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IIGD vs. IBDR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IIGD vs. IBDR - Performance Comparison

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

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IIGD vs. IBDR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IIGD
Invesco Investment Grade Defensive ETF
0.04%7.11%3.90%5.71%-7.27%-1.42%6.30%7.40%0.86%
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
0.72%4.99%4.98%5.96%-8.28%-1.79%8.88%14.81%0.12%

Returns By Period

In the year-to-date period, IIGD achieves a 0.04% return, which is significantly lower than IBDR's 0.72% return.


IIGD

1D
0.37%
1M
-1.00%
YTD
0.04%
6M
1.20%
1Y
4.78%
3Y*
4.88%
5Y*
1.75%
10Y*

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)

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IIGD vs. IBDR - Expense Ratio Comparison

IIGD has a 0.13% expense ratio, which is higher than IBDR's 0.10% expense ratio. However, 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

IIGD vs. IBDR — Risk / Return Rank

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

IIGD
IIGD Risk / Return Rank: 8888
Overall Rank
IIGD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IIGD Sortino Ratio Rank: 9090
Sortino Ratio Rank
IIGD Omega Ratio Rank: 8686
Omega Ratio Rank
IIGD Calmar Ratio Rank: 8888
Calmar Ratio Rank
IIGD Martin Ratio Rank: 8989
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.

IIGD vs. IBDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Investment Grade Defensive ETF (IIGD) 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.


IIGDIBDRDifference

Sharpe ratio

Return per unit of total volatility

1.75

5.39

-3.64

Sortino ratio

Return per unit of downside risk

2.59

9.54

-6.95

Omega ratio

Gain probability vs. loss probability

1.35

2.66

-1.32

Calmar ratio

Return relative to maximum drawdown

2.86

11.93

-9.07

Martin ratio

Return relative to average drawdown

11.28

82.60

-71.33

IIGD vs. IBDR - Sharpe Ratio Comparison

The current IIGD Sharpe Ratio is 1.75, which is lower than the IBDR Sharpe Ratio of 5.39. The chart below compares the historical Sharpe Ratios of IIGD 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


IIGDIBDRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

5.39

-3.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.48

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.60

+0.17

Correlation

The correlation between IIGD and IBDR is 0.72, 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

IIGD vs. IBDR - Dividend Comparison

IIGD's dividend yield for the trailing twelve months is around 4.28%, more than IBDR's 4.18% yield.


TTM2025202420232022202120202019201820172016
IIGD
Invesco Investment Grade Defensive ETF
4.28%4.25%4.13%3.74%1.73%1.77%3.21%2.44%1.23%0.00%0.00%
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%

Drawdowns

IIGD vs. IBDR - Drawdown Comparison

The maximum IIGD drawdown since its inception was -11.43%, smaller than the maximum IBDR drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for IIGD and IBDR.


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Drawdown Indicators


IIGDIBDRDifference

Max Drawdown

Largest peak-to-trough decline

-11.43%

-16.06%

+4.63%

Max Drawdown (1Y)

Largest decline over 1 year

-1.67%

-0.37%

-1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-11.43%

-13.13%

+1.70%

Current Drawdown

Current decline from peak

-1.00%

0.00%

-1.00%

Average Drawdown

Average peak-to-trough decline

-2.46%

-2.89%

+0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

0.05%

+0.37%

Volatility

IIGD vs. IBDR - Volatility Comparison

Invesco Investment Grade Defensive ETF (IIGD) has a higher volatility of 1.10% compared to iShares iBonds Dec 2026 Term Corporate ETF (IBDR) at 0.15%. This indicates that IIGD'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


IIGDIBDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.15%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

0.38%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

0.82%

+1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.65%

3.43%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

4.91%

-1.19%