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IGSB vs. IBDR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IGSB vs. IBDR

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Short-Term Corporate Bond ETF (IGSB) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR).

IGSB and IBDR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGSB is a passively managed fund by iShares that tracks the performance of the ICE BofAML 1-5 Year US Corporate Index. It was launched on Jan 11, 2007. IBDR is a passively managed fund by iShares that tracks the performance of the Barclays December 2026 Maturity Corporate Index. It was launched on Sep 13, 2016. Both IGSB and IBDR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IGSB vs. IBDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short-Term Corporate Bond ETF (IGSB) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). The values are adjusted to include any dividend payments, if applicable.

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IGSB vs. IBDR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IGSB
iShares Short-Term Corporate Bond ETF		0.14%6.96%4.97%6.40%-5.63%-0.56%5.37%7.11%1.25%1.27%
IBDR
iShares iBonds Dec 2026 Term Corporate ETF		0.72%4.99%4.98%5.96%-8.28%-1.79%8.88%14.81%-2.80%5.96%

Returns By Period

In the year-to-date period, IGSB achieves a 0.14% return, which is significantly lower than IBDR's 0.72% return.

IGSB

1D
0.27%
1M
-0.89%
YTD
0.14%
6M
1.38%
1Y
4.98%
3Y*
5.48%
5Y*
2.45%
10Y*
2.74%

IBDR

1D
0.04%
1M
0.21%
YTD
0.72%
6M
1.84%
1Y
4.40%
3Y*
4.81%
5Y*
1.63%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares Short-Term Corporate Bond ETF

iShares iBonds Dec 2026 Term Corporate ETF

Often compared with IGSB:
IGSB vs. VCSHIGSB vs. LQDIGSB vs. SPSBIGSB vs. IGIBIGSB vs. SLQDIGSB vs. FLDRIGSB vs. AGG
Often compared with IBDR:
IBDR vs. IBHFIBDR vs. IBDQIBDR vs. IBDUIBDR vs. FXNAXIBDR vs. SGOVIBDR vs. BSCQIBDR vs. FBNDX

IGSB vs. IBDR - Expense Ratio Comparison

IGSB has a 0.06% expense ratio, which is lower than IBDR's 0.10% 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%.

IBDR
iShares iBonds Dec 2026 Term Corporate ETF
IGSB
iShares Short-Term Corporate Bond ETF

Return for Risk

IGSB vs. IBDR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IGSB
IGSB Risk / Return Rank: 9494
Overall Rank
IGSB Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 9696
Sortino Ratio Rank
IGSB Omega Ratio Rank: 9595
Omega Ratio Rank
IGSB Calmar Ratio Rank: 9393
Calmar Ratio Rank
IGSB Martin Ratio Rank: 9494
Martin Ratio Rank
IBDR
IBDR Risk / Return Rank: 9999
Overall Rank
IBDR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBDR Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBDR Omega Ratio Rank: 9999
Omega Ratio Rank
IBDR Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBDR Martin Ratio Rank: 9999
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.

IGSB vs. IBDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short-Term Corporate Bond ETF (IGSB) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). 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.

IGSBIBDRDifference

Sharpe ratio

Return per unit of total volatility

2.18

5.39

-3.21

Sortino ratio

Return per unit of downside risk

3.22

9.54

-6.32

Omega ratio

Gain probability vs. loss probability

1.45

2.66

-1.21

Calmar ratio

Return relative to maximum drawdown

3.46

11.93

-8.48

Martin ratio

Return relative to average drawdown

14.27

82.60

-68.33

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGSB vs. IBDR - Sharpe Ratio Comparison

The current IGSB Sharpe Ratio is 2.18, which is lower than the IBDR Sharpe Ratio of 5.39. The chart below compares the historical Sharpe Ratios of IGSB and IBDR, 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

IGSBIBDRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

5.39

-3.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.48

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.60

+0.10

Correlation

The correlation between IGSB and IBDR is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IGSB vs. IBDR - Dividend Comparison

IGSB's dividend yield for the trailing twelve months is around 4.51%, more than IBDR's 4.18% yield.

TTM20252024202320222021202020192018201720162015
IGSB
iShares Short-Term Corporate Bond ETF		4.51%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%
IBDR
iShares iBonds Dec 2026 Term Corporate ETF		4.18%4.20%4.13%3.41%2.44%2.11%2.61%3.25%3.56%3.22%0.86%0.00%

Drawdowns

IGSB vs. IBDR - Drawdown Comparison

The maximum IGSB drawdown since its inception was -13.38%, smaller than the maximum IBDR drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for IGSB and IBDR.

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Drawdown Indicators

IGSBIBDRDifference

Max Drawdown

Largest peak-to-trough decline

-13.38%

-16.06%

+2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-0.37%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-13.13%

+3.67%

Max Drawdown (10Y)

Largest decline over 10 years

-13.38%

—

—

Current Drawdown

Current decline from peak

-0.89%

0.00%

-0.89%

Average Drawdown

Average peak-to-trough decline

-0.85%

-2.89%

+2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.05%

+0.30%

Volatility

IGSB vs. IBDR - Volatility Comparison

iShares Short-Term Corporate Bond ETF (IGSB) has a higher volatility of 0.96% compared to iShares iBonds Dec 2026 Term Corporate ETF (IBDR) at 0.15%. This indicates that IGSB's price experiences larger fluctuations and is considered to be riskier than IBDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IGSBIBDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

0.15%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

1.32%

0.38%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

2.29%

0.82%

+1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.91%

3.43%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.46%

4.91%

-1.45%