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IGSB vs. IBDS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGSB vs. IBDS - 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 2027 Term Corporate ETF (IBDS). The values are adjusted to include any dividend payments, if applicable.

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IGSB vs. IBDS - 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%-0.22%
IBDS
iShares iBonds Dec 2027 Term Corporate ETF
0.53%5.86%4.61%6.44%-9.52%-1.56%8.95%15.08%-2.76%1.14%

Returns By Period

In the year-to-date period, IGSB achieves a 0.14% return, which is significantly lower than IBDS's 0.53% 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%

IBDS

1D
0.17%
1M
-0.10%
YTD
0.53%
6M
1.76%
1Y
4.69%
3Y*
4.94%
5Y*
1.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGSB vs. IBDS - Expense Ratio Comparison

IGSB has a 0.06% expense ratio, which is lower than IBDS'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%.


Return for Risk

IGSB vs. IBDS — 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

IBDS
IBDS Risk / Return Rank: 9898
Overall Rank
IBDS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IBDS Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBDS Omega Ratio Rank: 9898
Omega Ratio Rank
IBDS Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBDS Martin Ratio Rank: 9898
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. IBDS - 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 2027 Term Corporate ETF (IBDS). 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.


IGSBIBDSDifference

Sharpe ratio

Return per unit of total volatility

2.18

3.06

-0.88

Sortino ratio

Return per unit of downside risk

3.22

4.76

-1.54

Omega ratio

Gain probability vs. loss probability

1.45

1.78

-0.32

Calmar ratio

Return relative to maximum drawdown

3.46

5.20

-1.74

Martin ratio

Return relative to average drawdown

14.27

29.11

-14.83

IGSB vs. IBDS - Sharpe Ratio Comparison

The current IGSB Sharpe Ratio is 2.18, which is comparable to the IBDS Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of IGSB and IBDS, 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


IGSBIBDSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

3.06

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.38

+0.46

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

0.56

+0.14

Correlation

The correlation between IGSB and IBDS is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IGSB vs. IBDS - Dividend Comparison

IGSB's dividend yield for the trailing twelve months is around 4.51%, more than IBDS's 4.33% 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%
IBDS
iShares iBonds Dec 2027 Term Corporate ETF
4.33%4.36%4.37%3.81%2.87%2.19%2.66%3.32%3.66%0.97%0.00%0.00%

Drawdowns

IGSB vs. IBDS - Drawdown Comparison

The maximum IGSB drawdown since its inception was -13.38%, smaller than the maximum IBDS drawdown of -16.75%. Use the drawdown chart below to compare losses from any high point for IGSB and IBDS.


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Drawdown Indicators


IGSBIBDSDifference

Max Drawdown

Largest peak-to-trough decline

-13.38%

-16.75%

+3.37%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-0.91%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-14.98%

+5.52%

Max Drawdown (10Y)

Largest decline over 10 years

-13.38%

Current Drawdown

Current decline from peak

-0.89%

-0.10%

-0.79%

Average Drawdown

Average peak-to-trough decline

-0.85%

-3.43%

+2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.16%

+0.19%

Volatility

IGSB vs. IBDS - Volatility Comparison

iShares Short-Term Corporate Bond ETF (IGSB) has a higher volatility of 0.96% compared to iShares iBonds Dec 2027 Term Corporate ETF (IBDS) at 0.42%. This indicates that IGSB's price experiences larger fluctuations and is considered to be riskier than IBDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGSBIBDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

0.42%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

1.32%

0.71%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

2.29%

1.54%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.91%

4.21%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.46%

5.60%

-2.14%