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IGIB vs. SPIB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGIB vs. SPIB - 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 Intermediate Term Corporate Bond ETF (SPIB). 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 SPIB's 0.46% return. Over the past 10 years, IGIB has outperformed SPIB with an annualized return of 3.04%, while SPIB has yielded a comparatively lower 2.86% 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%

SPIB

1D
-0.09%
1M
0.25%
YTD
0.46%
6M
0.59%
1Y
5.27%
3Y*
5.79%
5Y*
1.79%
10Y*
2.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGIB vs. SPIB - 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%
SPIB
SPDR Portfolio Intermediate Term Corporate Bond ETF
0.46%7.91%4.28%7.27%-9.65%-1.24%7.69%10.23%-0.49%3.76%

Correlation

The correlation between IGIB and SPIB is 0.98 - 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

0.98

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

0.93

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2009

0.80

The correlation between IGIB and SPIB shifts across timeframes, from 0.80 (all time) to 0.98 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGIB vs. SPIB — 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

SPIB
SPIB Risk / Return Rank: 5555
Overall Rank
SPIB Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SPIB Sortino Ratio Rank: 5959
Sortino Ratio Rank
SPIB Omega Ratio Rank: 5555
Omega Ratio Rank
SPIB Calmar Ratio Rank: 5252
Calmar Ratio Rank
SPIB Martin Ratio Rank: 5353
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. SPIB - 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 Intermediate Term Corporate Bond ETF (SPIB). 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.


IGIBSPIBDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.27

1.34

-0.07

Calmar ratioReturn relative to maximum drawdown

2.09

2.62

-0.53

Martin ratioReturn relative to average drawdown

7.08

9.13

-2.05

IGIB vs. SPIB - Sharpe Ratio Comparison

The current IGIB Sharpe Ratio is 1.52, which is comparable to the SPIB Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of IGIB and SPIB, 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


IGIBSPIBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.87

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.40

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.62

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.88

-0.18

Drawdowns

IGIB vs. SPIB - Drawdown Comparison

The maximum IGIB drawdown since its inception was -20.62%, which is greater than SPIB's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for IGIB and SPIB.


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Drawdown Indicators


IGIBSPIBDifference

Max Drawdown

Largest peak-to-trough decline

-20.62%

-14.94%

-5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-2.02%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

-3.18%

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-20.62%

-14.80%

-5.82%

Max Drawdown (10Y)

Largest decline over 10 years

-20.62%

-14.94%

-5.68%

Current Drawdown

Current decline from peak

-1.33%

-0.78%

-0.55%

Average Drawdown

Average peak-to-trough decline

-2.58%

-1.89%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.58%

+0.31%

Volatility

IGIB vs. SPIB - Volatility Comparison

iShares Intermediate-Term Corporate Bond ETF (IGIB) has a higher volatility of 1.33% compared to SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) at 0.93%. This indicates that IGIB's price experiences larger fluctuations and is considered to be riskier than SPIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGIBSPIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

0.93%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

2.09%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

4.14%

2.83%

+1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.56%

4.47%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.06%

4.60%

+1.46%

IGIB vs. SPIB - Expense Ratio Comparison

IGIB has a 0.06% expense ratio, which is lower than SPIB's 0.07% 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. SPIB - Dividend Comparison

IGIB's dividend yield for the trailing twelve months is around 4.82%, more than SPIB's 4.46% 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%
SPIB
SPDR Portfolio Intermediate Term Corporate Bond ETF
4.46%4.42%4.41%3.84%2.65%1.58%2.18%3.03%3.04%2.79%2.68%2.69%

Frequently Asked Questions


With a correlation of 0.98, IGIB and SPIB 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 (1.33%) compared to SPIB (0.93%). In terms of maximum drawdown, IGIB dropped -20.62% vs SPIB's -14.94%.

On 10-year performance, IGIB leads with 3.04% vs 2.86% for SPIB. On fees, IGIB is cheaper at 0.06% per year. On volatility, SPIB has been the lower-risk option at 0.93%. 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 2.86%. 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 0.07% for SPIB.

IGIB has the higher dividend yield at 4.82%, compared with 4.46% for SPIB.

IGIB tracks Bloomberg Barclays U.S. Intermediate Credit Index, while SPIB tracks Bloomberg US Aggregate Credit - Corporate - Investment Grade - Intermediate. They also come from different issuers: iShares and State Street. Their fees differ too: 0.06% for IGIB and 0.07% for SPIB.

SPIB currently has the higher Sharpe Ratio (1.87 vs 1.52), 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 SPIB

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