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SPIB vs. IGIB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPIB vs. IGIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) and iShares Intermediate-Term Corporate Bond ETF (IGIB). 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 higher than IGIB's 0.21% return. Over the past 10 years, SPIB has underperformed IGIB with an annualized return of 2.86%, while IGIB has yielded a comparatively higher 3.04% annualized 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%

IGIB

1D
-0.19%
1M
0.31%
YTD
0.21%
6M
0.14%
1Y
6.27%
3Y*
6.21%
5Y*
1.37%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPIB vs. IGIB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPIB
SPDR Portfolio Intermediate Term Corporate Bond ETF
0.46%7.91%4.28%7.27%-9.65%-1.24%7.69%10.23%-0.49%3.76%
IGIB
iShares Intermediate-Term Corporate Bond ETF
0.21%9.58%3.49%9.22%-14.00%-1.66%9.64%14.60%-0.71%3.50%

Correlation

The correlation between SPIB and IGIB is 0.98 - 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

0.98

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

0.98

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

0.97

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

0.93

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2009

0.80

The correlation between SPIB and IGIB shifts across timeframes, from 0.80 (all time) to 0.98 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPIB vs. IGIB — 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

IGIB
IGIB Risk / Return Rank: 4242
Overall Rank
IGIB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 4444
Sortino Ratio Rank
IGIB Omega Ratio Rank: 4141
Omega Ratio Rank
IGIB Calmar Ratio Rank: 4242
Calmar Ratio Rank
IGIB Martin Ratio Rank: 4343
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. IGIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) and iShares Intermediate-Term Corporate Bond ETF (IGIB). 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.


SPIBIGIBDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.07

Calmar ratioReturn relative to maximum drawdown

2.62

2.09

+0.53

Martin ratioReturn relative to average drawdown

9.13

7.08

+2.05

SPIB vs. IGIB - Sharpe Ratio Comparison

The current SPIB Sharpe Ratio is 1.87, which is comparable to the IGIB Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of SPIB and IGIB, 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


SPIBIGIBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.52

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.21

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.50

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.70

+0.18

Drawdowns

SPIB vs. IGIB - Drawdown Comparison

The maximum SPIB drawdown since its inception was -14.94%, smaller than the maximum IGIB drawdown of -20.62%. Use the drawdown chart below to compare losses from any high point for SPIB and IGIB.


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Drawdown Indicators


SPIBIGIBDifference

Max Drawdown

Largest peak-to-trough decline

-14.94%

-20.62%

+5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-3.01%

+0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-3.18%

-6.05%

+2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-14.80%

-20.62%

+5.82%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

-20.62%

+5.68%

Current Drawdown

Current decline from peak

-0.78%

-1.33%

+0.55%

Average Drawdown

Average peak-to-trough decline

-1.89%

-2.58%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

0.89%

-0.31%

Volatility

SPIB vs. IGIB - Volatility Comparison

The current volatility for SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) is 0.93%, while iShares Intermediate-Term Corporate Bond ETF (IGIB) has a volatility of 1.33%. This indicates that SPIB experiences smaller price fluctuations and is considered to be less risky than IGIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPIBIGIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

1.33%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.09%

3.08%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

2.83%

4.14%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.47%

6.56%

-2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.60%

6.06%

-1.46%

SPIB vs. IGIB - Expense Ratio Comparison

SPIB has a 0.07% expense ratio, which is higher than IGIB's 0.06% 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

SPIB vs. IGIB - Dividend Comparison

SPIB's dividend yield for the trailing twelve months is around 4.46%, less than IGIB's 4.82% yield.


PositionTTM20252024202320222021202020192018201720162015
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.82%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%
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 0.98, SPIB and IGIB 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.

IGIB has higher volatility (1.33%) compared to SPIB (0.93%). In terms of maximum drawdown, SPIB dropped -14.94% vs IGIB's -20.62%.

On 10-year performance, IGIB leads with 3.04% vs 2.86% for SPIB. On fees, IGIB is cheaper at 0.06% per year. On volatility, SPIB has been the lower-risk option at 0.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGIB has performed better with a 3.04% return vs 2.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGIB is cheaper with a 0.06% expense ratio, compared with 0.07% for SPIB.

IGIB has the higher dividend yield at 4.82%, compared with 4.46% for SPIB.

SPIB tracks Bloomberg US Aggregate Credit - Corporate - Investment Grade - Intermediate, while IGIB tracks Bloomberg Barclays U.S. Intermediate Credit Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.07% for SPIB and 0.06% for IGIB.

SPIB currently has the higher Sharpe Ratio (1.87 vs 1.52), 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 SPIB and IGIB

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