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OBND vs. IGEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OBND vs. IGEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Loomis Sayles Opportunistic Bond ETF (OBND) and iShares Investment Grade Bond Factor ETF (IGEB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OBND achieves a 1.47% return, which is significantly higher than IGEB's 0.51% return.


OBND

1D
-0.19%
1M
0.54%
YTD
1.47%
6M
1.52%
1Y
6.03%
3Y*
6.84%
5Y*
10Y*

IGEB

1D
-0.17%
1M
0.59%
YTD
0.51%
6M
0.74%
1Y
5.16%
3Y*
5.84%
5Y*
0.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OBND vs. IGEB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OBND
SPDR Loomis Sayles Opportunistic Bond ETF
1.47%7.85%4.80%9.47%-11.24%0.05%
IGEB
iShares Investment Grade Bond Factor ETF
0.51%8.17%3.10%9.56%-14.85%-0.95%

Correlation

The correlation between OBND and IGEB is 0.88, 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

0.88

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

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2021

0.82

The correlation between OBND and IGEB has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.

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Return for Risk

OBND vs. IGEB — Risk / Return Rank

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

OBND
OBND Risk / Return Rank: 5252
Overall Rank
OBND Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
OBND Sortino Ratio Rank: 5656
Sortino Ratio Rank
OBND Omega Ratio Rank: 5454
Omega Ratio Rank
OBND Calmar Ratio Rank: 4444
Calmar Ratio Rank
OBND Martin Ratio Rank: 5454
Martin Ratio Rank

IGEB
IGEB Risk / Return Rank: 3636
Overall Rank
IGEB Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IGEB Sortino Ratio Rank: 3636
Sortino Ratio Rank
IGEB Omega Ratio Rank: 3434
Omega Ratio Rank
IGEB Calmar Ratio Rank: 3737
Calmar Ratio Rank
IGEB Martin Ratio Rank: 3838
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.

OBND vs. IGEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Loomis Sayles Opportunistic Bond ETF (OBND) and iShares Investment Grade Bond Factor ETF (IGEB). 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.


OBNDIGEBDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.33

1.22

+0.11

Calmar ratioReturn relative to maximum drawdown

2.10

1.80

+0.30

Martin ratioReturn relative to average drawdown

9.13

5.73

+3.41

OBND vs. IGEB - Sharpe Ratio Comparison

The current OBND Sharpe Ratio is 1.74, which is higher than the IGEB Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of OBND and IGEB, 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

OBND vs. IGEB - Drawdown Comparison

The maximum OBND drawdown since its inception was -15.86%, smaller than the maximum IGEB drawdown of -21.13%. Use the drawdown chart below to compare losses from any high point for OBND and IGEB.


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Drawdown Indicators


OBNDIGEBDifference

Max Drawdown

Largest peak-to-trough decline

-15.86%

-21.13%

+5.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.88%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-3.17%

-5.95%

+2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

Current Drawdown

Current decline from peak

-0.27%

-0.93%

+0.66%

Average Drawdown

Average peak-to-trough decline

-4.36%

-4.88%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.90%

-0.24%

Volatility

OBND vs. IGEB - Volatility Comparison

SPDR Loomis Sayles Opportunistic Bond ETF (OBND) and iShares Investment Grade Bond Factor ETF (IGEB) have volatilities of 1.13% and 1.17%, 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


OBNDIGEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.17%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

3.17%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.49%

4.15%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.66%

6.70%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.66%

6.51%

-1.85%

OBND vs. IGEB - Expense Ratio Comparison

OBND has a 0.55% expense ratio, which is higher than IGEB's 0.18% expense ratio.


Dividends

OBND vs. IGEB - Dividend Comparison

OBND's dividend yield for the trailing twelve months is around 6.27%, more than IGEB's 5.06% yield.


PositionTTM202520242023202220212020201920182017
IGEB
iShares Investment Grade Bond Factor ETF
5.06%4.92%5.09%4.60%3.64%3.84%3.78%5.61%3.59%1.62%
OBND
SPDR Loomis Sayles Opportunistic Bond ETF
6.27%6.26%6.53%6.01%4.56%0.55%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OBND and IGEB have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGEB has higher volatility (1.17%) compared to OBND (1.13%). In terms of maximum drawdown, OBND dropped -15.86% vs IGEB's -21.13%.

On 3-year performance, OBND leads with 6.84% vs 5.84% for IGEB. On fees, IGEB is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, OBND has performed better with a 6.84% return vs 5.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGEB is cheaper with a 0.18% expense ratio, compared with 0.55% for OBND.

OBND has the higher dividend yield at 6.27%, compared with 5.06% for IGEB.

OBND is categorized as Nontraditional Bonds, while IGEB is Corporate Bonds. They also come from different issuers: State Street and iShares. Their fees differ too: 0.55% for OBND and 0.18% for IGEB.

OBND currently has the higher Sharpe Ratio (1.74 vs 1.25), 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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