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OVT vs. IGIB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OVT vs. IGIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Overlay Shares Short Term Bond ETF (OVT) and iShares Intermediate-Term Corporate Bond ETF (IGIB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OVT achieves a 2.61% return, which is significantly higher than IGIB's 0.21% return.


OVT

1D
-0.16%
1M
0.55%
YTD
2.61%
6M
3.07%
1Y
8.92%
3Y*
7.44%
5Y*
3.01%
10Y*

IGIB

1D
-0.19%
1M
0.31%
YTD
0.21%
6M
0.14%
1Y
6.27%
3Y*
6.21%
5Y*
1.37%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OVT vs. IGIB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OVT
Overlay Shares Short Term Bond ETF
2.61%7.61%7.44%7.73%-9.68%2.07%
IGIB
iShares Intermediate-Term Corporate Bond ETF
0.21%9.58%3.49%9.22%-14.00%-0.96%

Correlation

The correlation between OVT and IGIB is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.63

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

0.66

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2021

0.66

The correlation between OVT and IGIB has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.

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Return for Risk

OVT vs. IGIB — Risk / Return Rank

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

OVT
OVT Risk / Return Rank: 8585
Overall Rank
OVT Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
OVT Sortino Ratio Rank: 8484
Sortino Ratio Rank
OVT Omega Ratio Rank: 8484
Omega Ratio Rank
OVT Calmar Ratio Rank: 9191
Calmar Ratio Rank
OVT Martin Ratio Rank: 8989
Martin Ratio Rank

IGIB
IGIB Risk / Return Rank: 4242
Overall Rank
IGIB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 4444
Sortino Ratio Rank
IGIB Omega Ratio Rank: 4141
Omega Ratio Rank
IGIB Calmar Ratio Rank: 4242
Calmar Ratio Rank
IGIB Martin Ratio Rank: 4343
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.

OVT vs. IGIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Overlay Shares Short Term Bond ETF (OVT) and iShares Intermediate-Term Corporate Bond ETF (IGIB). 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.


OVTIGIBDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.57

Omega ratioGain probability vs. loss probability

1.51

1.27

+0.24

Calmar ratioReturn relative to maximum drawdown

5.78

2.09

+3.69

Martin ratioReturn relative to average drawdown

20.00

7.08

+12.92

OVT vs. IGIB - Sharpe Ratio Comparison

The current OVT Sharpe Ratio is 2.60, which is higher than the IGIB Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of OVT and IGIB, 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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Sharpe Ratios by Period


OVTIGIBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

1.52

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.21

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.70

-0.01

Drawdowns

OVT vs. IGIB - Drawdown Comparison

The maximum OVT drawdown since its inception was -13.59%, smaller than the maximum IGIB drawdown of -20.62%. Use the drawdown chart below to compare losses from any high point for OVT and IGIB.


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Drawdown Indicators


OVTIGIBDifference

Max Drawdown

Largest peak-to-trough decline

-13.59%

-20.62%

+7.03%

Max Drawdown (1Y)

Largest decline over 1 year

-1.55%

-3.01%

+1.46%

Max Drawdown (3Y)

Largest decline over 3 years

-3.55%

-6.05%

+2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-13.59%

-20.62%

+7.03%

Max Drawdown (10Y)

Largest decline over 10 years

-20.62%

Current Drawdown

Current decline from peak

-0.41%

-1.33%

+0.92%

Average Drawdown

Average peak-to-trough decline

-3.39%

-2.58%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

0.89%

-0.44%

Volatility

OVT vs. IGIB - Volatility Comparison

The current volatility for Overlay Shares Short Term Bond ETF (OVT) is 0.83%, while iShares Intermediate-Term Corporate Bond ETF (IGIB) has a volatility of 1.33%. This indicates that OVT experiences smaller price fluctuations and is considered to be less risky than IGIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OVTIGIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

1.33%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

3.08%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

4.14%

-0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.63%

6.56%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

6.06%

-1.52%

OVT vs. IGIB - Expense Ratio Comparison

OVT has a 0.80% expense ratio, which is higher than IGIB's 0.06% expense ratio.


Dividends

OVT vs. IGIB - Dividend Comparison

OVT's dividend yield for the trailing twelve months is around 8.17%, more than IGIB's 4.82% yield.


PositionTTM20252024202320222021202020192018201720162015
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.82%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%
OVT
Overlay Shares Short Term Bond ETF
8.17%7.21%6.15%5.11%4.12%4.41%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OVT and IGIB have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGIB has higher volatility (1.33%) compared to OVT (0.83%). In terms of maximum drawdown, OVT dropped -13.59% vs IGIB's -20.62%.

On 5-year performance, OVT leads with 3.01% vs 1.37% for IGIB. On fees, IGIB is cheaper at 0.06% per year. On volatility, OVT has been the lower-risk option at 0.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, OVT has performed better with a 3.01% return vs 1.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGIB is cheaper with a 0.06% expense ratio, compared with 0.80% for OVT.

OVT has the higher dividend yield at 8.17%, compared with 4.82% for IGIB.

They also come from different issuers: Liquid Strategies and iShares. Their fees differ too: 0.80% for OVT and 0.06% for IGIB.

OVT currently has the higher Sharpe Ratio (2.60 vs 1.52), 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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