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

Correlation

The correlation between IGEB and IGE 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

IGEB vs. IGE - Performance Comparison

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

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

Key characteristics

Sharpe Ratio

IGEB:

1.31

IGE:

-0.20

Sortino Ratio

IGEB:

1.88

IGE:

-0.13

Omega Ratio

IGEB:

1.23

IGE:

0.98

Calmar Ratio

IGEB:

0.69

IGE:

-0.23

Martin Ratio

IGEB:

4.24

IGE:

-0.73

Ulcer Index

IGEB:

1.80%

IGE:

6.12%

Daily Std Dev

IGEB:

5.84%

IGE:

22.16%

Max Drawdown

IGEB:

-21.30%

IGE:

-67.62%

Current Drawdown

IGEB:

-3.76%

IGE:

-10.93%

Returns By Period

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


IGEB

YTD

2.04%

1M

0.37%

6M

1.33%

1Y

8.17%

5Y*

0.97%

10Y*

N/A

IGE

YTD

-0.54%

1M

-7.79%

6M

-4.98%

1Y

-5.50%

5Y*

20.03%

10Y*

3.60%

*Annualized

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IGEB vs. IGE - Expense Ratio Comparison

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

IGEB vs. IGE — Risk-Adjusted Performance Rank

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

IGEB
The Risk-Adjusted Performance Rank of IGEB is 8282
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 8484
Omega Ratio Rank
The Calmar Ratio Rank of IGEB is 7373
Calmar Ratio Rank
The Martin Ratio Rank of IGEB is 8181
Martin Ratio Rank

IGE
The Risk-Adjusted Performance Rank of IGE is 1010
Overall Rank
The Sharpe Ratio Rank of IGE is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of IGE is 1111
Sortino Ratio Rank
The Omega Ratio Rank of IGE is 1111
Omega Ratio Rank
The Calmar Ratio Rank of IGE is 88
Calmar Ratio Rank
The Martin Ratio Rank of IGE is 88
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.

IGEB vs. IGE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Investment Grade Bond Factor ETF (IGEB) and iShares North American Natural Resources ETF (IGE). 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 IGEB, currently valued at 1.31, compared to the broader market-1.000.001.002.003.004.00
IGEB: 1.31
IGE: -0.20
The chart of Sortino ratio for IGEB, currently valued at 1.88, compared to the broader market-2.000.002.004.006.008.00
IGEB: 1.88
IGE: -0.13
The chart of Omega ratio for IGEB, currently valued at 1.23, compared to the broader market0.501.001.502.002.50
IGEB: 1.23
IGE: 0.98
The chart of Calmar ratio for IGEB, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.0012.00
IGEB: 0.69
IGE: -0.23
The chart of Martin ratio for IGEB, currently valued at 4.24, compared to the broader market0.0020.0040.0060.00
IGEB: 4.24
IGE: -0.73

The current IGEB Sharpe Ratio is 1.31, which is higher than the IGE Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of IGEB and IGE, 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
1.31
-0.20
IGEB
IGE

Dividends

IGEB vs. IGE - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
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%
IGE
iShares North American Natural Resources ETF
2.61%2.54%2.85%2.95%2.92%3.34%5.55%2.68%2.11%1.66%3.07%1.83%

Drawdowns

IGEB vs. IGE - Drawdown Comparison

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


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

Volatility

IGEB vs. IGE - Volatility Comparison

The current volatility for iShares Investment Grade Bond Factor ETF (IGEB) is 3.07%, while iShares North American Natural Resources ETF (IGE) has a volatility of 15.41%. This indicates that IGEB experiences smaller price fluctuations and is considered to be less risky than IGE 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
3.07%
15.41%
IGEB
IGE