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IGEB vs. OVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGEB vs. OVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Investment Grade Bond Factor ETF (IGEB) and Overlay Shares Short Term Bond ETF (OVT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGEB achieves a 0.41% return, which is significantly lower than OVT's 2.61% return.


IGEB

1D
-0.22%
1M
0.57%
YTD
0.41%
6M
0.32%
1Y
5.98%
3Y*
5.88%
5Y*
1.10%
10Y*

OVT

1D
-0.16%
1M
0.55%
YTD
2.61%
6M
3.07%
1Y
8.92%
3Y*
7.44%
5Y*
3.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGEB vs. OVT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IGEB
iShares Investment Grade Bond Factor ETF
0.41%8.17%3.10%9.56%-14.85%-0.08%
OVT
Overlay Shares Short Term Bond ETF
2.61%7.61%7.44%7.73%-9.68%2.07%

Correlation

The correlation between IGEB and OVT is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.63

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

0.65

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2021

0.64

The correlation between IGEB and OVT has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.

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Return for Risk

IGEB vs. OVT — Risk / Return Rank

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

IGEB
IGEB Risk / Return Rank: 4141
Overall Rank
IGEB Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IGEB Sortino Ratio Rank: 4242
Sortino Ratio Rank
IGEB Omega Ratio Rank: 3939
Omega Ratio Rank
IGEB Calmar Ratio Rank: 4242
Calmar Ratio Rank
IGEB Martin Ratio Rank: 4343
Martin Ratio Rank

OVT
OVT Risk / Return Rank: 8585
Overall Rank
OVT Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
OVT Sortino Ratio Rank: 8484
Sortino Ratio Rank
OVT Omega Ratio Rank: 8484
Omega Ratio Rank
OVT Calmar Ratio Rank: 9191
Calmar Ratio Rank
OVT Martin Ratio Rank: 8989
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. OVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Investment Grade Bond Factor ETF (IGEB) and Overlay Shares Short Term Bond ETF (OVT). 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.


IGEBOVTDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.71

Omega ratioGain probability vs. loss probability

1.25

1.51

-0.26

Calmar ratioReturn relative to maximum drawdown

2.08

5.78

-3.69

Martin ratioReturn relative to average drawdown

6.81

20.00

-13.19

IGEB vs. OVT - Sharpe Ratio Comparison

The current IGEB Sharpe Ratio is 1.44, which is lower than the OVT Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of IGEB and OVT, 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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Sharpe Ratios by Period


IGEBOVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

2.60

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.65

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.69

-0.20

Drawdowns

IGEB vs. OVT - Drawdown Comparison

The maximum IGEB drawdown since its inception was -21.13%, which is greater than OVT's maximum drawdown of -13.59%. Use the drawdown chart below to compare losses from any high point for IGEB and OVT.


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Drawdown Indicators


IGEBOVTDifference

Max Drawdown

Largest peak-to-trough decline

-21.13%

-13.59%

-7.54%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-1.55%

-1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-5.97%

-3.55%

-2.42%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

-13.59%

-7.54%

Current Drawdown

Current decline from peak

-1.03%

-0.41%

-0.62%

Average Drawdown

Average peak-to-trough decline

-4.90%

-3.39%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.45%

+0.43%

Volatility

IGEB vs. OVT - Volatility Comparison

iShares Investment Grade Bond Factor ETF (IGEB) has a higher volatility of 1.33% compared to Overlay Shares Short Term Bond ETF (OVT) at 0.83%. This indicates that IGEB's price experiences larger fluctuations and is considered to be riskier than OVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGEBOVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

0.83%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

2.52%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

3.44%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.70%

4.63%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.52%

4.54%

+1.98%

IGEB vs. OVT - Expense Ratio Comparison

IGEB has a 0.18% expense ratio, which is lower than OVT's 0.80% expense ratio.


Dividends

IGEB vs. OVT - Dividend Comparison

IGEB's dividend yield for the trailing twelve months is around 5.06%, less than OVT's 8.17% yield.


PositionTTM202520242023202220212020201920182017
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%
OVT
Overlay Shares Short Term Bond ETF
8.17%7.21%6.15%5.11%4.12%4.41%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGEB and OVT have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGEB has higher volatility (1.33%) compared to OVT (0.83%). In terms of maximum drawdown, IGEB dropped -21.13% vs OVT's -13.59%.

On 5-year performance, OVT leads with 3.01% vs 1.10% for IGEB. On fees, IGEB is cheaper at 0.18% per year. On volatility, OVT has been the lower-risk option at 0.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, OVT has performed better with a 3.01% return vs 1.10%. 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 0.80% for OVT.

OVT has the higher dividend yield at 8.17%, compared with 5.06% for IGEB.

They also come from different issuers: iShares and Liquid Strategies. Their fees differ too: 0.18% for IGEB and 0.80% for OVT.

OVT currently has the higher Sharpe Ratio (2.60 vs 1.44), 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

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