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IIGD vs. GSIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IIGD vs. GSIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Investment Grade Defensive ETF (IIGD) and Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IIGD

1D
-0.10%
1M
-0.40%
6M
-0.12%
YTD
0.22%
1Y
2.37%
3Y*
5.08%
5Y*
1.52%
10Y*
ALL TIME*
2.77%

GSIG

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$33.71K$101.17K$183.77K

IIGD vs. GSIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IIGD
Invesco Investment Grade Defensive ETF
0.22%7.11%3.90%5.71%-7.27%-1.42%0.67%
GSIG
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF
0.68%6.69%4.72%6.06%-5.80%-0.81%1.59%

Correlation

The correlation between IIGD and GSIG is 0.82, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.82

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.94

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2020

0.91

The correlation between IIGD and GSIG shifts across timeframes, from 0.82 (1 year) to 0.94 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IIGD vs. GSIG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IIGD
IIGD Risk / Return Rank: 5252
Overall Rank
IIGD Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IIGD Sortino Ratio Rank: 5454
Sortino Ratio Rank
IIGD Omega Ratio Rank: 5353
Omega Ratio Rank
IIGD Calmar Ratio Rank: 5151
Calmar Ratio Rank
IIGD Martin Ratio Rank: 4747
Martin Ratio Rank

GSIG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IIGD vs. GSIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Investment Grade Defensive ETF (IIGD) and Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG). 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.


IIGDGSIGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.81

Martin ratioReturn relative to average drawdown

5.44

IIGD vs. GSIG - Sharpe Ratio Comparison


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Drawdowns

IIGD vs. GSIG - Drawdown Comparison


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Drawdown Indicators


IIGDGSIGDifference

Max Drawdown

Largest peak-to-trough decline

-11.43%

Max Drawdown (1Y)

Largest decline over 1 year

-1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-11.33%

Current Drawdown

Current decline from peak

-0.83%

Average Drawdown

Average peak-to-trough decline

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

Volatility

IIGD vs. GSIG - Volatility Comparison


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Volatility by Period


IIGDGSIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

Volatility (6M)

Calculated over the trailing 6-month period

1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.68%

IIGD vs. GSIG - Expense Ratio Comparison

IIGD has a 0.13% expense ratio, which is lower than GSIG's 0.14% 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%.


Dividends

IIGD vs. GSIG - Dividend Comparison

IIGD's dividend yield for the trailing twelve months is around 4.26%, more than GSIG's 4.00% yield.


PositionTTM20252024202320222021202020192018
GSIG
Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF
3.60%4.61%4.59%3.51%2.21%1.04%0.45%0.00%0.00%
IIGD
Invesco Investment Grade Defensive ETF
4.26%4.25%4.13%3.74%1.73%1.77%3.21%2.44%1.23%

Frequently Asked Questions


IIGD and GSIG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IIGD is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IIGD is cheaper with a 0.13% expense ratio, compared with 0.14% for GSIG.

IIGD has the higher dividend yield at 4.26%, compared with 3.60% for GSIG.

IIGD tracks Invesco Investment Grade Defensive Index, while GSIG tracks FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index. They also come from different issuers: Invesco and Goldman Sachs. Their fees differ too: 0.13% for IIGD and 0.14% for GSIG.

Portfolio Optimizer

Find the right allocation for IIGD and GSIG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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