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ISHG vs. GRNB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ISHG and GRNB is 0.47, 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.


-0.50.00.51.00.5

Performance

ISHG vs. GRNB - 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 VanEck Vectors Green Bond ETF (GRNB). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
-2.73%
1.00%
ISHG
GRNB

Key characteristics

Sharpe Ratio

ISHG:

-0.23

GRNB:

0.94

Sortino Ratio

ISHG:

-0.28

GRNB:

1.38

Omega Ratio

ISHG:

0.97

GRNB:

1.17

Calmar Ratio

ISHG:

-0.05

GRNB:

0.40

Martin Ratio

ISHG:

-0.44

GRNB:

3.19

Ulcer Index

ISHG:

3.37%

GRNB:

1.18%

Daily Std Dev

ISHG:

6.36%

GRNB:

3.96%

Max Drawdown

ISHG:

-37.24%

GRNB:

-18.07%

Current Drawdown

ISHG:

-30.67%

GRNB:

-4.07%

Returns By Period

In the year-to-date period, ISHG achieves a 1.01% return, which is significantly higher than GRNB's 0.81% return.


ISHG

YTD

1.01%

1M

1.42%

6M

-2.72%

1Y

0.07%

5Y*

-1.86%

10Y*

-1.15%

GRNB

YTD

0.81%

1M

0.74%

6M

1.00%

1Y

4.80%

5Y*

0.41%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ISHG vs. GRNB - Expense Ratio Comparison

ISHG has a 0.35% expense ratio, which is higher than GRNB's 0.20% expense ratio.


ISHG
iShares 1-3 Year International Treasury Bond ETF
Expense ratio chart for ISHG: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for GRNB: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

ISHG vs. GRNB — Risk-Adjusted Performance Rank

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

ISHG
The Risk-Adjusted Performance Rank of ISHG is 55
Overall Rank
The Sharpe Ratio Rank of ISHG is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ISHG is 44
Sortino Ratio Rank
The Omega Ratio Rank of ISHG is 44
Omega Ratio Rank
The Calmar Ratio Rank of ISHG is 66
Calmar Ratio Rank
The Martin Ratio Rank of ISHG is 55
Martin Ratio Rank

GRNB
The Risk-Adjusted Performance Rank of GRNB is 3434
Overall Rank
The Sharpe Ratio Rank of GRNB is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of GRNB is 3838
Sortino Ratio Rank
The Omega Ratio Rank of GRNB is 3737
Omega Ratio Rank
The Calmar Ratio Rank of GRNB is 2222
Calmar Ratio Rank
The Martin Ratio Rank of GRNB is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ISHG vs. GRNB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year International Treasury Bond ETF (ISHG) and VanEck Vectors Green Bond ETF (GRNB). 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.


Sharpe ratio
The chart of Sharpe ratio for ISHG, currently valued at -0.23, compared to the broader market0.002.004.00-0.230.94
The chart of Sortino ratio for ISHG, currently valued at -0.28, compared to the broader market0.005.0010.00-0.281.38
The chart of Omega ratio for ISHG, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.17
The chart of Calmar ratio for ISHG, currently valued at -0.07, compared to the broader market0.005.0010.0015.0020.00-0.070.40
The chart of Martin ratio for ISHG, currently valued at -0.44, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.443.19
ISHG
GRNB

The current ISHG Sharpe Ratio is -0.23, which is lower than the GRNB Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of ISHG and GRNB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.23
0.94
ISHG
GRNB

Dividends

ISHG vs. GRNB - Dividend Comparison

ISHG's dividend yield for the trailing twelve months is around 2.53%, less than GRNB's 3.85% yield.


TTM20242023202220212020201920182017201620152014
ISHG
iShares 1-3 Year International Treasury Bond ETF
2.53%2.56%0.18%0.00%1.29%0.00%0.00%1.80%0.46%0.00%0.09%0.42%
GRNB
VanEck Vectors Green Bond ETF
3.85%3.83%3.18%2.61%1.98%2.24%1.80%1.22%1.10%0.00%0.00%0.00%

Drawdowns

ISHG vs. GRNB - Drawdown Comparison

The maximum ISHG drawdown since its inception was -37.24%, which is greater than GRNB's maximum drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for ISHG and GRNB. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025February
-17.76%
-4.07%
ISHG
GRNB

Volatility

ISHG vs. GRNB - Volatility Comparison

iShares 1-3 Year International Treasury Bond ETF (ISHG) has a higher volatility of 2.37% compared to VanEck Vectors Green Bond ETF (GRNB) at 1.01%. This indicates that ISHG's price experiences larger fluctuations and is considered to be riskier than GRNB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%SeptemberOctoberNovemberDecember2025February
2.37%
1.01%
ISHG
GRNB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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