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SFIG vs. IBDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SFIG vs. IBDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SFIG achieves a 0.53% return, which is significantly lower than IBDR's 1.44% return.


SFIG

1D
-0.06%
1M
0.26%
YTD
0.53%
6M
0.78%
1Y
4.41%
3Y*
5.31%
5Y*
2.18%
10Y*
2.45%

IBDR

1D
-0.04%
1M
0.25%
YTD
1.44%
6M
1.80%
1Y
4.38%
3Y*
5.07%
5Y*
1.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SFIG vs. IBDR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFIG
WisdomTree U.S. Short Term Corporate Bond Fund
0.53%6.61%4.65%6.09%-5.65%-0.77%4.41%6.25%1.80%1.63%
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
1.44%4.99%4.98%5.96%-8.28%-1.79%8.88%14.81%-2.80%5.96%

Correlation

The correlation between SFIG and IBDR is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.70

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

0.77

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2016

0.57

Over the past year, the correlation between SFIG and IBDR has dropped to 0.22 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

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Return for Risk

SFIG vs. IBDR — Risk / Return Rank

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

SFIG
SFIG Risk / Return Rank: 7272
Overall Rank
SFIG Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SFIG Sortino Ratio Rank: 7979
Sortino Ratio Rank
SFIG Omega Ratio Rank: 7575
Omega Ratio Rank
SFIG Calmar Ratio Rank: 6565
Calmar Ratio Rank
SFIG Martin Ratio Rank: 6969
Martin Ratio Rank

IBDR
IBDR Risk / Return Rank: 9999
Overall Rank
IBDR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBDR Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBDR Omega Ratio Rank: 9999
Omega Ratio Rank
IBDR Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBDR Martin Ratio Rank: 9999
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.

SFIG vs. IBDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) and iShares iBonds Dec 2026 Term Corporate ETF (IBDR). 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.


SFIGIBDRDifference
Sharpe ratioReturn per unit of total volatility

-4.65

Sortino ratioReturn per unit of downside risk

-11.06

Omega ratioGain probability vs. loss probability

1.44

3.40

-1.96

Calmar ratioReturn relative to maximum drawdown

3.18

53.28

-50.11

Martin ratioReturn relative to average drawdown

12.48

185.24

-172.75

SFIG vs. IBDR - Sharpe Ratio Comparison

The current SFIG Sharpe Ratio is 2.28, which is lower than the IBDR Sharpe Ratio of 6.93. The chart below compares the historical Sharpe Ratios of SFIG and IBDR, 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


SFIGIBDRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

6.93

-4.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.44

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.61

+0.10

Drawdowns

SFIG vs. IBDR - Drawdown Comparison

The maximum SFIG drawdown since its inception was -12.35%, smaller than the maximum IBDR drawdown of -16.06%. Use the drawdown chart below to compare losses from any high point for SFIG and IBDR.


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Drawdown Indicators


SFIGIBDRDifference

Max Drawdown

Largest peak-to-trough decline

-12.35%

-16.06%

+3.71%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

-0.08%

-1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-1.40%

-1.08%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

-13.13%

+3.67%

Max Drawdown (10Y)

Largest decline over 10 years

-12.35%

Current Drawdown

Current decline from peak

-0.32%

-0.04%

-0.28%

Average Drawdown

Average peak-to-trough decline

-1.37%

-2.84%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.02%

+0.33%

Volatility

SFIG vs. IBDR - Volatility Comparison

WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) has a higher volatility of 0.61% compared to iShares iBonds Dec 2026 Term Corporate ETF (IBDR) at 0.15%. This indicates that SFIG's price experiences larger fluctuations and is considered to be riskier than IBDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFIGIBDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

0.15%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

0.34%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

0.64%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.00%

3.40%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.42%

4.86%

-1.44%

SFIG vs. IBDR - Expense Ratio Comparison

SFIG has a 0.18% expense ratio, which is higher than IBDR's 0.10% 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

SFIG vs. IBDR - Dividend Comparison

SFIG's dividend yield for the trailing twelve months is around 4.44%, more than IBDR's 4.13% yield.


PositionTTM2025202420232022202120202019201820172016
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
4.13%4.20%4.13%3.41%2.44%2.11%2.61%3.25%3.56%3.22%0.86%
SFIG
WisdomTree U.S. Short Term Corporate Bond Fund
4.44%4.46%4.37%3.26%2.13%1.66%2.29%2.41%2.27%1.81%0.98%

Frequently Asked Questions


SFIG and IBDR have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SFIG has higher volatility (0.61%) compared to IBDR (0.15%). In terms of maximum drawdown, SFIG dropped -12.35% vs IBDR's -16.06%.

On 5-year performance, SFIG leads with 2.18% vs 1.50% for IBDR. On fees, IBDR is cheaper at 0.10% per year. On volatility, IBDR has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SFIG has performed better with a 2.18% return vs 1.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBDR is cheaper with a 0.10% expense ratio, compared with 0.18% for SFIG.

SFIG has the higher dividend yield at 4.44%, compared with 4.13% for IBDR.

SFIG tracks WisdomTree Fundamental U.S. Short-term Corporate Bond Index, while IBDR tracks Barclays December 2026 Maturity Corporate Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.18% for SFIG and 0.10% for IBDR.

IBDR currently has the higher Sharpe Ratio (6.93 vs 2.28), 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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