PortfoliosLab logoPortfoliosLab logo
IGEB vs. BBCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGEB vs. BBCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Investment Grade Bond Factor ETF (IGEB) and JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF (BBCB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IGEB achieves a 0.60% return, which is significantly lower than BBCB's 2.94% return.


IGEB

1D
0.19%
1M
0.47%
YTD
0.60%
6M
0.68%
1Y
5.56%
3Y*
5.99%
5Y*
1.14%
10Y*

BBCB

1D
0.11%
1M
0.52%
YTD
2.94%
6M
2.91%
1Y
7.89%
3Y*
6.08%
5Y*
0.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGEB vs. BBCB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IGEB
iShares Investment Grade Bond Factor ETF
0.60%8.17%3.10%9.56%-14.85%-1.14%11.23%15.42%0.70%
BBCB
JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF
2.94%7.69%1.97%8.42%-15.72%-2.23%10.39%14.86%0.43%

Correlation

The correlation between IGEB and BBCB is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2018

0.94

The correlation between IGEB and BBCB has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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

IGEB vs. BBCB — Risk / Return Rank

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

IGEB
IGEB Risk / Return Rank: 3939
Overall Rank
IGEB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IGEB Sortino Ratio Rank: 3939
Sortino Ratio Rank
IGEB Omega Ratio Rank: 3737
Omega Ratio Rank
IGEB Calmar Ratio Rank: 4040
Calmar Ratio Rank
IGEB Martin Ratio Rank: 4040
Martin Ratio Rank

BBCB
BBCB Risk / Return Rank: 5353
Overall Rank
BBCB Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BBCB Sortino Ratio Rank: 5656
Sortino Ratio Rank
BBCB Omega Ratio Rank: 5252
Omega Ratio Rank
BBCB Calmar Ratio Rank: 5555
Calmar Ratio Rank
BBCB Martin Ratio Rank: 5555
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.

IGEB vs. BBCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Investment Grade Bond Factor ETF (IGEB) and JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF (BBCB). 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.


IGEBBBCBDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.24

1.32

-0.08

Calmar ratioReturn relative to maximum drawdown

1.94

2.69

-0.75

Martin ratioReturn relative to average drawdown

6.34

9.52

-3.18

IGEB vs. BBCB - Sharpe Ratio Comparison

The current IGEB Sharpe Ratio is 1.35, which is comparable to the BBCB Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of IGEB and BBCB, 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...

Sharpe Ratios by Period


IGEBBBCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.62

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.12

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.46

+0.03

Drawdowns

IGEB vs. BBCB - Drawdown Comparison

The maximum IGEB drawdown since its inception was -21.13%, smaller than the maximum BBCB drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for IGEB and BBCB.


Loading charts...

Drawdown Indicators


IGEBBBCBDifference

Max Drawdown

Largest peak-to-trough decline

-21.13%

-22.48%

+1.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.95%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-5.97%

-6.46%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

-22.32%

+1.19%

Current Drawdown

Current decline from peak

-0.84%

-0.23%

-0.61%

Average Drawdown

Average peak-to-trough decline

-4.90%

-6.66%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.83%

+0.05%

Volatility

IGEB vs. BBCB - Volatility Comparison

The current volatility for iShares Investment Grade Bond Factor ETF (IGEB) is 1.31%, while JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF (BBCB) has a volatility of 1.40%. This indicates that IGEB experiences smaller price fluctuations and is considered to be less risky than BBCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IGEBBBCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.40%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

3.98%

-0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

4.93%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.70%

7.25%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.52%

7.49%

-0.97%

IGEB vs. BBCB - Expense Ratio Comparison

IGEB has a 0.18% expense ratio, which is higher than BBCB's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IGEB vs. BBCB - Dividend Comparison

IGEB's dividend yield for the trailing twelve months is around 5.05%, less than BBCB's 7.14% yield.


PositionTTM202520242023202220212020201920182017
BBCB
JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF
7.14%5.02%5.22%4.22%3.39%3.47%4.59%5.25%0.20%0.00%
IGEB
iShares Investment Grade Bond Factor ETF
5.05%4.92%5.09%4.60%3.64%3.84%3.78%5.61%3.59%1.62%

Frequently Asked Questions


With a correlation of 0.94, IGEB and BBCB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BBCB has higher volatility (1.40%) compared to IGEB (1.31%). In terms of maximum drawdown, IGEB dropped -21.13% vs BBCB's -22.48%.

On 5-year performance, IGEB leads with 1.14% vs 0.86% for BBCB. On fees, BBCB is cheaper at 0.09% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IGEB has performed better with a 1.14% return vs 0.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBCB is cheaper with a 0.09% expense ratio, compared with 0.18% for IGEB.

BBCB has the higher dividend yield at 7.14%, compared with 5.05% for IGEB.

IGEB tracks BlackRock Investment Grade Enhanced Bond Index, while BBCB tracks Bloomberg US Corporate Investment Grade. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.18% for IGEB and 0.09% for BBCB.

BBCB currently has the higher Sharpe Ratio (1.62 vs 1.35), 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 IGEB and BBCB

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