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ISHG vs. PICB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISHG vs. PICB - 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 Invesco International Corporate Bond ETF (PICB). 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 -1.37% return, which is significantly higher than PICB's -1.72% return. Over the past 10 years, ISHG has underperformed PICB with an annualized return of -0.27%, while PICB has yielded a comparatively higher 0.94% annualized return.


ISHG

1D
-0.24%
1M
-1.45%
YTD
-1.37%
6M
-1.13%
1Y
0.54%
3Y*
3.63%
5Y*
-1.07%
10Y*
-0.27%

PICB

1D
-0.10%
1M
-0.99%
YTD
-1.72%
6M
-1.39%
1Y
0.95%
3Y*
5.52%
5Y*
-2.16%
10Y*
0.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISHG vs. PICB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISHG
iShares 1-3 Year International Treasury Bond ETF
-1.37%13.31%-4.16%3.76%-10.95%-7.05%7.47%-0.64%-3.54%10.91%
PICB
Invesco International Corporate Bond ETF
-1.72%14.33%-3.45%11.56%-22.64%-6.87%12.87%9.40%-7.27%14.43%

Correlation

The correlation between ISHG and PICB is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.86

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

0.83

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

0.73

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2010

0.70

Over the past year, ISHG and PICB have become more correlated (0.91) than their long-term average of 0.70, meaning their price movements have been converging.

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Return for Risk

ISHG vs. PICB — Risk / Return Rank

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

ISHG
ISHG Risk / Return Rank: 99
Overall Rank
ISHG Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ISHG Sortino Ratio Rank: 88
Sortino Ratio Rank
ISHG Omega Ratio Rank: 88
Omega Ratio Rank
ISHG Calmar Ratio Rank: 99
Calmar Ratio Rank
ISHG Martin Ratio Rank: 99
Martin Ratio Rank

PICB
PICB Risk / Return Rank: 99
Overall Rank
PICB Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
PICB Sortino Ratio Rank: 99
Sortino Ratio Rank
PICB Omega Ratio Rank: 99
Omega Ratio Rank
PICB Calmar Ratio Rank: 1010
Calmar Ratio Rank
PICB Martin Ratio Rank: 1010
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. PICB - 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 Invesco International Corporate Bond ETF (PICB). 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.


ISHGPICBDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.02

1.03

-0.01

Calmar ratioReturn relative to maximum drawdown

0.11

0.15

-0.04

Martin ratioReturn relative to average drawdown

0.26

0.39

-0.13

ISHG vs. PICB - Sharpe Ratio Comparison

The current ISHG Sharpe Ratio is 0.08, which is lower than the PICB Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of ISHG and PICB, 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. PICB - Drawdown Comparison

The maximum ISHG drawdown since its inception was -37.24%, roughly equal to the maximum PICB drawdown of -37.10%. Use the drawdown chart below to compare losses from any high point for ISHG and PICB.


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Drawdown Indicators


ISHGPICBDifference

Max Drawdown

Largest peak-to-trough decline

-37.24%

-37.10%

-0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-6.41%

+1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-8.21%

-9.76%

+1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-22.45%

-36.23%

+13.78%

Max Drawdown (10Y)

Largest decline over 10 years

-25.56%

-37.10%

+11.54%

Current Drawdown

Current decline from peak

-23.29%

-12.80%

-10.49%

Average Drawdown

Average peak-to-trough decline

-18.44%

-9.67%

-8.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.45%

-0.34%

Volatility

ISHG vs. PICB - Volatility Comparison

The current volatility for iShares 1-3 Year International Treasury Bond ETF (ISHG) is 1.76%, while Invesco International Corporate Bond ETF (PICB) has a volatility of 2.19%. This indicates that ISHG experiences smaller price fluctuations and is considered to be less risky than PICB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISHGPICBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

2.19%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

4.89%

6.20%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

6.56%

7.89%

-1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.59%

10.18%

-2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.93%

10.07%

-3.14%

ISHG vs. PICB - Expense Ratio Comparison

ISHG has a 0.35% expense ratio, which is lower than PICB's 0.50% expense ratio.


Dividends

ISHG vs. PICB - Dividend Comparison

ISHG's dividend yield for the trailing twelve months is around 1.47%, less than PICB's 3.68% yield.


PositionTTM20252024202320222021202020192018201720162015
ISHG
iShares 1-3 Year International Treasury Bond ETF
1.47%1.45%2.56%0.18%0.00%1.29%0.00%0.00%1.80%0.46%0.00%0.09%
PICB
Invesco International Corporate Bond ETF
3.68%3.17%3.19%2.24%1.64%1.34%1.22%1.42%1.70%1.47%2.20%2.39%

Frequently Asked Questions


With a correlation of 0.91, ISHG and PICB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PICB has higher volatility (2.19%) compared to ISHG (1.76%). In terms of maximum drawdown, ISHG dropped -37.24% vs PICB's -37.10%.

On 10-year performance, PICB leads with 0.94% vs -0.27% for ISHG. On fees, ISHG is cheaper at 0.35% per year. On volatility, ISHG has been the lower-risk option at 1.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PICB has performed better with a 0.94% return vs -0.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISHG is cheaper with a 0.35% expense ratio, compared with 0.50% for PICB.

PICB has the higher dividend yield at 3.68%, compared with 1.47% for ISHG.

ISHG is categorized as International Government Bonds, while PICB is Corporate Bonds. ISHG tracks S&P/Citigroup International Treasury Bond Index Ex-US 1-3 Year, while PICB tracks S&P International Corporate Bond Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.35% for ISHG and 0.50% for PICB.

PICB currently has the higher Sharpe Ratio (0.12 vs 0.08), 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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