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IGIB vs. SPBO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGIB vs. SPBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Intermediate-Term Corporate Bond ETF (IGIB) and SPDR Portfolio Corporate Bond ETF (SPBO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGIB achieves a 0.21% return, which is significantly lower than SPBO's 0.70% return. Over the past 10 years, IGIB has outperformed SPBO with an annualized return of 3.04%, while SPBO has yielded a comparatively lower 2.77% annualized 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%

SPBO

1D
-0.21%
1M
0.67%
YTD
0.70%
6M
0.47%
1Y
6.29%
3Y*
5.54%
5Y*
0.66%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGIB vs. SPBO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGIB
iShares Intermediate-Term Corporate Bond ETF
0.21%9.58%3.49%9.22%-14.00%-1.66%9.64%14.60%-0.71%3.50%
SPBO
SPDR Portfolio Corporate Bond ETF
0.70%7.83%2.59%8.80%-15.68%-1.57%10.17%14.70%-1.79%5.47%

Correlation

The correlation between IGIB and SPBO is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.97

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

0.87

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2011

0.71

Over the past year, IGIB and SPBO have become more correlated (0.97) than their long-term average of 0.71, meaning their price movements have been converging.

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Return for Risk

IGIB vs. SPBO — Risk / Return Rank

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

IGIB
IGIB Risk / Return Rank: 4242
Overall Rank
IGIB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 4444
Sortino Ratio Rank
IGIB Omega Ratio Rank: 4141
Omega Ratio Rank
IGIB Calmar Ratio Rank: 4242
Calmar Ratio Rank
IGIB Martin Ratio Rank: 4343
Martin Ratio Rank

SPBO
SPBO Risk / Return Rank: 4141
Overall Rank
SPBO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SPBO Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPBO Omega Ratio Rank: 3939
Omega Ratio Rank
SPBO Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPBO Martin Ratio Rank: 4343
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. SPBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate-Term Corporate Bond ETF (IGIB) and SPDR Portfolio Corporate Bond ETF (SPBO). 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.


IGIBSPBODifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratioReturn relative to maximum drawdown

2.09

2.20

-0.11

Martin ratioReturn relative to average drawdown

7.08

6.94

+0.14

IGIB vs. SPBO - Sharpe Ratio Comparison

The current IGIB Sharpe Ratio is 1.52, which is comparable to the SPBO Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of IGIB and SPBO, 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


IGIBSPBODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.45

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.09

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.37

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.47

+0.22

Drawdowns

IGIB vs. SPBO - Drawdown Comparison

The maximum IGIB drawdown since its inception was -20.62%, smaller than the maximum SPBO drawdown of -22.23%. Use the drawdown chart below to compare losses from any high point for IGIB and SPBO.


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Drawdown Indicators


IGIBSPBODifference

Max Drawdown

Largest peak-to-trough decline

-20.62%

-22.23%

+1.61%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-2.87%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

-6.41%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-20.62%

-22.23%

+1.61%

Max Drawdown (10Y)

Largest decline over 10 years

-20.62%

-22.23%

+1.61%

Current Drawdown

Current decline from peak

-1.33%

-0.91%

-0.42%

Average Drawdown

Average peak-to-trough decline

-2.58%

-4.04%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.91%

-0.02%

Volatility

IGIB vs. SPBO - Volatility Comparison

iShares Intermediate-Term Corporate Bond ETF (IGIB) and SPDR Portfolio Corporate Bond ETF (SPBO) have volatilities of 1.33% and 1.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGIBSPBODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

1.35%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

3.21%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.14%

4.36%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.56%

7.18%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.06%

7.49%

-1.43%

IGIB vs. SPBO - Expense Ratio Comparison

IGIB has a 0.06% expense ratio, which is higher than SPBO's 0.03% 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

IGIB vs. SPBO - Dividend Comparison

IGIB's dividend yield for the trailing twelve months is around 4.82%, less than SPBO's 5.12% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SPBO
SPDR Portfolio Corporate Bond ETF
5.12%5.09%5.28%4.73%3.54%2.42%2.75%3.46%3.60%3.15%3.35%3.07%

Frequently Asked Questions


With a correlation of 0.97, IGIB and SPBO 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.

SPBO has higher volatility (1.35%) compared to IGIB (1.33%). In terms of maximum drawdown, IGIB dropped -20.62% vs SPBO's -22.23%.

On 10-year performance, IGIB leads with 3.04% vs 2.77% for SPBO. On fees, SPBO is cheaper at 0.03% per year. Their volatility is very similar. 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 3.04% return vs 2.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPBO is cheaper with a 0.03% expense ratio, compared with 0.06% for IGIB.

SPBO has the higher dividend yield at 5.12%, compared with 4.82% for IGIB.

IGIB tracks Bloomberg Barclays U.S. Intermediate Credit Index, while SPBO tracks Bloomberg Barclays U.S. Corporate Bond Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.06% for IGIB and 0.03% for SPBO.

IGIB currently has the higher Sharpe Ratio (1.52 vs 1.45), 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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