IGCB vs. IBDR
Compare and contrast key facts about TCW Corporate Bond ETF (IGCB) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR).
IGCB and IBDR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGCB is a passively managed fund by TCW that tracks the performance of the Actively Managed. It was launched on Jun 29, 2018. IBDR is a passively managed fund by iShares that tracks the performance of the Barclays December 2026 Maturity Corporate Index. It was launched on Sep 13, 2016. Both IGCB and IBDR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IGCB vs. IBDR - Performance Comparison
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IGCB vs. IBDR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IGCB TCW Corporate Bond ETF | -0.36% | 8.42% | -0.39% |
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 0.77% | 4.99% | 0.67% |
Returns By Period
In the year-to-date period, IGCB achieves a -0.36% return, which is significantly lower than IBDR's 0.77% return.
IGCB
- 1D
- 0.13%
- 1M
- -1.38%
- YTD
- -0.36%
- 6M
- 0.12%
- 1Y
- 4.87%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBDR
- 1D
- 0.04%
- 1M
- 0.25%
- YTD
- 0.77%
- 6M
- 1.87%
- 1Y
- 4.47%
- 3Y*
- 4.68%
- 5Y*
- 1.64%
- 10Y*
- —
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IGCB vs. IBDR - Expense Ratio Comparison
IGCB has a 0.35% expense ratio, which is higher than IBDR's 0.10% expense ratio.
Return for Risk
IGCB vs. IBDR — Risk / Return Rank
IGCB
IBDR
IGCB vs. IBDR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TCW Corporate Bond ETF (IGCB) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). 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.
| IGCB | IBDR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 5.49 | -4.43 |
Sortino ratioReturn per unit of downside risk | 1.45 | 9.72 | -8.27 |
Omega ratioGain probability vs. loss probability | 1.20 | 2.72 | -1.52 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 11.88 | -10.11 |
Martin ratioReturn relative to average drawdown | 5.73 | 82.33 | -76.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGCB | IBDR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 5.49 | -4.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.60 | +0.53 |
Correlation
The correlation between IGCB and IBDR is 0.35, 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
IGCB vs. IBDR - Dividend Comparison
IGCB's dividend yield for the trailing twelve months is around 4.67%, more than IBDR's 4.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
IGCB TCW Corporate Bond ETF | 4.67% | 4.52% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBDR iShares iBonds Dec 2026 Term Corporate ETF | 4.17% | 4.20% | 4.13% | 3.41% | 2.44% | 2.11% | 2.61% | 3.25% | 3.56% | 3.22% | 0.86% |
Drawdowns
IGCB vs. IBDR - Drawdown Comparison
The maximum IGCB drawdown since its inception was -4.20%, smaller than the maximum IBDR drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for IGCB and IBDR.
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Drawdown Indicators
| IGCB | IBDR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.20% | -16.06% | +11.86% |
Max Drawdown (1Y)Largest decline over 1 year | -2.91% | -0.37% | -2.54% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.13% | — |
Current DrawdownCurrent decline from peak | -1.74% | 0.00% | -1.74% |
Average DrawdownAverage peak-to-trough decline | -0.87% | -2.89% | +2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 0.05% | +0.85% |
Volatility
IGCB vs. IBDR - Volatility Comparison
TCW Corporate Bond ETF (IGCB) has a higher volatility of 1.76% compared to iShares iBonds Dec 2026 Term Corporate ETF (IBDR) at 0.15%. This indicates that IGCB's price experiences larger fluctuations and is considered to be riskier than IBDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGCB | IBDR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.76% | 0.15% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 2.73% | 0.37% | +2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.65% | 0.82% | +3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.93% | 3.42% | +1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.93% | 4.91% | +0.02% |