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ISHG vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

ISHG vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 1-3 Year International Treasury Bond ETF (ISHG) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISHG achieves a -0.18% return, which is significantly lower than ^GSPC's 8.56% return. Over the past 10 years, ISHG has underperformed ^GSPC with an annualized return of -0.14%, while ^GSPC has yielded a comparatively higher 13.61% annualized return.


ISHG

1D
0.06%
1M
-0.91%
YTD
-0.18%
6M
0.19%
1Y
0.99%
3Y*
4.08%
5Y*
-1.07%
10Y*
-0.14%

^GSPC

1D
0.50%
1M
-0.17%
YTD
8.56%
6M
8.85%
1Y
22.93%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISHG vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISHG
iShares 1-3 Year International Treasury Bond ETF
-0.18%13.31%-4.16%3.76%-10.95%-7.05%7.47%-0.64%-3.54%10.91%
^GSPC
S&P 500 Index
8.56%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between ISHG and ^GSPC is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.28

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

0.31

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

0.17

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2009

0.18

Over the past year, ISHG and ^GSPC have become more correlated (0.44) than their long-term average of 0.18, meaning their price movements have been converging.

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Return for Risk

ISHG vs. ^GSPC — Risk / Return Rank

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

ISHG
ISHG Risk / Return Rank: 1111
Overall Rank
ISHG Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ISHG Sortino Ratio Rank: 1111
Sortino Ratio Rank
ISHG Omega Ratio Rank: 1111
Omega Ratio Rank
ISHG Calmar Ratio Rank: 1212
Calmar Ratio Rank
ISHG Martin Ratio Rank: 1212
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7373
Overall Rank
^GSPC Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6969
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7777
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6666
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8282
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.

ISHG vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year International Treasury Bond ETF (ISHG) and S&P 500 Index (^GSPC). 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.


ISHG^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-2.26

Omega ratioGain probability vs. loss probability

1.03

1.34

-0.31

Calmar ratioReturn relative to maximum drawdown

0.20

2.53

-2.33

Martin ratioReturn relative to average drawdown

0.49

11.37

-10.88

ISHG vs. ^GSPC - Sharpe Ratio Comparison

The current ISHG Sharpe Ratio is 0.15, which is lower than the ^GSPC Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of ISHG and ^GSPC, 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

ISHG vs. ^GSPC - Drawdown Comparison

The maximum ISHG drawdown since its inception was -37.24%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ISHG and ^GSPC.


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Drawdown Indicators


ISHG^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-37.24%

-56.78%

+19.54%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-9.10%

+4.08%

Max Drawdown (3Y)

Largest decline over 3 years

-8.21%

-18.90%

+10.69%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-25.43%

+1.88%

Max Drawdown (10Y)

Largest decline over 10 years

-25.56%

-33.92%

+8.36%

Current Drawdown

Current decline from peak

-22.37%

-2.34%

-20.03%

Average Drawdown

Average peak-to-trough decline

-18.44%

-10.72%

-7.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.02%

+0.03%

Volatility

ISHG vs. ^GSPC - Volatility Comparison

The current volatility for iShares 1-3 Year International Treasury Bond ETF (ISHG) is 1.67%, while S&P 500 Index (^GSPC) has a volatility of 4.43%. This indicates that ISHG experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISHG^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

4.43%

-2.76%

Volatility (6M)

Calculated over the trailing 6-month period

4.76%

9.70%

-4.94%

Volatility (1Y)

Calculated over the trailing 1-year period

6.51%

12.38%

-5.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.58%

16.97%

-9.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.94%

18.09%

-11.15%

Frequently Asked Questions


ISHG and ^GSPC have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^GSPC has higher volatility (4.43%) compared to ISHG (1.67%). In terms of maximum drawdown, ISHG dropped -37.24% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.86 vs 0.15), 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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