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PICB vs. IBDS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PICB vs. IBDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International Corporate Bond ETF (PICB) and iShares iBonds Dec 2027 Term Corporate ETF (IBDS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PICB achieves a -1.94% return, which is significantly lower than IBDS's 1.40% return.


PICB

1D
-0.22%
1M
-1.21%
YTD
-1.94%
6M
-2.10%
1Y
0.28%
3Y*
5.45%
5Y*
-2.25%
10Y*
0.92%

IBDS

1D
0.08%
1M
0.27%
YTD
1.40%
6M
1.61%
1Y
4.33%
3Y*
5.41%
5Y*
1.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PICB vs. IBDS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PICB
Invesco International Corporate Bond ETF
-1.94%14.33%-3.45%11.56%-22.64%-6.87%12.87%9.40%-7.27%1.47%
IBDS
iShares iBonds Dec 2027 Term Corporate ETF
1.40%5.86%4.61%6.44%-9.52%-1.56%8.95%15.08%-2.76%1.14%

Correlation

The correlation between PICB and IBDS is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.54

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

0.58

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2017

0.44

The correlation between PICB and IBDS shifts across timeframes, from 0.44 (all time) to 0.58 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PICB vs. IBDS — Risk / Return Rank

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

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

IBDS
IBDS Risk / Return Rank: 9797
Overall Rank
IBDS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBDS Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBDS Omega Ratio Rank: 9898
Omega Ratio Rank
IBDS Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBDS Martin Ratio Rank: 9898
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.

PICB vs. IBDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Corporate Bond ETF (PICB) and iShares iBonds Dec 2027 Term Corporate ETF (IBDS). 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.


PICBIBDSDifference
Sharpe ratioReturn per unit of total volatility

-4.04

Sortino ratioReturn per unit of downside risk

-7.74

Omega ratioGain probability vs. loss probability

1.01

2.08

-1.07

Calmar ratioReturn relative to maximum drawdown

0.04

10.00

-9.96

Martin ratioReturn relative to average drawdown

0.11

46.90

-46.79

PICB vs. IBDS - Sharpe Ratio Comparison

The current PICB Sharpe Ratio is 0.04, which is lower than the IBDS Sharpe Ratio of 4.08. The chart below compares the historical Sharpe Ratios of PICB and IBDS, 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

PICB vs. IBDS - Drawdown Comparison

The maximum PICB drawdown since its inception was -37.10%, which is greater than IBDS's maximum drawdown of -16.75%. Use the drawdown chart below to compare losses from any high point for PICB and IBDS.


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Drawdown Indicators


PICBIBDSDifference

Max Drawdown

Largest peak-to-trough decline

-37.10%

-16.75%

-20.35%

Max Drawdown (1Y)

Largest decline over 1 year

-6.41%

-0.43%

-5.98%

Max Drawdown (3Y)

Largest decline over 3 years

-9.76%

-2.27%

-7.49%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

-14.98%

-21.25%

Max Drawdown (10Y)

Largest decline over 10 years

-37.10%

Current Drawdown

Current decline from peak

-12.99%

0.00%

-12.99%

Average Drawdown

Average peak-to-trough decline

-9.67%

-3.34%

-6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

0.09%

+2.38%

Volatility

PICB vs. IBDS - Volatility Comparison

Invesco International Corporate Bond ETF (PICB) has a higher volatility of 2.18% compared to iShares iBonds Dec 2027 Term Corporate ETF (IBDS) at 0.19%. This indicates that PICB's price experiences larger fluctuations and is considered to be riskier than IBDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PICBIBDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

0.19%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

6.20%

0.62%

+5.58%

Volatility (1Y)

Calculated over the trailing 1-year period

7.87%

1.07%

+6.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.18%

4.17%

+6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.98%

5.53%

+4.45%

PICB vs. IBDS - Expense Ratio Comparison

PICB has a 0.50% expense ratio, which is higher than IBDS's 0.10% expense ratio.


Dividends

PICB vs. IBDS - Dividend Comparison

PICB's dividend yield for the trailing twelve months is around 3.42%, less than IBDS's 4.31% yield.


PositionTTM20252024202320222021202020192018201720162015
IBDS
iShares iBonds Dec 2027 Term Corporate ETF
4.31%4.36%4.37%3.81%2.87%2.19%2.66%3.32%3.66%0.97%0.00%0.00%
PICB
Invesco International Corporate Bond ETF
3.42%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


PICB and IBDS have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PICB has higher volatility (2.18%) compared to IBDS (0.19%). In terms of maximum drawdown, PICB dropped -37.10% vs IBDS's -16.75%.

On 5-year performance, IBDS leads with 1.47% vs -2.25% for PICB. On fees, IBDS is cheaper at 0.10% per year. On volatility, IBDS has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IBDS has performed better with a 1.47% return vs -2.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBDS is cheaper with a 0.10% expense ratio, compared with 0.50% for PICB.

IBDS has the higher dividend yield at 4.31%, compared with 3.42% for PICB.

PICB tracks S&P International Corporate Bond Index, while IBDS tracks Bloomberg Barclays December 2027 Maturity Corporate Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.50% for PICB and 0.10% for IBDS.

IBDS currently has the higher Sharpe Ratio (4.08 vs 0.04), 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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