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SPIB vs. BBBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPIB vs. BBBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) and Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPIB achieves a 0.46% return, which is significantly lower than BBBS's 0.75% return.


SPIB

1D
-0.09%
1M
0.25%
YTD
0.46%
6M
0.59%
1Y
5.27%
3Y*
5.79%
5Y*
1.79%
10Y*
2.86%

BBBS

1D
0.00%
1M
0.26%
YTD
0.75%
6M
1.13%
1Y
4.65%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPIB vs. BBBS - Yearly Performance Comparison


Correlation

The correlation between SPIB and BBBS is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2024

0.93

The correlation between SPIB and BBBS has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

SPIB vs. BBBS — Risk / Return Rank

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

SPIB
SPIB Risk / Return Rank: 5555
Overall Rank
SPIB Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SPIB Sortino Ratio Rank: 5959
Sortino Ratio Rank
SPIB Omega Ratio Rank: 5555
Omega Ratio Rank
SPIB Calmar Ratio Rank: 5252
Calmar Ratio Rank
SPIB Martin Ratio Rank: 5353
Martin Ratio Rank

BBBS
BBBS Risk / Return Rank: 7676
Overall Rank
BBBS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BBBS Sortino Ratio Rank: 8686
Sortino Ratio Rank
BBBS Omega Ratio Rank: 8282
Omega Ratio Rank
BBBS Calmar Ratio Rank: 6565
Calmar Ratio Rank
BBBS Martin Ratio Rank: 7070
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.

SPIB vs. BBBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) and Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS). 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.


SPIBBBBSDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.34

1.50

-0.15

Calmar ratioReturn relative to maximum drawdown

2.62

3.23

-0.61

Martin ratioReturn relative to average drawdown

9.13

13.15

-4.02

SPIB vs. BBBS - Sharpe Ratio Comparison

The current SPIB Sharpe Ratio is 1.87, which is comparable to the BBBS Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of SPIB and BBBS, 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


SPIBBBBSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

2.50

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

2.36

-1.49

Drawdowns

SPIB vs. BBBS - Drawdown Comparison

The maximum SPIB drawdown since its inception was -14.94%, which is greater than BBBS's maximum drawdown of -1.45%. Use the drawdown chart below to compare losses from any high point for SPIB and BBBS.


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Drawdown Indicators


SPIBBBBSDifference

Max Drawdown

Largest peak-to-trough decline

-14.94%

-1.45%

-13.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-1.45%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-3.18%

Max Drawdown (5Y)

Largest decline over 5 years

-14.80%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-0.78%

-0.22%

-0.56%

Average Drawdown

Average peak-to-trough decline

-1.89%

-0.28%

-1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.35%

+0.23%

Volatility

SPIB vs. BBBS - Volatility Comparison

SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) has a higher volatility of 0.93% compared to Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) at 0.49%. This indicates that SPIB's price experiences larger fluctuations and is considered to be riskier than BBBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPIBBBBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

0.49%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.09%

1.36%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

2.83%

1.87%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

2.24%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.60%

2.24%

+2.36%

SPIB vs. BBBS - Expense Ratio Comparison

SPIB has a 0.07% expense ratio, which is lower than BBBS's 0.19% 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

SPIB vs. BBBS - Dividend Comparison

SPIB's dividend yield for the trailing twelve months is around 4.46%, less than BBBS's 4.58% yield.


PositionTTM20252024202320222021202020192018201720162015
BBBS
Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF
4.58%4.55%4.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPIB
SPDR Portfolio Intermediate Term Corporate Bond ETF
4.46%4.42%4.41%3.84%2.65%1.58%2.18%3.03%3.04%2.79%2.68%2.69%

Frequently Asked Questions


With a correlation of 0.94, SPIB and BBBS 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.

SPIB has higher volatility (0.93%) compared to BBBS (0.49%). In terms of maximum drawdown, SPIB dropped -14.94% vs BBBS's -1.45%.

On 1-year performance, SPIB leads with 5.27% vs 4.65% for BBBS. On fees, SPIB is cheaper at 0.07% per year. On volatility, BBBS has been the lower-risk option at 0.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SPIB has performed better with a 5.27% return vs 4.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPIB is cheaper with a 0.07% expense ratio, compared with 0.19% for BBBS.

BBBS has the higher dividend yield at 4.58%, compared with 4.46% for SPIB.

SPIB is categorized as Corporate Bonds, while BBBS is Short-Term Bond. SPIB tracks Bloomberg US Aggregate Credit - Corporate - Investment Grade - Intermediate, while BBBS tracks Bloomberg U.S. Corporate BBB 1-5 Year Index. They also come from different issuers: State Street and BondBloxx. Their fees differ too: 0.07% for SPIB and 0.19% for BBBS.

BBBS currently has the higher Sharpe Ratio (2.50 vs 1.87), 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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