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IGSB vs. IGIB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGSB vs. IGIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB) and iShares 5-10 Year Investment Grade Corporate Bond ETF (IGIB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGSB achieves a 0.66% return, which is significantly higher than IGIB's 0.27% return. Over the past 10 years, IGSB has underperformed IGIB with an annualized return of 2.70%, while IGIB has yielded a comparatively higher 2.99% annualized return.


IGSB

1D
-0.13%
1M
0.21%
YTD
0.66%
6M
0.83%
1Y
4.20%
3Y*
5.68%
5Y*
2.45%
10Y*
2.70%

IGIB

1D
-0.19%
1M
0.56%
YTD
0.27%
6M
0.44%
1Y
5.52%
3Y*
6.26%
5Y*
1.29%
10Y*
2.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSB vs. IGIB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGSB
iShares 1-5 Year Investment Grade Corporate Bond ETF
0.66%6.96%4.97%6.40%-5.63%-0.56%5.37%7.11%1.25%1.27%
IGIB
iShares 5-10 Year Investment Grade Corporate Bond ETF
0.27%9.58%3.49%9.22%-14.00%-1.66%9.64%14.60%-0.71%3.50%

Correlation

The correlation between IGSB and IGIB is 0.93, 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

0.93

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

0.93

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

0.92

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

0.86

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

0.67

Over the past year, IGSB and IGIB have become more correlated (0.93) than their long-term average of 0.67, meaning their price movements have been converging.

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Return for Risk

IGSB vs. IGIB — Risk / Return Rank

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

IGSB
IGSB Risk / Return Rank: 7070
Overall Rank
IGSB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 7878
Sortino Ratio Rank
IGSB Omega Ratio Rank: 7676
Omega Ratio Rank
IGSB Calmar Ratio Rank: 6060
Calmar Ratio Rank
IGSB Martin Ratio Rank: 6565
Martin Ratio Rank

IGIB
IGIB Risk / Return Rank: 3838
Overall Rank
IGIB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 4040
Sortino Ratio Rank
IGIB Omega Ratio Rank: 3636
Omega Ratio Rank
IGIB Calmar Ratio Rank: 3838
Calmar Ratio Rank
IGIB Martin Ratio Rank: 3939
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. IGIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB) and iShares 5-10 Year Investment Grade Corporate Bond ETF (IGIB). 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.


IGSBIGIBDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.43

1.24

+0.19

Calmar ratioReturn relative to maximum drawdown

2.89

1.84

+1.05

Martin ratioReturn relative to average drawdown

11.59

5.94

+5.65

IGSB vs. IGIB - Sharpe Ratio Comparison

The current IGSB Sharpe Ratio is 2.16, which is higher than the IGIB Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of IGSB and IGIB, 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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Drawdowns

IGSB vs. IGIB - Drawdown Comparison

The maximum IGSB drawdown since its inception was -13.38%, smaller than the maximum IGIB drawdown of -20.62%. Use the drawdown chart below to compare losses from any high point for IGSB and IGIB.


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Drawdown Indicators


IGSBIGIBDifference

Max Drawdown

Largest peak-to-trough decline

-13.38%

-20.62%

+7.24%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-3.01%

+1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-1.46%

-6.05%

+4.59%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-20.62%

+11.16%

Max Drawdown (10Y)

Largest decline over 10 years

-13.38%

-20.62%

+7.24%

Current Drawdown

Current decline from peak

-0.38%

-1.27%

+0.89%

Average Drawdown

Average peak-to-trough decline

-0.85%

-2.58%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.93%

-0.57%

Volatility

IGSB vs. IGIB - Volatility Comparison

The current volatility for iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB) is 0.68%, while iShares 5-10 Year Investment Grade Corporate Bond ETF (IGIB) has a volatility of 1.22%. This indicates that IGSB experiences smaller price fluctuations and is considered to be less risky than IGIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGSBIGIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

1.22%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

1.50%

3.19%

-1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

1.96%

4.15%

-2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.94%

6.57%

-3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.47%

6.07%

-2.60%

IGSB vs. IGIB - Expense Ratio Comparison

Both IGSB and IGIB have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IGSB vs. IGIB - Dividend Comparison

IGSB's dividend yield for the trailing twelve months is around 4.58%, less than IGIB's 4.81% yield.


PositionTTM20252024202320222021202020192018201720162015
IGIB
iShares 5-10 Year Investment Grade Corporate Bond ETF
4.81%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%
IGSB
iShares 1-5 Year Investment Grade Corporate Bond ETF
4.58%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


With a correlation of 0.93, IGSB and IGIB 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.

IGIB has higher volatility (1.22%) compared to IGSB (0.68%). In terms of maximum drawdown, IGSB dropped -13.38% vs IGIB's -20.62%.

On 10-year performance, IGIB leads with 2.99% vs 2.70% for IGSB. Both ETFs have the same 0.04% expense ratio. On volatility, IGSB has been the lower-risk option at 0.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGIB has performed better with a 2.99% return vs 2.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGSB and IGIB have the same expense ratio: 0.04% per year.

IGIB has the higher dividend yield at 4.81%, compared with 4.58% for IGSB.

IGSB tracks ICE BofA 1-5 Year US Corporate Index, while IGIB tracks ICE BofA 5-10 Year US Corporate Index.

IGSB currently has the higher Sharpe Ratio (2.16 vs 1.34), 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

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