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IOO vs. IGSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IOO vs. IGSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global 100 ETF (IOO) and iShares Short-Term Corporate Bond ETF (IGSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IOO achieves a 10.84% return, which is significantly higher than IGSB's 0.93% return. Over the past 10 years, IOO has outperformed IGSB with an annualized return of 16.76%, while IGSB has yielded a comparatively lower 2.74% annualized return.


IOO

1D
1.54%
1M
-0.24%
YTD
10.84%
6M
12.35%
1Y
35.77%
3Y*
23.86%
5Y*
16.22%
10Y*
16.76%

IGSB

1D
0.06%
1M
0.61%
YTD
0.93%
6M
1.24%
1Y
4.76%
3Y*
5.77%
5Y*
2.49%
10Y*
2.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOO vs. IGSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IOO
iShares Global 100 ETF
10.84%27.02%26.54%27.71%-16.34%26.03%18.61%30.01%-6.22%23.56%
IGSB
iShares Short-Term Corporate Bond ETF
0.93%6.96%4.97%6.40%-5.63%-0.56%5.37%7.11%1.25%1.27%

Correlation

The correlation between IOO and IGSB is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

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

0.25

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

0.28

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

0.17

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

0.07

Over the past year, IOO and IGSB have become more correlated (0.31) than their long-term average of 0.07, meaning their price movements have been converging.

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Return for Risk

IOO vs. IGSB — Risk / Return Rank

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

IOO
IOO Risk / Return Rank: 8484
Overall Rank
IOO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 8686
Sortino Ratio Rank
IOO Omega Ratio Rank: 8585
Omega Ratio Rank
IOO Calmar Ratio Rank: 7878
Calmar Ratio Rank
IOO Martin Ratio Rank: 8686
Martin Ratio Rank

IGSB
IGSB Risk / Return Rank: 8383
Overall Rank
IGSB Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 9191
Sortino Ratio Rank
IGSB Omega Ratio Rank: 8989
Omega Ratio Rank
IGSB Calmar Ratio Rank: 7171
Calmar Ratio Rank
IGSB Martin Ratio Rank: 7676
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.

IOO vs. IGSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) and iShares Short-Term Corporate Bond ETF (IGSB). 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.


IOOIGSBDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.45

1.51

-0.05

Calmar ratioReturn relative to maximum drawdown

3.62

3.28

+0.34

Martin ratioReturn relative to average drawdown

16.01

13.21

+2.79

IOO vs. IGSB - Sharpe Ratio Comparison

The current IOO Sharpe Ratio is 2.55, which is comparable to the IGSB Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of IOO and IGSB, 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

IOO vs. IGSB - Drawdown Comparison

The maximum IOO drawdown since its inception was -55.85%, which is greater than IGSB's maximum drawdown of -13.38%. Use the drawdown chart below to compare losses from any high point for IOO and IGSB.


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Drawdown Indicators


IOOIGSBDifference

Max Drawdown

Largest peak-to-trough decline

-55.85%

-13.38%

-42.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-1.46%

-8.48%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-1.46%

-17.73%

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

-9.46%

-14.06%

Max Drawdown (10Y)

Largest decline over 10 years

-31.43%

-13.38%

-18.05%

Current Drawdown

Current decline from peak

-2.57%

-0.11%

-2.46%

Average Drawdown

Average peak-to-trough decline

-11.26%

-0.85%

-10.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

0.36%

+1.88%

Volatility

IOO vs. IGSB - Volatility Comparison

iShares Global 100 ETF (IOO) has a higher volatility of 5.00% compared to iShares Short-Term Corporate Bond ETF (IGSB) at 0.66%. This indicates that IOO's price experiences larger fluctuations and is considered to be riskier than IGSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IOOIGSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

0.66%

+4.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.40%

1.46%

+9.94%

Volatility (1Y)

Calculated over the trailing 1-year period

14.10%

1.92%

+12.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

2.94%

+14.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.81%

3.47%

+14.34%

IOO vs. IGSB - Expense Ratio Comparison

IOO has a 0.40% expense ratio, which is higher than IGSB's 0.06% expense ratio.


Dividends

IOO vs. IGSB - Dividend Comparison

IOO's dividend yield for the trailing twelve months is around 1.35%, less than IGSB's 4.57% yield.


PositionTTM20252024202320222021202020192018201720162015
IGSB
iShares Short-Term Corporate Bond ETF
4.57%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%
IOO
iShares Global 100 ETF
1.35%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%

Frequently Asked Questions


IOO and IGSB have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IOO has higher volatility (5.00%) compared to IGSB (0.66%). In terms of maximum drawdown, IOO dropped -55.85% vs IGSB's -13.38%.

On 10-year performance, IOO leads with 16.76% vs 2.74% for IGSB. On fees, IGSB is cheaper at 0.06% per year. On volatility, IGSB has been the lower-risk option at 0.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IOO has performed better with a 16.76% return vs 2.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGSB is cheaper with a 0.06% expense ratio, compared with 0.40% for IOO.

IGSB has the higher dividend yield at 4.57%, compared with 1.35% for IOO.

IOO is categorized as Global Equities, while IGSB is Corporate Bonds. IOO tracks S&P Global 100 Index (Net), while IGSB tracks ICE BofAML 1-5 Year US Corporate Index. Their fees differ too: 0.40% for IOO and 0.06% for IGSB.

IOO currently has the higher Sharpe Ratio (2.55 vs 2.50), 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

Find the right allocation for IOO and IGSB

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