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MYCO vs. USIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYCO vs. USIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA My2035 Corporate Bond ETF (MYCO) and iShares Broad USD Investment Grade Corporate Bond ETF (USIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MYCO achieves a -0.16% return, which is significantly lower than USIG's 0.27% return.


MYCO

1D
-0.19%
1M
-0.64%
6M
-0.29%
YTD
-0.16%
1Y
3Y*
5Y*
10Y*

USIG

1D
-0.15%
1M
-0.61%
6M
-0.02%
YTD
0.27%
1Y
4.44%
3Y*
5.46%
5Y*
0.31%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYCO vs. USIG - Yearly Performance Comparison


Correlation

The correlation between MYCO 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 (All Time)
Calculated using the full available price history since Sep 17, 2025

0.98

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Return for Risk

MYCO vs. USIG — Risk / Return Rank

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

MYCO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


USIG
USIG Risk / Return Rank: 3333
Overall Rank
USIG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
USIG Sortino Ratio Rank: 3131
Sortino Ratio Rank
USIG Omega Ratio Rank: 3030
Omega Ratio Rank
USIG Calmar Ratio Rank: 3535
Calmar Ratio Rank
USIG Martin Ratio Rank: 3737
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.

MYCO vs. USIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA My2035 Corporate Bond ETF (MYCO) 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.

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.


MYCOUSIGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.44

Martin ratioReturn relative to average drawdown

4.55

MYCO vs. USIG - Sharpe Ratio Comparison


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Drawdowns

MYCO vs. USIG - Drawdown Comparison

The maximum MYCO drawdown since its inception was -3.25%, smaller than the maximum USIG drawdown of -22.21%. Use the drawdown chart below to compare losses from any high point for MYCO and USIG.


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Drawdown Indicators


MYCOUSIGDifference

Max Drawdown

Largest peak-to-trough decline

-3.25%

-22.21%

+18.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

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 Drawdown

Current decline from peak

-1.81%

-1.25%

-0.56%

Average Drawdown

Average peak-to-trough decline

-0.92%

-3.40%

+2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

Volatility

MYCO vs. USIG - Volatility Comparison


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Volatility by Period


MYCOUSIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

4.68%

4.09%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.68%

6.82%

-2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

6.83%

-2.15%

MYCO vs. USIG - Expense Ratio Comparison

MYCO 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

MYCO vs. USIG - Dividend Comparison

MYCO's dividend yield for the trailing twelve months is around 3.82%, less than USIG's 4.78% yield.


PositionTTM20252024202320222021202020192018201720162015
MYCO
SPDR SSGA My2035 Corporate Bond ETF
3.82%1.41%0.00%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
4.78%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, MYCO 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.

On fees, USIG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USIG is cheaper with a 0.04% expense ratio, compared with 0.15% for MYCO.

USIG has the higher dividend yield at 4.78%, compared with 3.82% for MYCO.

They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for MYCO and 0.04% for USIG.

Portfolio Optimizer

Find the right allocation for MYCO and USIG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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