PortfoliosLab logoPortfoliosLab logo
IBND vs. SPAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBND vs. SPAB - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IBND achieves a -1.99% return, which is significantly lower than SPAB's 0.41% return. Over the past 10 years, IBND has underperformed SPAB with an annualized return of 0.73%, while SPAB has yielded a comparatively higher 1.50% annualized return.


IBND

1D
-0.13%
1M
-0.81%
YTD
-1.99%
6M
-1.90%
1Y
0.75%
3Y*
5.84%
5Y*
-1.24%
10Y*
0.73%

SPAB

1D
-0.27%
1M
0.58%
YTD
0.41%
6M
0.45%
1Y
4.54%
3Y*
3.95%
5Y*
0.04%
10Y*
1.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBND vs. SPAB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBND
SPDR Bloomberg Barclays International Corporate Bond ETF
-1.99%16.17%-2.81%10.38%-19.44%-8.40%11.50%4.41%-6.15%14.84%
SPAB
SPDR Portfolio Aggregate Bond ETF
0.41%7.25%1.25%5.56%-13.04%-1.77%7.39%8.67%-0.18%3.71%

Correlation

The correlation between IBND and SPAB is 0.60, 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

0.60

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

0.56

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

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since May 20, 2010

0.33

Over the past year, IBND and SPAB have become more correlated (0.60) than their long-term average of 0.33, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IBND vs. SPAB — Risk / Return Rank

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

IBND
IBND Risk / Return Rank: 99
Overall Rank
IBND Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
IBND Sortino Ratio Rank: 99
Sortino Ratio Rank
IBND Omega Ratio Rank: 99
Omega Ratio Rank
IBND Calmar Ratio Rank: 1010
Calmar Ratio Rank
IBND Martin Ratio Rank: 99
Martin Ratio Rank

SPAB
SPAB Risk / Return Rank: 3434
Overall Rank
SPAB Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPAB Sortino Ratio Rank: 3636
Sortino Ratio Rank
SPAB Omega Ratio Rank: 3333
Omega Ratio Rank
SPAB Calmar Ratio Rank: 3434
Calmar Ratio Rank
SPAB 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. SPAB - Risk-Adjusted Trends Comparison

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


IBNDSPABDifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-1.65

Omega ratioGain probability vs. loss probability

1.02

1.22

-0.19

Calmar ratioReturn relative to maximum drawdown

0.11

1.66

-1.55

Martin ratioReturn relative to average drawdown

0.29

4.66

-4.37

IBND vs. SPAB - Sharpe Ratio Comparison

The current IBND Sharpe Ratio is 0.09, which is lower than the SPAB Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of IBND and SPAB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IBND vs. SPAB - Drawdown Comparison

The maximum IBND drawdown since its inception was -35.62%, which is greater than SPAB's maximum drawdown of -18.56%. Use the drawdown chart below to compare losses from any high point for IBND and SPAB.


Loading charts...

Drawdown Indicators


IBNDSPABDifference

Max Drawdown

Largest peak-to-trough decline

-35.62%

-18.56%

-17.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.75%

-2.74%

-4.01%

Max Drawdown (3Y)

Largest decline over 3 years

-9.18%

-6.08%

-3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-33.49%

-17.96%

-15.53%

Max Drawdown (10Y)

Largest decline over 10 years

-35.62%

-18.56%

-17.06%

Current Drawdown

Current decline from peak

-10.29%

-2.15%

-8.14%

Average Drawdown

Average peak-to-trough decline

-10.63%

-3.08%

-7.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

0.97%

+1.65%

Volatility

IBND vs. SPAB - Volatility Comparison

SPDR Bloomberg Barclays International Corporate Bond ETF (IBND) has a higher volatility of 2.05% compared to SPDR Portfolio Aggregate Bond ETF (SPAB) at 1.09%. This indicates that IBND's price experiences larger fluctuations and is considered to be riskier than SPAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IBNDSPABDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

1.09%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

6.31%

2.69%

+3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

8.04%

3.73%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.75%

5.93%

+3.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.95%

5.55%

+3.40%

IBND vs. SPAB - Expense Ratio Comparison

IBND has a 0.50% expense ratio, which is higher than SPAB's 0.03% expense ratio.


Dividends

IBND vs. SPAB - Dividend Comparison

IBND's dividend yield for the trailing twelve months is around 2.76%, less than SPAB's 4.05% yield.


PositionTTM20252024202320222021202020192018201720162015
IBND
SPDR Bloomberg Barclays International Corporate Bond ETF
2.76%2.49%2.61%2.08%0.54%0.38%0.45%0.67%0.71%0.34%0.01%0.01%
SPAB
SPDR Portfolio Aggregate Bond ETF
4.05%3.97%3.86%3.34%2.59%2.11%2.43%2.92%2.96%2.67%2.63%2.59%

Frequently Asked Questions


IBND and SPAB have a correlation of 0.60, 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 SPAB (1.09%). In terms of maximum drawdown, IBND dropped -35.62% vs SPAB's -18.56%.

On 10-year performance, SPAB leads with 1.50% vs 0.73% for IBND. On fees, SPAB is cheaper at 0.03% per year. On volatility, SPAB has been the lower-risk option at 1.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPAB has performed better with a 1.50% return vs 0.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPAB is cheaper with a 0.03% expense ratio, compared with 0.50% for IBND.

SPAB has the higher dividend yield at 4.05%, compared with 2.76% for IBND.

IBND is categorized as Corporate Bonds, while SPAB is Total Bond Market. IBND tracks Bloomberg Global Aggregate x USD >$1B: Corporate Bond, while SPAB tracks Bloomberg U.S. Aggregate Bond Index. Their fees differ too: 0.50% for IBND and 0.03% for SPAB.

SPAB currently has the higher Sharpe Ratio (1.22 vs 0.09), 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

Find the right allocation for IBND and SPAB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer