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SPIB vs. SPLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPIB vs. SPLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) and SPDR Portfolio Long Term Corporate Bond ETF (SPLB). 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 SPLB's 1.28% return. Over the past 10 years, SPIB has outperformed SPLB with an annualized return of 2.79%, while SPLB has yielded a comparatively lower 2.19% annualized return.


SPIB

1D
-0.12%
1M
0.37%
YTD
0.46%
6M
0.64%
1Y
4.70%
3Y*
5.83%
5Y*
1.77%
10Y*
2.79%

SPLB

1D
-0.40%
1M
1.36%
YTD
1.28%
6M
1.33%
1Y
6.30%
3Y*
4.12%
5Y*
-2.19%
10Y*
2.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPIB vs. SPLB - 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%
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
1.28%7.05%-1.74%11.20%-25.68%-1.99%13.47%23.49%-7.35%12.26%

Correlation

The correlation between SPIB and SPLB is 0.88, 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

0.88

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

0.90

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

0.88

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

0.83

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2009

0.69

The correlation between SPIB and SPLB shifts across timeframes, from 0.69 (all time) to 0.90 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPIB vs. SPLB — Risk / Return Rank

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

SPIB
SPIB Risk / Return Rank: 5050
Overall Rank
SPIB Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SPIB Sortino Ratio Rank: 5454
Sortino Ratio Rank
SPIB Omega Ratio Rank: 4949
Omega Ratio Rank
SPIB Calmar Ratio Rank: 4848
Calmar Ratio Rank
SPIB Martin Ratio Rank: 4848
Martin Ratio Rank

SPLB
SPLB Risk / Return Rank: 2323
Overall Rank
SPLB Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SPLB Sortino Ratio Rank: 2222
Sortino Ratio Rank
SPLB Omega Ratio Rank: 2121
Omega Ratio Rank
SPLB Calmar Ratio Rank: 2525
Calmar Ratio Rank
SPLB Martin Ratio Rank: 2323
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. SPLB - Risk-Adjusted Trends Comparison

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


SPIBSPLBDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.30

1.14

+0.16

Calmar ratioReturn relative to maximum drawdown

2.34

1.17

+1.17

Martin ratioReturn relative to average drawdown

7.83

2.84

+4.99

SPIB vs. SPLB - Sharpe Ratio Comparison

The current SPIB Sharpe Ratio is 1.66, which is higher than the SPLB Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of SPIB and SPLB, 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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Drawdowns

SPIB vs. SPLB - Drawdown Comparison

The maximum SPIB drawdown since its inception was -14.94%, smaller than the maximum SPLB drawdown of -34.46%. Use the drawdown chart below to compare losses from any high point for SPIB and SPLB.


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Drawdown Indicators


SPIBSPLBDifference

Max Drawdown

Largest peak-to-trough decline

-14.94%

-34.46%

+19.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-5.42%

+3.40%

Max Drawdown (3Y)

Largest decline over 3 years

-3.18%

-12.91%

+9.73%

Max Drawdown (5Y)

Largest decline over 5 years

-14.80%

-34.46%

+19.66%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

-34.46%

+19.52%

Current Drawdown

Current decline from peak

-0.78%

-14.23%

+13.45%

Average Drawdown

Average peak-to-trough decline

-1.90%

-8.02%

+6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

2.22%

-1.62%

Volatility

SPIB vs. SPLB - Volatility Comparison

The current volatility for SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) is 0.91%, while SPDR Portfolio Long Term Corporate Bond ETF (SPLB) has a volatility of 1.94%. This indicates that SPIB experiences smaller price fluctuations and is considered to be less risky than SPLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPIBSPLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

1.94%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.19%

5.92%

-3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

2.86%

7.96%

-5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.48%

12.69%

-8.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.60%

12.96%

-8.36%

SPIB vs. SPLB - Expense Ratio Comparison

Both SPIB and SPLB have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SPIB vs. SPLB - Dividend Comparison

SPIB's dividend yield for the trailing twelve months is around 4.46%, less than SPLB's 5.36% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
5.36%5.25%5.20%4.60%4.53%3.00%3.01%3.79%4.50%4.06%4.34%4.70%

Frequently Asked Questions


SPIB and SPLB have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPLB has higher volatility (1.94%) compared to SPIB (0.91%). In terms of maximum drawdown, SPIB dropped -14.94% vs SPLB's -34.46%.

On 10-year performance, SPIB leads with 2.79% vs 2.19% for SPLB. Both ETFs have the same 0.07% expense ratio. On volatility, SPIB has been the lower-risk option at 0.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPIB has performed better with a 2.79% return vs 2.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPIB and SPLB have the same expense ratio: 0.07% per year.

SPLB has the higher dividend yield at 5.36%, compared with 4.46% for SPIB.

SPIB tracks Bloomberg US Aggregate Credit - Corporate - Investment Grade - Intermediate, while SPLB tracks Bloomberg Barclays Long U.S. Corporate Index.

SPIB currently has the higher Sharpe Ratio (1.66 vs 0.80), 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 SPLB

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