MYCM vs. USIG
MYCM (State Street My2033 Corporate Bond ETF) and USIG (iShares Broad USD Investment Grade Corporate Bond ETF) are both Corporate Bonds funds. MYCM is actively managed, while USIG is passively managed. Over the past year, MYCM returned 6.52% vs 6.04% for USIG. With a 0.98 correlation, they move nearly in lockstep. MYCM charges 0.15%/yr vs 0.04%/yr for USIG.
Performance
MYCM vs. USIG - Performance Comparison
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Returns By Period
In the year-to-date period, MYCM achieves a 0.42% return, which is significantly lower than USIG's 0.56% return.
MYCM
- 1D
- -0.19%
- 1M
- 0.25%
- YTD
- 0.42%
- 6M
- 0.38%
- 1Y
- 6.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USIG
- 1D
- -0.23%
- 1M
- 0.56%
- YTD
- 0.56%
- 6M
- 0.37%
- 1Y
- 6.04%
- 3Y*
- 5.46%
- 5Y*
- 0.72%
- 10Y*
- 2.63%
MYCM vs. USIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MYCM State Street My2033 Corporate Bond ETF | 0.42% | 9.21% | -3.14% |
USIG iShares Broad USD Investment Grade Corporate Bond ETF | 0.56% | 7.86% | -3.20% |
Correlation
The correlation between MYCM and USIG is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2024 | 0.98 |
The correlation between MYCM and USIG has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.
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Return for Risk
MYCM vs. USIG — Risk / Return Rank
MYCM
USIG
MYCM vs. USIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street My2033 Corporate Bond ETF (MYCM) and iShares Broad USD Investment Grade Corporate Bond ETF (USIG). 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.
| MYCM | USIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.26 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 2.17 | +0.21 |
| Martin ratioReturn relative to average drawdown | 7.98 | 7.07 | +0.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MYCM | USIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 1.47 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.11 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.54 | +0.18 |
Drawdowns
MYCM vs. USIG - Drawdown Comparison
The maximum MYCM drawdown since its inception was -4.58%, smaller than the maximum USIG drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for MYCM and USIG.
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Drawdown Indicators
| MYCM | USIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.58% | -22.21% | +17.63% |
Max Drawdown (1Y)Largest decline over 1 year | -2.74% | -2.79% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | — | -6.10% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.45% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.45% | — |
Current DrawdownCurrent decline from peak | -1.18% | -0.97% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -1.08% | -3.42% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.82% | 0.86% | -0.04% |
Volatility
MYCM vs. USIG - Volatility Comparison
State Street My2033 Corporate Bond ETF (MYCM) and iShares Broad USD Investment Grade Corporate Bond ETF (USIG) have volatilities of 1.25% and 1.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MYCM | USIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.25% | 1.27% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.89% | 3.04% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.97% | 4.13% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.12% | 6.82% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.12% | 6.82% | -1.70% |
MYCM vs. USIG - Expense Ratio Comparison
MYCM has a 0.15% expense ratio, which is higher than USIG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
MYCM vs. USIG - Dividend Comparison
MYCM's dividend yield for the trailing twelve months is around 4.74%, which matches USIG's 4.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MYCM State Street My2033 Corporate Bond ETF | 4.74% | 4.70% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USIG iShares Broad USD Investment Grade Corporate Bond ETF | 4.74% | 4.62% | 4.51% | 3.94% | 3.14% | 2.33% | 2.82% | 3.37% | 3.44% | 3.03% | 2.87% | 3.24% |
Frequently Asked Questions
With a correlation of 0.98, MYCM and USIG 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.
USIG has higher volatility (1.27%) compared to MYCM (1.25%). In terms of maximum drawdown, MYCM dropped -4.58% vs USIG's -22.21%.
On 1-year performance, MYCM leads with 6.52% vs 6.04% for USIG. On fees, USIG is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, MYCM has performed better with a 6.52% return vs 6.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USIG is cheaper with a 0.04% expense ratio, compared with 0.15% for MYCM.
MYCM and USIG have nearly identical dividend yields, around 4.74%.
They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for MYCM and 0.04% for USIG.
MYCM currently has the higher Sharpe Ratio (1.65 vs 1.47), 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.
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