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SPBO vs. IGBH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPBO vs. IGBH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Corporate Bond ETF (SPBO) and iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPBO achieves a 0.70% return, which is significantly lower than IGBH's 2.31% return. Over the past 10 years, SPBO has underperformed IGBH with an annualized return of 2.77%, while IGBH has yielded a comparatively higher 5.04% annualized return.


SPBO

1D
-0.21%
1M
0.67%
YTD
0.70%
6M
0.47%
1Y
6.29%
3Y*
5.54%
5Y*
0.66%
10Y*
2.77%

IGBH

1D
-0.12%
1M
1.78%
YTD
2.31%
6M
3.18%
1Y
9.39%
3Y*
8.96%
5Y*
5.27%
10Y*
5.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPBO vs. IGBH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPBO
SPDR Portfolio Corporate Bond ETF
0.70%7.83%2.59%8.80%-15.68%-1.57%10.17%14.70%-1.79%5.47%
IGBH
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
2.31%7.90%7.80%12.12%-2.82%2.20%1.09%9.62%-4.54%9.36%

Correlation

The correlation between SPBO and IGBH is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.31

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

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2015

0.23

Over the past year, SPBO and IGBH have become more correlated (0.47) than their long-term average of 0.23, meaning their price movements have been converging.

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Return for Risk

SPBO vs. IGBH — Risk / Return Rank

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

SPBO
SPBO Risk / Return Rank: 4141
Overall Rank
SPBO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SPBO Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPBO Omega Ratio Rank: 3939
Omega Ratio Rank
SPBO Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPBO Martin Ratio Rank: 4343
Martin Ratio Rank

IGBH
IGBH Risk / Return Rank: 6363
Overall Rank
IGBH Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IGBH Sortino Ratio Rank: 7777
Sortino Ratio Rank
IGBH Omega Ratio Rank: 7575
Omega Ratio Rank
IGBH Calmar Ratio Rank: 4545
Calmar Ratio Rank
IGBH Martin Ratio Rank: 4949
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. IGBH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Corporate Bond ETF (SPBO) and iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH). 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.


SPBOIGBHDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.26

1.45

-0.19

Calmar ratioReturn relative to maximum drawdown

2.20

2.22

-0.02

Martin ratioReturn relative to average drawdown

6.94

8.15

-1.20

SPBO vs. IGBH - Sharpe Ratio Comparison

The current SPBO Sharpe Ratio is 1.45, which is lower than the IGBH Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of SPBO and IGBH, 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


SPBOIGBHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

2.33

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.86

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.55

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.52

-0.04

Drawdowns

SPBO vs. IGBH - Drawdown Comparison

The maximum SPBO drawdown since its inception was -22.23%, smaller than the maximum IGBH drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for SPBO and IGBH.


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Drawdown Indicators


SPBOIGBHDifference

Max Drawdown

Largest peak-to-trough decline

-22.23%

-33.67%

+11.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-4.24%

+1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-6.41%

-6.93%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-22.23%

-10.48%

-11.75%

Max Drawdown (10Y)

Largest decline over 10 years

-22.23%

-33.67%

+11.44%

Current Drawdown

Current decline from peak

-0.91%

-0.19%

-0.72%

Average Drawdown

Average peak-to-trough decline

-4.04%

-2.67%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.15%

-0.24%

Volatility

SPBO vs. IGBH - Volatility Comparison

SPDR Portfolio Corporate Bond ETF (SPBO) has a higher volatility of 1.35% compared to iShares Interest Rate Hedged Long-Term Corporate Bond ETF (IGBH) at 0.87%. This indicates that SPBO's price experiences larger fluctuations and is considered to be riskier than IGBH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPBOIGBHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

0.87%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

3.14%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

4.05%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.18%

6.13%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.49%

9.20%

-1.71%

SPBO vs. IGBH - Expense Ratio Comparison

SPBO has a 0.03% expense ratio, which is lower than IGBH's 0.16% 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. IGBH - Dividend Comparison

SPBO's dividend yield for the trailing twelve months is around 5.12%, less than IGBH's 5.66% yield.


PositionTTM20252024202320222021202020192018201720162015
IGBH
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
5.66%6.23%6.88%7.32%3.84%2.71%2.39%3.40%5.56%2.87%2.62%1.12%
SPBO
SPDR Portfolio Corporate Bond ETF
5.12%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


SPBO and IGBH have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPBO has higher volatility (1.35%) compared to IGBH (0.87%). In terms of maximum drawdown, SPBO dropped -22.23% vs IGBH's -33.67%.

On 10-year performance, IGBH leads with 5.04% vs 2.77% for SPBO. On fees, SPBO is cheaper at 0.03% per year. On volatility, IGBH has been the lower-risk option at 0.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGBH has performed better with a 5.04% return vs 2.77%. 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 0.16% for IGBH.

IGBH has the higher dividend yield at 5.66%, compared with 5.12% for SPBO.

SPBO tracks Bloomberg Barclays U.S. Corporate Bond Index, while IGBH tracks BlackRock Interest Rate Hedged Long-Term Corporate Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.03% for SPBO and 0.16% for IGBH.

IGBH currently has the higher Sharpe Ratio (2.33 vs 1.45), 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 IGBH

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