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IGE vs. IGEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, IGE achieves a 16.30% return, which is significantly higher than IGEB's 0.51% return.


IGE

1D
0.73%
1M
-5.61%
YTD
16.30%
6M
16.09%
1Y
31.04%
3Y*
18.81%
5Y*
16.68%
10Y*
9.16%

IGEB

1D
-0.17%
1M
0.59%
YTD
0.51%
6M
0.74%
1Y
5.16%
3Y*
5.84%
5Y*
0.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGE vs. IGEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGE
iShares North American Natural Resources ETF
16.30%20.41%7.55%3.12%33.24%39.42%-19.58%17.16%-21.59%13.59%
IGEB
iShares Investment Grade Bond Factor ETF
0.51%8.17%3.10%9.56%-14.85%-1.14%11.23%15.42%-2.05%1.53%

Correlation

The correlation between IGE and IGEB is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.12

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2017

0.04

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Return for Risk

IGE vs. IGEB — Risk / Return Rank

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

IGE
IGE Risk / Return Rank: 6161
Overall Rank
IGE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IGE Sortino Ratio Rank: 5555
Sortino Ratio Rank
IGE Omega Ratio Rank: 5252
Omega Ratio Rank
IGE Calmar Ratio Rank: 7373
Calmar Ratio Rank
IGE Martin Ratio Rank: 6666
Martin Ratio Rank

IGEB
IGEB Risk / Return Rank: 3636
Overall Rank
IGEB Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IGEB Sortino Ratio Rank: 3636
Sortino Ratio Rank
IGEB Omega Ratio Rank: 3434
Omega Ratio Rank
IGEB Calmar Ratio Rank: 3737
Calmar Ratio Rank
IGEB Martin Ratio Rank: 3838
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.

IGE vs. IGEB - Risk-Adjusted Trends 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.

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.


IGEIGEBDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.32

1.22

+0.10

Calmar ratioReturn relative to maximum drawdown

3.54

1.80

+1.75

Martin ratioReturn relative to average drawdown

11.85

5.73

+6.12

IGE vs. IGEB - Sharpe Ratio Comparison

The current IGE Sharpe Ratio is 1.89, which is higher than the IGEB Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of IGE and IGEB, 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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Drawdowns

IGE vs. IGEB - Drawdown Comparison

The maximum IGE drawdown since its inception was -67.55%, which is greater than IGEB's maximum drawdown of -21.13%. Use the drawdown chart below to compare losses from any high point for IGE and IGEB.


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Drawdown Indicators


IGEIGEBDifference

Max Drawdown

Largest peak-to-trough decline

-67.55%

-21.13%

-46.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

-2.88%

-5.92%

Max Drawdown (3Y)

Largest decline over 3 years

-19.49%

-5.95%

-13.54%

Max Drawdown (5Y)

Largest decline over 5 years

-25.72%

-21.13%

-4.59%

Max Drawdown (10Y)

Largest decline over 10 years

-60.57%

Current Drawdown

Current decline from peak

-8.13%

-0.93%

-7.20%

Average Drawdown

Average peak-to-trough decline

-18.87%

-4.88%

-13.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

0.90%

+1.74%

Volatility

IGE vs. IGEB - Volatility Comparison

iShares North American Natural Resources ETF (IGE) has a higher volatility of 5.31% compared to iShares Investment Grade Bond Factor ETF (IGEB) at 1.17%. 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.


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Volatility by Period


IGEIGEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

1.17%

+4.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

3.17%

+9.80%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

4.15%

+12.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.40%

6.70%

+15.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.95%

6.51%

+18.44%

IGE vs. IGEB - Expense Ratio Comparison

IGE has a 0.39% expense ratio, which is higher than IGEB's 0.18% expense ratio.


Dividends

IGE vs. IGEB - Dividend Comparison

IGE's dividend yield for the trailing twelve months is around 2.05%, less than IGEB's 5.06% yield.


PositionTTM20252024202320222021202020192018201720162015
IGE
iShares North American Natural Resources ETF
2.05%2.32%2.54%2.85%2.96%2.92%3.34%5.55%2.68%2.11%1.66%3.08%
IGEB
iShares Investment Grade Bond Factor ETF
5.06%4.92%5.09%4.60%3.64%3.84%3.78%5.61%3.59%1.62%0.00%0.00%

Frequently Asked Questions


IGE and IGEB have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGE has higher volatility (5.31%) compared to IGEB (1.17%). In terms of maximum drawdown, IGE dropped -67.55% vs IGEB's -21.13%.

On 5-year performance, IGE leads with 16.68% vs 0.96% for IGEB. On fees, IGEB is cheaper at 0.18% per year. On volatility, IGEB has been the lower-risk option at 1.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IGE has performed better with a 16.68% return vs 0.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGEB is cheaper with a 0.18% expense ratio, compared with 0.39% for IGE.

IGEB has the higher dividend yield at 5.06%, compared with 2.05% for IGE.

IGE is categorized as Energy Equities, while IGEB is Corporate Bonds. IGE tracks S&P North American Natural Resources Sector Index, while IGEB tracks BlackRock Investment Grade Enhanced Bond Index. Their fees differ too: 0.39% for IGE and 0.18% for IGEB.

IGE currently has the higher Sharpe Ratio (1.89 vs 1.25), 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 IGE and IGEB

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