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IGLB vs. USIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLB vs. USIG - 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 Broad USD Investment Grade Corporate Bond ETF (USIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGLB achieves a 0.84% return, which is significantly higher than USIG's 0.56% return. Over the past 10 years, IGLB has underperformed USIG with an annualized return of 2.28%, while USIG has yielded a comparatively higher 2.63% annualized return.


IGLB

1D
-0.32%
1M
1.42%
YTD
0.84%
6M
-0.11%
1Y
7.79%
3Y*
4.53%
5Y*
-1.66%
10Y*
2.28%

USIG

1D
-0.23%
1M
0.56%
YTD
0.56%
6M
0.37%
1Y
6.04%
3Y*
5.46%
5Y*
0.72%
10Y*
2.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLB vs. USIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
0.84%7.53%-1.50%11.03%-25.38%-1.68%13.30%23.19%-6.90%12.15%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
0.56%7.86%2.56%8.71%-15.30%-1.34%9.44%13.99%-2.21%5.75%

Correlation

The correlation between IGLB and USIG 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

0.95

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2009

0.87

The correlation between IGLB and USIG shifts across timeframes, from 0.87 (all time) to 0.98 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGLB vs. USIG — 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: 2727
Sharpe Ratio Rank
IGLB Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGLB Omega Ratio Rank: 2525
Omega Ratio Rank
IGLB Calmar Ratio Rank: 3131
Calmar Ratio Rank
IGLB Martin Ratio Rank: 2727
Martin Ratio Rank

USIG
USIG Risk / Return Rank: 4242
Overall Rank
USIG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
USIG Sortino Ratio Rank: 4242
Sortino Ratio Rank
USIG Omega Ratio Rank: 3939
Omega Ratio Rank
USIG Calmar Ratio Rank: 4444
Calmar Ratio Rank
USIG 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.

IGLB vs. USIG - 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 Broad USD Investment Grade Corporate Bond ETF (USIG). 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.


IGLBUSIGDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.70

Omega ratioGain probability vs. loss probability

1.17

1.26

-0.08

Calmar ratioReturn relative to maximum drawdown

1.51

2.17

-0.66

Martin ratioReturn relative to average drawdown

3.79

7.07

-3.28

IGLB vs. USIG - Sharpe Ratio Comparison

The current IGLB Sharpe Ratio is 1.00, which is lower than the USIG Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of IGLB and USIG, 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


IGLBUSIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.47

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.11

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.39

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.54

-0.16

Drawdowns

IGLB vs. USIG - Drawdown Comparison

The maximum IGLB drawdown since its inception was -34.12%, which is greater than USIG's maximum drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for IGLB and USIG.


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Drawdown Indicators


IGLBUSIGDifference

Max Drawdown

Largest peak-to-trough decline

-34.12%

-22.21%

-11.91%

Max Drawdown (1Y)

Largest decline over 1 year

-5.19%

-2.79%

-2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-12.87%

-6.10%

-6.77%

Max Drawdown (5Y)

Largest decline over 5 years

-34.12%

-21.45%

-12.67%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

-21.45%

-12.67%

Current Drawdown

Current decline from peak

-13.70%

-0.97%

-12.73%

Average Drawdown

Average peak-to-trough decline

-8.11%

-3.42%

-4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

0.86%

+1.20%

Volatility

IGLB vs. USIG - Volatility Comparison

iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) has a higher volatility of 2.32% compared to iShares Broad USD Investment Grade Corporate Bond ETF (USIG) at 1.27%. This indicates that IGLB's price experiences larger fluctuations and is considered to be riskier than USIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLBUSIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

1.27%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

5.70%

3.04%

+2.66%

Volatility (1Y)

Calculated over the trailing 1-year period

7.84%

4.13%

+3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.39%

6.82%

+5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.53%

6.82%

+5.71%

IGLB vs. USIG - Expense Ratio Comparison

IGLB has a 0.06% expense ratio, which is higher than USIG's 0.04% 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

IGLB vs. USIG - Dividend Comparison

IGLB's dividend yield for the trailing twelve months is around 5.26%, more than USIG's 4.74% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
5.26%5.14%5.10%4.59%4.56%3.16%3.22%3.73%4.56%3.94%4.21%4.58%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
4.74%4.62%4.51%3.94%3.14%2.33%2.82%3.37%3.44%3.03%2.87%3.24%

Frequently Asked Questions


With a correlation of 0.98, IGLB and USIG 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 (2.32%) compared to USIG (1.27%). In terms of maximum drawdown, IGLB dropped -34.12% vs USIG's -22.21%.

On 10-year performance, USIG leads with 2.63% vs 2.28% for IGLB. On fees, USIG is cheaper at 0.04% per year. On volatility, USIG has been the lower-risk option at 1.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USIG has performed better with a 2.63% return vs 2.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USIG is cheaper with a 0.04% expense ratio, compared with 0.06% for IGLB.

IGLB has the higher dividend yield at 5.26%, compared with 4.74% for USIG.

IGLB tracks ICE BofAML10+ Year US Corporate Index, while USIG tracks ICE BofA US Corporate. Their fees differ too: 0.06% for IGLB and 0.04% for USIG.

USIG currently has the higher Sharpe Ratio (1.47 vs 1.00), 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 USIG

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