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IBND vs. JPIB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, IBND achieves a -0.64% return, which is significantly lower than JPIB's 0.99% return.


IBND

1D
0.06%
1M
-0.05%
YTD
-0.64%
6M
0.40%
1Y
2.89%
3Y*
6.85%
5Y*
-1.32%
10Y*
0.69%

JPIB

1D
-0.04%
1M
0.78%
YTD
0.99%
6M
1.21%
1Y
5.46%
3Y*
5.87%
5Y*
2.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBND vs. JPIB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBND
SPDR Bloomberg Barclays International Corporate Bond ETF
-0.64%16.17%-2.81%10.38%-19.44%-8.40%11.50%4.41%-6.15%7.24%
JPIB
JPMorgan International Bond Opportunities ETF
0.99%8.19%3.48%8.68%-6.38%0.14%7.14%10.76%-2.17%2.61%

Correlation

The correlation between IBND and JPIB is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

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

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2017

0.37

Over the past year, IBND and JPIB have become more correlated (0.62) than their long-term average of 0.37, meaning their price movements have been converging.

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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: 1414
Overall Rank
IBND Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IBND Sortino Ratio Rank: 1313
Sortino Ratio Rank
IBND Omega Ratio Rank: 1313
Omega Ratio Rank
IBND Calmar Ratio Rank: 1515
Calmar Ratio Rank
IBND Martin Ratio Rank: 1515
Martin Ratio Rank

JPIB
JPIB Risk / Return Rank: 4040
Overall Rank
JPIB Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
JPIB Sortino Ratio Rank: 4444
Sortino Ratio Rank
JPIB Omega Ratio Rank: 4949
Omega Ratio Rank
JPIB Calmar Ratio Rank: 2929
Calmar Ratio Rank
JPIB Martin Ratio Rank: 3333
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

0.36

1.56

-1.19

Sortino ratio

Return per unit of downside risk

0.58

2.21

-1.62

Omega ratio

Gain probability vs. loss probability

1.07

1.31

-0.24

Calmar ratio

Return relative to maximum drawdown

0.51

1.44

-0.93

Martin ratio

Return relative to average drawdown

1.41

5.04

-3.63

IBND vs. JPIB - Sharpe Ratio Comparison

The current IBND Sharpe Ratio is 0.36, which is lower than the JPIB Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of IBND and JPIB, 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


IBNDJPIBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

1.56

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.70

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.83

-0.67

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 (3Y)

Largest decline over 3 years

-9.18%

-3.75%

-5.43%

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

-9.05%

-0.87%

-8.18%

Average Drawdown

Average peak-to-trough decline

-10.64%

-1.93%

-8.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

1.07%

+1.38%

Volatility

IBND vs. JPIB - Volatility Comparison

SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) has a higher volatility of 2.05% compared to JPMorgan International Bond Opportunities ETF (JPIB) at 1.08%. 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

2.05%

1.08%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

6.13%

2.99%

+3.14%

Volatility (1Y)

Calculated over the trailing 1-year period

7.98%

3.52%

+4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.75%

4.11%

+5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.94%

4.45%

+4.49%

IBND vs. JPIB - Expense Ratio Comparison

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


Dividends

IBND vs. JPIB - Dividend Comparison

IBND's dividend yield for the trailing twelve months is around 2.73%, less than JPIB's 5.01% yield.


PositionTTM20252024202320222021202020192018201720162015
IBND
SPDR Bloomberg Barclays International Corporate Bond ETF
2.73%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
5.01%4.85%4.57%4.35%3.10%2.59%3.14%4.66%5.83%1.81%0.00%0.00%

Frequently Asked Questions


IBND and JPIB have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBND has higher volatility (2.05%) compared to JPIB (1.08%). In terms of maximum drawdown, IBND dropped -35.62% vs JPIB's -13.13%.

On 5-year performance, JPIB leads with 2.87% vs -1.32% for IBND. Both ETFs have the same 0.50% expense ratio. On volatility, JPIB has been the lower-risk option at 1.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JPIB has performed better with a 2.87% return vs -1.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBND and JPIB have the same expense ratio: 0.50% per year.

JPIB has the higher dividend yield at 5.01%, compared with 2.73% for IBND.

IBND is categorized as Corporate Bonds, while JPIB is Global Bonds. They also come from different issuers: State Street and JPMorgan.

JPIB currently has the higher Sharpe Ratio (1.56 vs 0.36), 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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