IGIB vs. BBBL
IGIB (iShares Intermediate-Term Corporate Bond ETF) and BBBL (Bondbloxx BBB Rated 10+ Year Corporate Bond ETF) are both exchange-traded funds - IGIB is a Corporate Bonds fund tracking the Bloomberg Barclays U.S. Intermediate Credit Index, while BBBL is a Long-Term Bond fund tracking the Bloomberg U.S. Corporate BBB 10+ Year Index - Benchmark TR Gross. Both are passively managed. Over the past year, IGIB returned 6.27% vs 7.90% for BBBL. Their correlation of 0.93 suggests significant overlap in exposure. IGIB charges 0.06%/yr vs 0.19%/yr for BBBL.
Performance
IGIB vs. BBBL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IGIB achieves a 0.21% return, which is significantly lower than BBBL's 1.22% return.
IGIB
- 1D
- -0.19%
- 1M
- 0.31%
- YTD
- 0.21%
- 6M
- 0.14%
- 1Y
- 6.27%
- 3Y*
- 6.21%
- 5Y*
- 1.37%
- 10Y*
- 3.04%
BBBL
- 1D
- -0.39%
- 1M
- 1.64%
- YTD
- 1.22%
- 6M
- 0.19%
- 1Y
- 7.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IGIB vs. BBBL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IGIB iShares Intermediate-Term Corporate Bond ETF | 0.21% | 9.58% | 4.32% |
BBBL Bondbloxx BBB Rated 10+ Year Corporate Bond ETF | 1.22% | 7.02% | 0.89% |
Correlation
The correlation between IGIB and BBBL is 0.92, 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 | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2024 | 0.93 |
The correlation between IGIB and BBBL has been stable across timeframes, ranging from 0.92 to 0.93 - 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
IGIB vs. BBBL — Risk / Return Rank
IGIB
BBBL
IGIB vs. BBBL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate-Term Corporate Bond ETF (IGIB) and Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL). 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.
| IGIB | BBBL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.18 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.46 | +0.63 |
| Martin ratioReturn relative to average drawdown | 7.08 | 3.65 | +3.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IGIB | BBBL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.01 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.39 | +0.30 |
Drawdowns
IGIB vs. BBBL - Drawdown Comparison
The maximum IGIB drawdown since its inception was -20.62%, which is greater than BBBL's maximum drawdown of -9.43%. Use the drawdown chart below to compare losses from any high point for IGIB and BBBL.
Loading charts...
Drawdown Indicators
| IGIB | BBBL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.62% | -9.43% | -11.19% |
Max Drawdown (1Y)Largest decline over 1 year | -3.01% | -5.45% | +2.44% |
Max Drawdown (3Y)Largest decline over 3 years | -6.05% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -20.62% | — | — |
Current DrawdownCurrent decline from peak | -1.33% | -1.89% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -2.58% | -3.31% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 2.17% | -1.28% |
Volatility
IGIB vs. BBBL - Volatility Comparison
The current volatility for iShares Intermediate-Term Corporate Bond ETF (IGIB) is 1.33%, while Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) has a volatility of 2.45%. This indicates that IGIB experiences smaller price fluctuations and is considered to be less risky than BBBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IGIB | BBBL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 2.45% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 3.08% | 5.75% | -2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.14% | 7.86% | -3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.56% | 9.80% | -3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.06% | 9.80% | -3.74% |
IGIB vs. BBBL - Expense Ratio Comparison
IGIB has a 0.06% expense ratio, which is lower than BBBL's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IGIB vs. BBBL - Dividend Comparison
IGIB's dividend yield for the trailing twelve months is around 4.82%, less than BBBL's 5.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBBL Bondbloxx BBB Rated 10+ Year Corporate Bond ETF | 5.74% | 5.77% | 5.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IGIB iShares Intermediate-Term Corporate Bond ETF | 4.82% | 4.59% | 4.41% | 3.78% | 3.04% | 2.52% | 2.74% | 3.44% | 3.41% | 2.51% | 2.45% | 2.51% |
Frequently Asked Questions
With a correlation of 0.92, IGIB and BBBL 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.
BBBL has higher volatility (2.45%) compared to IGIB (1.33%). In terms of maximum drawdown, IGIB dropped -20.62% vs BBBL's -9.43%.
On 1-year performance, BBBL leads with 7.90% vs 6.27% for IGIB. On fees, IGIB is cheaper at 0.06% per year. On volatility, IGIB has been the lower-risk option at 1.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BBBL has performed better with a 7.90% return vs 6.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IGIB is cheaper with a 0.06% expense ratio, compared with 0.19% for BBBL.
BBBL has the higher dividend yield at 5.74%, compared with 4.82% for IGIB.
IGIB is categorized as Corporate Bonds, while BBBL is Long-Term Bond. IGIB tracks Bloomberg Barclays U.S. Intermediate Credit Index, while BBBL tracks Bloomberg U.S. Corporate BBB 10+ Year Index - Benchmark TR Gross. They also come from different issuers: iShares and BondBloxx. Their fees differ too: 0.06% for IGIB and 0.19% for BBBL.
IGIB currently has the higher Sharpe Ratio (1.52 vs 1.01), 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.
Find the right allocation for IGIB and BBBL
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