PortfoliosLab logoPortfoliosLab logo
IGLB vs. IGEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLB vs. IGEB - 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 iShares Investment Grade Bond Factor ETF (IGEB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IGLB achieves a 1.19% return, which is significantly higher than IGEB's 0.51% return.


IGLB

1D
-0.42%
1M
1.36%
YTD
1.19%
6M
1.21%
1Y
6.56%
3Y*
4.26%
5Y*
-2.01%
10Y*
2.20%

IGEB

1D
-0.17%
1M
0.59%
YTD
0.51%
6M
0.74%
1Y
5.16%
3Y*
5.84%
5Y*
0.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLB vs. IGEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
1.19%7.53%-1.50%11.03%-25.38%-1.68%13.30%23.19%-6.90%5.03%
IGEB
iShares Investment Grade Bond Factor ETF
0.51%8.17%3.10%9.56%-14.85%-1.14%11.23%15.42%-2.05%1.53%

Correlation

The correlation between IGLB and IGEB is 0.95, 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

0.95

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

0.96

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2017

0.88

The correlation between IGLB and IGEB has been stable across timeframes, ranging from 0.88 to 0.96 - 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

IGLB vs. IGEB — Risk / Return Rank

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

IGLB
IGLB Risk / Return Rank: 2424
Overall Rank
IGLB Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IGLB Sortino Ratio Rank: 2323
Sortino Ratio Rank
IGLB Omega Ratio Rank: 2222
Omega Ratio Rank
IGLB Calmar Ratio Rank: 2727
Calmar Ratio Rank
IGLB Martin Ratio Rank: 2525
Martin Ratio Rank

IGEB
IGEB Risk / Return Rank: 3636
Overall Rank
IGEB Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IGEB Sortino Ratio Rank: 3636
Sortino Ratio Rank
IGEB Omega Ratio Rank: 3434
Omega Ratio Rank
IGEB Calmar Ratio Rank: 3737
Calmar Ratio Rank
IGEB Martin Ratio Rank: 3838
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. IGEB - 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 iShares Investment Grade Bond Factor ETF (IGEB). 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.


IGLBIGEBDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.15

1.22

-0.07

Calmar ratioReturn relative to maximum drawdown

1.27

1.80

-0.53

Martin ratioReturn relative to average drawdown

3.13

5.73

-2.59

IGLB vs. IGEB - Sharpe Ratio Comparison

The current IGLB Sharpe Ratio is 0.85, which is lower than the IGEB Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of IGLB and IGEB, 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

IGLB vs. IGEB - Drawdown Comparison

The maximum IGLB drawdown since its inception was -34.12%, which is greater than IGEB's maximum drawdown of -21.13%. Use the drawdown chart below to compare losses from any high point for IGLB and IGEB.


Loading charts...

Drawdown Indicators


IGLBIGEBDifference

Max Drawdown

Largest peak-to-trough decline

-34.12%

-21.13%

-12.99%

Max Drawdown (1Y)

Largest decline over 1 year

-5.19%

-2.88%

-2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-12.87%

-5.95%

-6.92%

Max Drawdown (5Y)

Largest decline over 5 years

-34.12%

-21.13%

-12.99%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

Current Drawdown

Current decline from peak

-13.41%

-0.93%

-12.48%

Average Drawdown

Average peak-to-trough decline

-8.12%

-4.88%

-3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

0.90%

+1.20%

Volatility

IGLB vs. IGEB - Volatility Comparison

iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) has a higher volatility of 1.89% compared to iShares Investment Grade Bond Factor ETF (IGEB) at 1.17%. This indicates that IGLB's price experiences larger fluctuations and is considered to be riskier than IGEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IGLBIGEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

1.17%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

5.80%

3.17%

+2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

7.76%

4.15%

+3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.38%

6.70%

+5.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.55%

6.51%

+6.04%

IGLB vs. IGEB - Expense Ratio Comparison

IGLB has a 0.06% expense ratio, which is lower than IGEB's 0.18% 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

IGLB vs. IGEB - Dividend Comparison

IGLB's dividend yield for the trailing twelve months is around 5.24%, more than IGEB's 5.06% yield.


PositionTTM20252024202320222021202020192018201720162015
IGEB
iShares Investment Grade Bond Factor ETF
5.06%4.92%5.09%4.60%3.64%3.84%3.78%5.61%3.59%1.62%0.00%0.00%
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
5.24%5.14%5.10%4.59%4.56%3.16%3.22%3.73%4.56%3.94%4.21%4.58%

Frequently Asked Questions


With a correlation of 0.95, IGLB and IGEB 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.

IGLB has higher volatility (1.89%) compared to IGEB (1.17%). In terms of maximum drawdown, IGLB dropped -34.12% vs IGEB's -21.13%.

On 5-year performance, IGEB leads with 0.96% vs -2.01% for IGLB. On fees, IGLB is cheaper at 0.06% per year. On volatility, IGEB has been the lower-risk option at 1.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IGEB has performed better with a 0.96% return vs -2.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGLB is cheaper with a 0.06% expense ratio, compared with 0.18% for IGEB.

IGLB has the higher dividend yield at 5.24%, compared with 5.06% for IGEB.

IGLB tracks ICE BofAML10+ Year US Corporate Index, while IGEB tracks BlackRock Investment Grade Enhanced Bond Index. Their fees differ too: 0.06% for IGLB and 0.18% for IGEB.

IGEB currently has the higher Sharpe Ratio (1.25 vs 0.85), 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 IGLB and IGEB

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