PortfoliosLab logoPortfoliosLab logo
IGM vs. IGSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGM vs. IGSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Expanded Tech Sector ETF (IGM) and iShares Short-Term Corporate Bond ETF (IGSB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IGM achieves a 27.92% return, which is significantly higher than IGSB's 0.93% return. Over the past 10 years, IGM has outperformed IGSB with an annualized return of 25.12%, while IGSB has yielded a comparatively lower 2.74% annualized return.


IGM

1D
3.64%
1M
7.10%
YTD
27.92%
6M
29.29%
1Y
56.16%
3Y*
36.48%
5Y*
20.96%
10Y*
25.12%

IGSB

1D
0.06%
1M
0.61%
YTD
0.93%
6M
1.24%
1Y
4.76%
3Y*
5.77%
5Y*
2.49%
10Y*
2.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGM vs. IGSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGM
iShares Expanded Tech Sector ETF
27.92%26.76%36.99%60.68%-35.83%25.72%45.11%41.81%2.26%37.20%
IGSB
iShares Short-Term Corporate Bond ETF
0.93%6.96%4.97%6.40%-5.63%-0.56%5.37%7.11%1.25%1.27%

Correlation

The correlation between IGM and IGSB is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.20

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

0.25

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

0.17

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2007

0.06

The correlation between IGM and IGSB shifts across timeframes, from 0.06 (all time) to 0.25 (5 years), reflecting how their relationship changes across market environments.

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

IGM vs. IGSB — Risk / Return Rank

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

IGM
IGM Risk / Return Rank: 7878
Overall Rank
IGM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 7979
Sortino Ratio Rank
IGM Omega Ratio Rank: 8080
Omega Ratio Rank
IGM Calmar Ratio Rank: 7474
Calmar Ratio Rank
IGM Martin Ratio Rank: 7070
Martin Ratio Rank

IGSB
IGSB Risk / Return Rank: 8383
Overall Rank
IGSB Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 9191
Sortino Ratio Rank
IGSB Omega Ratio Rank: 8989
Omega Ratio Rank
IGSB Calmar Ratio Rank: 7171
Calmar Ratio Rank
IGSB Martin Ratio Rank: 7676
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.

IGM vs. IGSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech Sector ETF (IGM) and iShares Short-Term Corporate Bond ETF (IGSB). 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.


IGMIGSBDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.42

1.51

-0.09

Calmar ratioReturn relative to maximum drawdown

3.43

3.28

+0.16

Martin ratioReturn relative to average drawdown

11.62

13.21

-1.59

IGM vs. IGSB - Sharpe Ratio Comparison

The current IGM Sharpe Ratio is 2.54, which is comparable to the IGSB Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of IGM and IGSB, 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

IGM vs. IGSB - Drawdown Comparison

The maximum IGM drawdown since its inception was -65.59%, which is greater than IGSB's maximum drawdown of -13.38%. Use the drawdown chart below to compare losses from any high point for IGM and IGSB.


Loading charts...

Drawdown Indicators


IGMIGSBDifference

Max Drawdown

Largest peak-to-trough decline

-65.59%

-13.38%

-52.21%

Max Drawdown (1Y)

Largest decline over 1 year

-16.44%

-1.46%

-14.98%

Max Drawdown (3Y)

Largest decline over 3 years

-26.39%

-1.46%

-24.93%

Max Drawdown (5Y)

Largest decline over 5 years

-40.68%

-9.46%

-31.22%

Max Drawdown (10Y)

Largest decline over 10 years

-40.68%

-13.38%

-27.30%

Current Drawdown

Current decline from peak

-3.41%

-0.11%

-3.30%

Average Drawdown

Average peak-to-trough decline

-15.22%

-0.85%

-14.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.85%

0.36%

+4.49%

Volatility

IGM vs. IGSB - Volatility Comparison

iShares Expanded Tech Sector ETF (IGM) has a higher volatility of 10.54% compared to iShares Short-Term Corporate Bond ETF (IGSB) at 0.66%. This indicates that IGM's price experiences larger fluctuations and is considered to be riskier than IGSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IGMIGSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.54%

0.66%

+9.88%

Volatility (6M)

Calculated over the trailing 6-month period

18.42%

1.46%

+16.96%

Volatility (1Y)

Calculated over the trailing 1-year period

22.24%

1.92%

+20.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.97%

2.94%

+23.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.70%

3.47%

+21.23%

IGM vs. IGSB - Expense Ratio Comparison

IGM has a 0.39% expense ratio, which is higher than IGSB's 0.06% expense ratio.


Dividends

IGM vs. IGSB - Dividend Comparison

IGM's dividend yield for the trailing twelve months is around 0.17%, less than IGSB's 4.57% yield.


PositionTTM20252024202320222021202020192018201720162015
IGM
iShares Expanded Tech Sector ETF
0.17%0.17%0.22%0.33%0.66%0.16%0.32%0.50%0.57%0.57%0.90%0.79%
IGSB
iShares Short-Term Corporate Bond ETF
4.57%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%

Frequently Asked Questions


IGM and IGSB have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGM has higher volatility (10.54%) compared to IGSB (0.66%). In terms of maximum drawdown, IGM dropped -65.59% vs IGSB's -13.38%.

On 10-year performance, IGM leads with 25.12% vs 2.74% for IGSB. On fees, IGSB is cheaper at 0.06% per year. On volatility, IGSB has been the lower-risk option at 0.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGM has performed better with a 25.12% return vs 2.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGSB is cheaper with a 0.06% expense ratio, compared with 0.39% for IGM.

IGSB has the higher dividend yield at 4.57%, compared with 0.17% for IGM.

IGM is categorized as Technology Equities, while IGSB is Corporate Bonds. IGM tracks S&P North American Expanded Technology Sector Index, while IGSB tracks ICE BofAML 1-5 Year US Corporate Index. Their fees differ too: 0.39% for IGM and 0.06% for IGSB.

IGM currently has the higher Sharpe Ratio (2.54 vs 2.50), 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 IGM and IGSB

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