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IGE vs. IGEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGE and IGEB is 0.21, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

IGE vs. IGEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares North American Natural Resources ETF (IGE) and iShares Investment Grade Bond Factor ETF (IGEB). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
71.24%
22.57%
IGE
IGEB

Key characteristics

Sharpe Ratio

IGE:

-0.20

IGEB:

1.31

Sortino Ratio

IGE:

-0.13

IGEB:

1.88

Omega Ratio

IGE:

0.98

IGEB:

1.23

Calmar Ratio

IGE:

-0.23

IGEB:

0.69

Martin Ratio

IGE:

-0.73

IGEB:

4.24

Ulcer Index

IGE:

6.12%

IGEB:

1.80%

Daily Std Dev

IGE:

22.16%

IGEB:

5.84%

Max Drawdown

IGE:

-67.62%

IGEB:

-21.30%

Current Drawdown

IGE:

-10.93%

IGEB:

-3.76%

Returns By Period

In the year-to-date period, IGE achieves a -0.54% return, which is significantly lower than IGEB's 2.04% return.


IGE

YTD

-0.54%

1M

-6.34%

6M

-4.98%

1Y

-5.32%

5Y*

19.07%

10Y*

3.54%

IGEB

YTD

2.04%

1M

-0.11%

6M

1.33%

1Y

7.85%

5Y*

1.03%

10Y*

N/A

*Annualized

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IGE vs. IGEB - Expense Ratio Comparison

IGE has a 0.46% expense ratio, which is higher than IGEB's 0.18% expense ratio.


Expense ratio chart for IGE: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGE: 0.46%
Expense ratio chart for IGEB: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGEB: 0.18%

Risk-Adjusted Performance

IGE vs. IGEB — Risk-Adjusted Performance Rank

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

IGE
The Risk-Adjusted Performance Rank of IGE is 1111
Overall Rank
The Sharpe Ratio Rank of IGE is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of IGE is 1212
Sortino Ratio Rank
The Omega Ratio Rank of IGE is 1212
Omega Ratio Rank
The Calmar Ratio Rank of IGE is 99
Calmar Ratio Rank
The Martin Ratio Rank of IGE is 99
Martin Ratio Rank

IGEB
The Risk-Adjusted Performance Rank of IGEB is 8383
Overall Rank
The Sharpe Ratio Rank of IGEB is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of IGEB is 8787
Sortino Ratio Rank
The Omega Ratio Rank of IGEB is 8585
Omega Ratio Rank
The Calmar Ratio Rank of IGEB is 7474
Calmar Ratio Rank
The Martin Ratio Rank of IGEB is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IGE vs. IGEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares North American Natural Resources ETF (IGE) and iShares Investment Grade Bond Factor ETF (IGEB). 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.


The chart of Sharpe ratio for IGE, currently valued at -0.20, compared to the broader market-1.000.001.002.003.004.00
IGE: -0.20
IGEB: 1.31
The chart of Sortino ratio for IGE, currently valued at -0.13, compared to the broader market-2.000.002.004.006.008.00
IGE: -0.13
IGEB: 1.88
The chart of Omega ratio for IGE, currently valued at 0.98, compared to the broader market0.501.001.502.00
IGE: 0.98
IGEB: 1.23
The chart of Calmar ratio for IGE, currently valued at -0.23, compared to the broader market0.002.004.006.008.0010.0012.00
IGE: -0.23
IGEB: 0.69
The chart of Martin ratio for IGE, currently valued at -0.73, compared to the broader market0.0020.0040.0060.00
IGE: -0.73
IGEB: 4.24

The current IGE Sharpe Ratio is -0.20, which is lower than the IGEB Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of IGE and IGEB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.20
1.31
IGE
IGEB

Dividends

IGE vs. IGEB - Dividend Comparison

IGE's dividend yield for the trailing twelve months is around 2.61%, less than IGEB's 5.07% yield.


TTM20242023202220212020201920182017201620152014
IGE
iShares North American Natural Resources ETF
2.61%2.54%2.85%2.96%2.92%3.34%5.55%2.68%2.11%1.66%3.08%1.83%
IGEB
iShares Investment Grade Bond Factor ETF
5.07%5.09%4.60%3.64%3.63%2.90%5.61%3.59%1.61%0.00%0.00%0.00%

Drawdowns

IGE vs. IGEB - Drawdown Comparison

The maximum IGE drawdown since its inception was -67.62%, which is greater than IGEB's maximum drawdown of -21.30%. Use the drawdown chart below to compare losses from any high point for IGE and IGEB. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.93%
-3.76%
IGE
IGEB

Volatility

IGE vs. IGEB - Volatility Comparison

iShares North American Natural Resources ETF (IGE) has a higher volatility of 15.41% compared to iShares Investment Grade Bond Factor ETF (IGEB) at 3.07%. This indicates that IGE's price experiences larger fluctuations and is considered to be riskier than IGEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.41%
3.07%
IGE
IGEB