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SLQD vs. IGSB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLQD and IGSB is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

SLQD vs. IGSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) and iShares Short-Term Corporate Bond ETF (IGSB). The values are adjusted to include any dividend payments, if applicable.

25.00%26.00%27.00%28.00%29.00%30.00%NovemberDecember2025FebruaryMarchApril
30.18%
28.51%
SLQD
IGSB

Key characteristics

Sharpe Ratio

SLQD:

3.29

IGSB:

3.03

Sortino Ratio

SLQD:

5.12

IGSB:

4.67

Omega Ratio

SLQD:

1.78

IGSB:

1.64

Calmar Ratio

SLQD:

7.47

IGSB:

5.53

Martin Ratio

SLQD:

22.91

IGSB:

16.23

Ulcer Index

SLQD:

0.30%

IGSB:

0.46%

Daily Std Dev

SLQD:

2.08%

IGSB:

2.44%

Max Drawdown

SLQD:

-12.69%

IGSB:

-13.38%

Current Drawdown

SLQD:

0.00%

IGSB:

-0.04%

Returns By Period

In the year-to-date period, SLQD achieves a 2.12% return, which is significantly lower than IGSB's 2.38% return. Both investments have delivered pretty close results over the past 10 years, with SLQD having a 2.34% annualized return and IGSB not far ahead at 2.38%.


SLQD

YTD

2.12%

1M

0.64%

6M

2.59%

1Y

7.01%

5Y*

2.27%

10Y*

2.34%

IGSB

YTD

2.38%

1M

0.66%

6M

2.74%

1Y

7.58%

5Y*

2.37%

10Y*

2.38%

*Annualized

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SLQD vs. IGSB - Expense Ratio Comparison

Both SLQD and IGSB have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for SLQD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SLQD: 0.06%
Expense ratio chart for IGSB: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGSB: 0.06%

Risk-Adjusted Performance

SLQD vs. IGSB — Risk-Adjusted Performance Rank

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

SLQD
The Risk-Adjusted Performance Rank of SLQD is 9898
Overall Rank
The Sharpe Ratio Rank of SLQD is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of SLQD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SLQD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of SLQD is 9898
Calmar Ratio Rank
The Martin Ratio Rank of SLQD is 9898
Martin Ratio Rank

IGSB
The Risk-Adjusted Performance Rank of IGSB is 9797
Overall Rank
The Sharpe Ratio Rank of IGSB is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of IGSB is 9898
Sortino Ratio Rank
The Omega Ratio Rank of IGSB is 9797
Omega Ratio Rank
The Calmar Ratio Rank of IGSB is 9898
Calmar Ratio Rank
The Martin Ratio Rank of IGSB is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SLQD vs. IGSB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) and iShares Short-Term Corporate Bond ETF (IGSB). 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.


The chart of Sharpe ratio for SLQD, currently valued at 3.29, compared to the broader market-1.000.001.002.003.004.00
SLQD: 3.29
IGSB: 3.03
The chart of Sortino ratio for SLQD, currently valued at 5.12, compared to the broader market-2.000.002.004.006.008.00
SLQD: 5.12
IGSB: 4.67
The chart of Omega ratio for SLQD, currently valued at 1.78, compared to the broader market0.501.001.502.00
SLQD: 1.78
IGSB: 1.64
The chart of Calmar ratio for SLQD, currently valued at 7.47, compared to the broader market0.002.004.006.008.0010.0012.00
SLQD: 7.47
IGSB: 5.53
The chart of Martin ratio for SLQD, currently valued at 22.91, compared to the broader market0.0020.0040.0060.00
SLQD: 22.91
IGSB: 16.23

The current SLQD Sharpe Ratio is 3.29, which is comparable to the IGSB Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of SLQD and IGSB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00NovemberDecember2025FebruaryMarchApril
3.29
3.03
SLQD
IGSB

Dividends

SLQD vs. IGSB - Dividend Comparison

SLQD's dividend yield for the trailing twelve months is around 3.81%, less than IGSB's 4.14% yield.


TTM20242023202220212020201920182017201620152014
SLQD
iShares 0-5 Year Investment Grade Corporate Bond ETF
3.81%3.71%2.99%2.00%1.54%2.32%2.89%2.55%1.98%1.81%1.43%1.24%
IGSB
iShares Short-Term Corporate Bond ETF
4.14%4.02%3.26%2.07%1.82%2.37%3.07%2.46%1.65%1.45%1.18%0.94%

Drawdowns

SLQD vs. IGSB - Drawdown Comparison

The maximum SLQD drawdown since its inception was -12.69%, smaller than the maximum IGSB drawdown of -13.38%. Use the drawdown chart below to compare losses from any high point for SLQD and IGSB. For additional features, visit the drawdowns tool.


-1.40%-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%NovemberDecember2025FebruaryMarchApril0
-0.04%
SLQD
IGSB

Volatility

SLQD vs. IGSB - Volatility Comparison

iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) and iShares Short-Term Corporate Bond ETF (IGSB) have volatilities of 1.30% and 1.34%, 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.


0.40%0.60%0.80%1.00%1.20%1.40%NovemberDecember2025FebruaryMarchApril
1.30%
1.34%
SLQD
IGSB