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IBND vs. JPIB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBND vs. JPIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) and JPMorgan International Bond Opportunities ETF (JPIB). The values are adjusted to include any dividend payments, if applicable.

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IBND vs. JPIB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBND
SPDR Bloomberg Barclays International Corporate Bond ETF
-2.80%16.17%-2.81%10.38%-19.44%-8.40%11.50%4.41%-6.15%7.24%
JPIB
JPMorgan International Bond Opportunities ETF
-1.04%8.19%3.48%8.68%-6.38%0.14%7.14%10.76%-2.17%2.61%

Returns By Period

In the year-to-date period, IBND achieves a -2.80% return, which is significantly lower than JPIB's -1.04% return.


IBND

1D
1.34%
1M
-4.53%
YTD
-2.80%
6M
-2.44%
1Y
8.16%
3Y*
5.46%
5Y*
-1.27%
10Y*
0.50%

JPIB

1D
0.78%
1M
-2.80%
YTD
-1.04%
6M
-0.01%
1Y
4.84%
3Y*
5.16%
5Y*
2.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBND vs. JPIB - Expense Ratio Comparison

Both IBND and JPIB have an expense ratio of 0.50%.


Return for Risk

IBND vs. JPIB — Risk / Return Rank

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

IBND
IBND Risk / Return Rank: 4949
Overall Rank
IBND Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IBND Sortino Ratio Rank: 5555
Sortino Ratio Rank
IBND Omega Ratio Rank: 4545
Omega Ratio Rank
IBND Calmar Ratio Rank: 4848
Calmar Ratio Rank
IBND Martin Ratio Rank: 4343
Martin Ratio Rank

JPIB
JPIB Risk / Return Rank: 6868
Overall Rank
JPIB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
JPIB Sortino Ratio Rank: 7474
Sortino Ratio Rank
JPIB Omega Ratio Rank: 7474
Omega Ratio Rank
JPIB Calmar Ratio Rank: 5353
Calmar Ratio Rank
JPIB Martin Ratio Rank: 6161
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.

IBND vs. JPIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) and JPMorgan International Bond Opportunities ETF (JPIB). 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.


IBNDJPIBDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.35

-0.43

Sortino ratio

Return per unit of downside risk

1.41

1.82

-0.42

Omega ratio

Gain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratio

Return relative to maximum drawdown

1.17

1.28

-0.10

Martin ratio

Return relative to average drawdown

3.91

5.87

-1.96

IBND vs. JPIB - Sharpe Ratio Comparison

The current IBND Sharpe Ratio is 0.92, which is lower than the JPIB Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of IBND and JPIB, 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


IBNDJPIBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.35

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.64

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.79

-0.65

Correlation

The correlation between IBND and JPIB is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IBND vs. JPIB - Dividend Comparison

IBND's dividend yield for the trailing twelve months is around 2.65%, less than JPIB's 4.96% yield.


TTM20252024202320222021202020192018201720162015
IBND
SPDR Bloomberg Barclays International Corporate Bond ETF
2.65%2.49%2.61%2.08%0.54%0.38%0.45%0.67%0.71%0.34%0.01%0.01%
JPIB
JPMorgan International Bond Opportunities ETF
4.96%4.85%4.57%4.35%3.10%2.59%3.14%4.66%5.83%1.81%0.00%0.00%

Drawdowns

IBND vs. JPIB - Drawdown Comparison

The maximum IBND drawdown since its inception was -35.62%, which is greater than JPIB's maximum drawdown of -13.13%. Use the drawdown chart below to compare losses from any high point for IBND and JPIB.


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Drawdown Indicators


IBNDJPIBDifference

Max Drawdown

Largest peak-to-trough decline

-35.62%

-13.13%

-22.49%

Max Drawdown (1Y)

Largest decline over 1 year

-6.75%

-3.75%

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-34.32%

-11.83%

-22.49%

Max Drawdown (10Y)

Largest decline over 10 years

-35.62%

Current Drawdown

Current decline from peak

-11.03%

-2.86%

-8.17%

Average Drawdown

Average peak-to-trough decline

-10.65%

-1.94%

-8.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

0.82%

+1.21%

Volatility

IBND vs. JPIB - Volatility Comparison

SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) has a higher volatility of 4.05% compared to JPMorgan International Bond Opportunities ETF (JPIB) at 2.21%. This indicates that IBND's price experiences larger fluctuations and is considered to be riskier than JPIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBNDJPIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

2.21%

+1.84%

Volatility (6M)

Calculated over the trailing 6-month period

5.56%

2.60%

+2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

8.92%

3.60%

+5.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.70%

4.08%

+5.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.94%

4.45%

+4.49%