192018201720162015
IBDX
iShares iBonds Dec 2032 Term Corporate ETF
4.83%4.81%5.02%4.59%2.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
4.74%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 0.94, IBDX 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.

USIG has higher volatility (1.27%) compared to IBDX (1.18%). In terms of maximum drawdown, IBDX dropped -12.51% vs USIG's -22.21%.

On 3-year performance, IBDX leads with 5.73% vs 5.46% for USIG. 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 3-year period, IBDX has performed better with a 5.73% return vs 5.46%. 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 0.10% for IBDX.

IBDX has the higher dividend yield at 4.83%, compared with 4.74% for USIG.

IBDX tracks Bloomberg December 2032 Maturity Corporate Index, while USIG tracks ICE BofA US Corporate. Their fees differ too: 0.10% for IBDX and 0.04% for USIG.

IBDX currently has the higher Sharpe Ratio (1.55 vs 1.47), 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.

Portfolio Optimizer

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