PortfoliosLab logoPortfoliosLab logo
SPBO vs. GIGB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPBO vs. GIGB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Corporate Bond ETF (SPBO) and Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPBO achieves a 0.80% return, which is significantly higher than GIGB's 0.76% return.


SPBO

1D
-0.24%
1M
0.63%
YTD
0.80%
6M
0.97%
1Y
5.51%
3Y*
5.45%
5Y*
0.50%
10Y*
2.73%

GIGB

1D
-0.27%
1M
0.60%
YTD
0.76%
6M
0.88%
1Y
5.25%
3Y*
5.01%
5Y*
0.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPBO vs. GIGB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPBO
SPDR Portfolio Corporate Bond ETF
0.80%7.83%2.59%8.80%-15.68%-1.57%10.17%14.70%-1.79%1.81%
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
0.76%7.58%1.68%8.80%-15.80%-1.64%9.86%15.05%-2.76%2.45%

Correlation

The correlation between SPBO and GIGB is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2017

0.91

The correlation between SPBO and GIGB has been stable across timeframes, ranging from 0.91 to 0.99 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPBO vs. GIGB — Risk / Return Rank

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

SPBO
SPBO Risk / Return Rank: 3737
Overall Rank
SPBO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SPBO Sortino Ratio Rank: 3737
Sortino Ratio Rank
SPBO Omega Ratio Rank: 3434
Omega Ratio Rank
SPBO Calmar Ratio Rank: 4040
Calmar Ratio Rank
SPBO Martin Ratio Rank: 3939
Martin Ratio Rank

GIGB
GIGB Risk / Return Rank: 3636
Overall Rank
GIGB Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GIGB Sortino Ratio Rank: 3636
Sortino Ratio Rank
GIGB Omega Ratio Rank: 3333
Omega Ratio Rank
GIGB Calmar Ratio Rank: 3838
Calmar Ratio Rank
GIGB 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.

SPBO vs. GIGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Corporate Bond ETF (SPBO) and Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB). 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.


SPBOGIGBDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratioReturn relative to maximum drawdown

1.93

1.84

+0.09

Martin ratioReturn relative to average drawdown

5.97

5.69

+0.28

SPBO vs. GIGB - Sharpe Ratio Comparison

The current SPBO Sharpe Ratio is 1.27, which is comparable to the GIGB Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of SPBO and GIGB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SPBO vs. GIGB - Drawdown Comparison

The maximum SPBO drawdown since its inception was -22.23%, roughly equal to the maximum GIGB drawdown of -22.25%. Use the drawdown chart below to compare losses from any high point for SPBO and GIGB.


Loading charts...

Drawdown Indicators


SPBOGIGBDifference

Max Drawdown

Largest peak-to-trough decline

-22.23%

-22.25%

+0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-2.87%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-6.41%

-6.69%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-22.23%

-22.25%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-22.23%

Current Drawdown

Current decline from peak

-0.80%

-0.87%

+0.07%

Average Drawdown

Average peak-to-trough decline

-4.03%

-5.59%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.93%

-0.01%

Volatility

SPBO vs. GIGB - Volatility Comparison

SPDR Portfolio Corporate Bond ETF (SPBO) and Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) have volatilities of 1.17% and 1.14%, 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.


Loading charts...

Volatility by Period


SPBOGIGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.17%

1.14%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

3.22%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.35%

4.28%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.18%

7.25%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.50%

7.65%

-0.15%

SPBO vs. GIGB - Expense Ratio Comparison

SPBO has a 0.03% expense ratio, which is lower than GIGB's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPBO vs. GIGB - Dividend Comparison

SPBO's dividend yield for the trailing twelve months is around 5.11%, more than GIGB's 4.61% yield.


PositionTTM20252024202320222021202020192018201720162015
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
4.61%4.69%4.45%3.67%3.12%2.25%2.62%3.22%3.31%1.55%0.00%0.00%
SPBO
SPDR Portfolio Corporate Bond ETF
5.11%5.09%5.28%4.73%3.54%2.42%2.75%3.46%3.60%3.15%3.35%3.07%

Frequently Asked Questions


With a correlation of 0.99, SPBO and GIGB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SPBO has higher volatility (1.17%) compared to GIGB (1.14%). In terms of maximum drawdown, SPBO dropped -22.23% vs GIGB's -22.25%.

On 5-year performance, SPBO leads with 0.50% vs 0.28% for GIGB. On fees, SPBO is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPBO has performed better with a 0.50% return vs 0.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPBO is cheaper with a 0.03% expense ratio, compared with 0.14% for GIGB.

SPBO has the higher dividend yield at 5.11%, compared with 4.61% for GIGB.

SPBO tracks Bloomberg Barclays U.S. Corporate Bond Index, while GIGB tracks FTSE Goldman Sachs Investment Grade Corporate Bond Index. They also come from different issuers: State Street and Goldman Sachs. Their fees differ too: 0.03% for SPBO and 0.14% for GIGB.

SPBO currently has the higher Sharpe Ratio (1.27 vs 1.24), 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

Find the right allocation for SPBO and GIGB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer