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IIGD vs. OVT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IIGD vs. OVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Investment Grade Defensive ETF (IIGD) and Overlay Shares Short Term Bond ETF (OVT). The values are adjusted to include any dividend payments, if applicable.

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IIGD vs. OVT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IIGD
Invesco Investment Grade Defensive ETF
0.04%7.11%3.90%5.71%-7.27%-1.16%
OVT
Overlay Shares Short Term Bond ETF
1.21%7.61%7.44%7.73%-9.68%2.07%

Returns By Period

In the year-to-date period, IIGD achieves a 0.04% return, which is significantly lower than OVT's 1.21% return.


IIGD

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

OVT

1D
0.59%
1M
-0.82%
YTD
1.21%
6M
3.29%
1Y
8.33%
3Y*
7.22%
5Y*
3.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IIGD vs. OVT - Expense Ratio Comparison

IIGD has a 0.13% expense ratio, which is lower than OVT's 0.80% expense ratio.


Return for Risk

IIGD vs. OVT — 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

OVT
OVT Risk / Return Rank: 9494
Overall Rank
OVT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
OVT Sortino Ratio Rank: 9595
Sortino Ratio Rank
OVT Omega Ratio Rank: 9393
Omega Ratio Rank
OVT Calmar Ratio Rank: 9696
Calmar Ratio Rank
OVT Martin Ratio Rank: 9595
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. OVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Investment Grade Defensive ETF (IIGD) and Overlay Shares Short Term Bond ETF (OVT). 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.


IIGDOVTDifference

Sharpe ratio

Return per unit of total volatility

1.75

2.10

-0.35

Sortino ratio

Return per unit of downside risk

2.59

3.00

-0.41

Omega ratio

Gain probability vs. loss probability

1.35

1.42

-0.07

Calmar ratio

Return relative to maximum drawdown

2.86

4.46

-1.60

Martin ratio

Return relative to average drawdown

11.28

16.27

-5.00

IIGD vs. OVT - Sharpe Ratio Comparison

The current IIGD Sharpe Ratio is 1.75, which is comparable to the OVT Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of IIGD and OVT, 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


IIGDOVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

2.10

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.66

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.64

+0.13

Correlation

The correlation between IIGD and OVT is 0.64, 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

IIGD vs. OVT - Dividend Comparison

IIGD's dividend yield for the trailing twelve months is around 4.28%, less than OVT's 8.80% yield.


TTM20252024202320222021202020192018
IIGD
Invesco Investment Grade Defensive ETF
4.28%4.25%4.13%3.74%1.73%1.77%3.21%2.44%1.23%
OVT
Overlay Shares Short Term Bond ETF
8.80%7.21%6.15%5.11%4.12%4.41%0.00%0.00%0.00%

Drawdowns

IIGD vs. OVT - Drawdown Comparison

The maximum IIGD drawdown since its inception was -11.43%, smaller than the maximum OVT drawdown of -13.59%. Use the drawdown chart below to compare losses from any high point for IIGD and OVT.


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Drawdown Indicators


IIGDOVTDifference

Max Drawdown

Largest peak-to-trough decline

-11.43%

-13.59%

+2.16%

Max Drawdown (1Y)

Largest decline over 1 year

-1.67%

-1.94%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-11.43%

-13.59%

+2.16%

Current Drawdown

Current decline from peak

-1.00%

-0.82%

-0.18%

Average Drawdown

Average peak-to-trough decline

-2.46%

-3.50%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

0.53%

-0.11%

Volatility

IIGD vs. OVT - Volatility Comparison

The current volatility for Invesco Investment Grade Defensive ETF (IIGD) is 1.10%, while Overlay Shares Short Term Bond ETF (OVT) has a volatility of 1.46%. This indicates that IIGD experiences smaller price fluctuations and is considered to be less risky than OVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IIGDOVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.46%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

2.83%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

3.99%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.65%

4.63%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

4.59%

-0.87%