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IGLB vs. BND.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGLB vs. BND.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) and Purpose Global Bond Fund (BND.TO). The values are adjusted to include any dividend payments, if applicable.

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IGLB vs. BND.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
-0.77%7.53%-1.50%11.03%-25.38%-1.68%13.30%23.19%-6.90%12.15%
BND.TO
Purpose Global Bond Fund
-2.76%12.37%-1.00%10.92%-13.97%3.61%8.27%9.36%-8.60%8.74%
Different Trading Currencies

IGLB is traded in USD, while BND.TO is traded in CAD. To make them comparable, the BND.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGLB achieves a -0.77% return, which is significantly higher than BND.TO's -2.76% return. Over the past 10 years, IGLB has outperformed BND.TO with an annualized return of 2.45%, while BND.TO has yielded a comparatively lower 2.20% annualized return.


IGLB

1D
0.73%
1M
-3.01%
YTD
-0.77%
6M
-1.22%
1Y
4.05%
3Y*
3.25%
5Y*
-1.62%
10Y*
2.45%

BND.TO

1D
0.36%
1M
-4.17%
YTD
-2.76%
6M
-0.97%
1Y
7.57%
3Y*
5.42%
5Y*
0.90%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGLB vs. BND.TO - Expense Ratio Comparison


Return for Risk

IGLB vs. BND.TO — Risk / Return Rank

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

IGLB
IGLB Risk / Return Rank: 2727
Overall Rank
IGLB Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IGLB Sortino Ratio Rank: 2323
Sortino Ratio Rank
IGLB Omega Ratio Rank: 2323
Omega Ratio Rank
IGLB Calmar Ratio Rank: 3535
Calmar Ratio Rank
IGLB Martin Ratio Rank: 2727
Martin Ratio Rank

BND.TO
BND.TO Risk / Return Rank: 6161
Overall Rank
BND.TO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BND.TO Sortino Ratio Rank: 6363
Sortino Ratio Rank
BND.TO Omega Ratio Rank: 6666
Omega Ratio Rank
BND.TO Calmar Ratio Rank: 5656
Calmar Ratio Rank
BND.TO Martin Ratio Rank: 5555
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.

IGLB vs. BND.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) and Purpose Global Bond Fund (BND.TO). 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.


IGLBBND.TODifference

Sharpe ratio

Return per unit of total volatility

0.41

1.17

-0.76

Sortino ratio

Return per unit of downside risk

0.61

1.79

-1.18

Omega ratio

Gain probability vs. loss probability

1.08

1.22

-0.14

Calmar ratio

Return relative to maximum drawdown

0.83

1.37

-0.54

Martin ratio

Return relative to average drawdown

1.97

4.89

-2.92

IGLB vs. BND.TO - Sharpe Ratio Comparison

The current IGLB Sharpe Ratio is 0.41, which is lower than the BND.TO Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of IGLB and BND.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGLBBND.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

1.17

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.10

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.25

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.27

+0.11

Correlation

The correlation between IGLB and BND.TO is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IGLB vs. BND.TO - Dividend Comparison

IGLB's dividend yield for the trailing twelve months is around 5.25%, less than BND.TO's 5.92% yield.


TTM20252024202320222021202020192018201720162015
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
5.25%5.14%5.10%4.59%4.56%3.16%3.22%3.73%4.56%3.94%4.21%4.58%
BND.TO
Purpose Global Bond Fund
5.92%5.70%5.24%5.20%4.14%3.89%3.48%3.11%3.96%3.47%3.26%0.53%

Drawdowns

IGLB vs. BND.TO - Drawdown Comparison

The maximum IGLB drawdown since its inception was -34.12%, which is greater than BND.TO's maximum drawdown of -26.02%. Use the drawdown chart below to compare losses from any high point for IGLB and BND.TO.


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Drawdown Indicators


IGLBBND.TODifference

Max Drawdown

Largest peak-to-trough decline

-34.12%

-16.55%

-17.57%

Max Drawdown (1Y)

Largest decline over 1 year

-5.41%

-2.97%

-2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-34.12%

-12.23%

-21.89%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

-16.55%

-17.57%

Current Drawdown

Current decline from peak

-15.08%

-2.59%

-12.49%

Average Drawdown

Average peak-to-trough decline

-8.04%

-2.09%

-5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

0.77%

+1.50%

Volatility

IGLB vs. BND.TO - Volatility Comparison

iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) has a higher volatility of 3.94% compared to Purpose Global Bond Fund (BND.TO) at 1.77%. This indicates that IGLB's price experiences larger fluctuations and is considered to be riskier than BND.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLBBND.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

1.77%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

5.53%

3.95%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

9.95%

6.54%

+3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.42%

8.92%

+3.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.53%

9.00%

+3.53%