PortfoliosLab logoPortfoliosLab logo
IGIB vs. IGSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGIB vs. IGSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 5-10 Year Investment Grade Corporate Bond ETF (IGIB) and iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IGIB achieves a 0.27% return, which is significantly lower than IGSB's 0.66% return. Over the past 10 years, IGIB has outperformed IGSB with an annualized return of 2.99%, while IGSB has yielded a comparatively lower 2.70% annualized return.


IGIB

1D
-0.19%
1M
0.56%
YTD
0.27%
6M
0.44%
1Y
5.52%
3Y*
6.26%
5Y*
1.29%
10Y*
2.99%

IGSB

1D
-0.13%
1M
0.21%
YTD
0.66%
6M
0.83%
1Y
4.20%
3Y*
5.68%
5Y*
2.45%
10Y*
2.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGIB vs. IGSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGIB
iShares 5-10 Year Investment Grade Corporate Bond ETF
0.27%9.58%3.49%9.22%-14.00%-1.66%9.64%14.60%-0.71%3.50%
IGSB
iShares 1-5 Year Investment Grade Corporate Bond ETF
0.66%6.96%4.97%6.40%-5.63%-0.56%5.37%7.11%1.25%1.27%

Correlation

The correlation between IGIB and IGSB is 0.93, 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

0.93

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

0.93

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

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2007

0.67

Over the past year, IGIB and IGSB have become more correlated (0.93) than their long-term average of 0.67, meaning their price movements have been converging.

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. IGSB — Risk / Return Rank

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

IGIB
IGIB Risk / Return Rank: 3838
Overall Rank
IGIB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 4040
Sortino Ratio Rank
IGIB Omega Ratio Rank: 3636
Omega Ratio Rank
IGIB Calmar Ratio Rank: 3838
Calmar Ratio Rank
IGIB Martin Ratio Rank: 3939
Martin Ratio Rank

IGSB
IGSB Risk / Return Rank: 7070
Overall Rank
IGSB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 7878
Sortino Ratio Rank
IGSB Omega Ratio Rank: 7676
Omega Ratio Rank
IGSB Calmar Ratio Rank: 6060
Calmar Ratio Rank
IGSB Martin Ratio Rank: 6565
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.

IGIB vs. IGSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 5-10 Year Investment Grade Corporate Bond ETF (IGIB) and iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB). 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.


IGIBIGSBDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.24

1.43

-0.19

Calmar ratioReturn relative to maximum drawdown

1.84

2.89

-1.05

Martin ratioReturn relative to average drawdown

5.94

11.59

-5.65

IGIB vs. IGSB - Sharpe Ratio Comparison

The current IGIB Sharpe Ratio is 1.34, which is lower than the IGSB Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of IGIB and IGSB, 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...

Drawdowns

IGIB vs. IGSB - Drawdown Comparison

The maximum IGIB drawdown since its inception was -20.62%, which is greater than IGSB's maximum drawdown of -13.38%. Use the drawdown chart below to compare losses from any high point for IGIB and IGSB.


Loading charts...

Drawdown Indicators


IGIBIGSBDifference

Max Drawdown

Largest peak-to-trough decline

-20.62%

-13.38%

-7.24%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-1.46%

-1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

-1.46%

-4.59%

Max Drawdown (5Y)

Largest decline over 5 years

-20.62%

-9.46%

-11.16%

Max Drawdown (10Y)

Largest decline over 10 years

-20.62%

-13.38%

-7.24%

Current Drawdown

Current decline from peak

-1.27%

-0.38%

-0.89%

Average Drawdown

Average peak-to-trough decline

-2.58%

-0.85%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.36%

+0.57%

Volatility

IGIB vs. IGSB - Volatility Comparison

iShares 5-10 Year Investment Grade Corporate Bond ETF (IGIB) has a higher volatility of 1.22% compared to iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB) at 0.68%. This indicates that IGIB's price experiences larger fluctuations and is considered to be riskier than IGSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IGIBIGSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

0.68%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

1.50%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

1.96%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.57%

2.94%

+3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.07%

3.47%

+2.60%

IGIB vs. IGSB - Expense Ratio Comparison

Both IGIB and IGSB have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IGIB vs. IGSB - Dividend Comparison

IGIB's dividend yield for the trailing twelve months is around 4.81%, more than IGSB's 4.58% yield.


PositionTTM20252024202320222021202020192018201720162015
IGIB
iShares 5-10 Year Investment Grade Corporate Bond ETF
4.81%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%
IGSB
iShares 1-5 Year Investment Grade Corporate Bond ETF
4.58%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%

Frequently Asked Questions


With a correlation of 0.93, IGIB and IGSB 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.

IGIB has higher volatility (1.22%) compared to IGSB (0.68%). In terms of maximum drawdown, IGIB dropped -20.62% vs IGSB's -13.38%.

On 10-year performance, IGIB leads with 2.99% vs 2.70% for IGSB. Both ETFs have the same 0.04% expense ratio. On volatility, IGSB has been the lower-risk option at 0.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGIB has performed better with a 2.99% return vs 2.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGIB and IGSB have the same expense ratio: 0.04% per year.

IGIB has the higher dividend yield at 4.81%, compared with 4.58% for IGSB.

IGIB tracks ICE BofA 5-10 Year US Corporate Index, while IGSB tracks ICE BofA 1-5 Year US Corporate Index.

IGSB currently has the higher Sharpe Ratio (2.16 vs 1.34), 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 IGIB and IGSB

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