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SPLB vs. IGLB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPLB vs. IGLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Long Term Corporate Bond ETF (SPLB) and iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPLB achieves a 1.28% return, which is significantly higher than IGLB's 1.19% return. Both investments have delivered pretty close results over the past 10 years, with SPLB having a 2.19% annualized return and IGLB not far ahead at 2.20%.


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%

IGLB

1D
-0.42%
1M
1.36%
YTD
1.19%
6M
1.21%
1Y
6.56%
3Y*
4.26%
5Y*
-2.01%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPLB vs. IGLB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
1.19%7.53%-1.50%11.03%-25.38%-1.68%13.30%23.19%-6.90%12.15%

Correlation

The correlation between SPLB and IGLB 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

1.00

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

0.99

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

0.97

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2009

0.88

The correlation between SPLB and IGLB shifts across timeframes, from 0.88 (all time) to 1.00 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPLB vs. IGLB — Risk / Return Rank

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

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

IGLB
IGLB Risk / Return Rank: 2424
Overall Rank
IGLB Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IGLB Sortino Ratio Rank: 2323
Sortino Ratio Rank
IGLB Omega Ratio Rank: 2222
Omega Ratio Rank
IGLB Calmar Ratio Rank: 2727
Calmar Ratio Rank
IGLB Martin Ratio Rank: 2525
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.

SPLB vs. IGLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Long Term Corporate Bond ETF (SPLB) and iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB). 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.


SPLBIGLBDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.14

1.15

-0.01

Calmar ratioReturn relative to maximum drawdown

1.17

1.27

-0.10

Martin ratioReturn relative to average drawdown

2.84

3.13

-0.29

SPLB vs. IGLB - Sharpe Ratio Comparison

The current SPLB Sharpe Ratio is 0.80, which is comparable to the IGLB Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of SPLB and IGLB, 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

SPLB vs. IGLB - Drawdown Comparison

The maximum SPLB drawdown since its inception was -34.46%, roughly equal to the maximum IGLB drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for SPLB and IGLB.


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Drawdown Indicators


SPLBIGLBDifference

Max Drawdown

Largest peak-to-trough decline

-34.46%

-34.12%

-0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-5.42%

-5.19%

-0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-12.91%

-12.87%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-34.46%

-34.12%

-0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-34.46%

-34.12%

-0.34%

Current Drawdown

Current decline from peak

-14.23%

-13.41%

-0.82%

Average Drawdown

Average peak-to-trough decline

-8.02%

-8.12%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.10%

+0.12%

Volatility

SPLB vs. IGLB - Volatility Comparison

SPDR Portfolio Long Term Corporate Bond ETF (SPLB) and iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) have volatilities of 1.94% and 1.89%, 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.


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Volatility by Period


SPLBIGLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

1.89%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

5.92%

5.80%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

7.96%

7.76%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.69%

12.38%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.96%

12.55%

+0.41%

SPLB vs. IGLB - Expense Ratio Comparison

SPLB has a 0.07% expense ratio, which is higher than IGLB'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

SPLB vs. IGLB - Dividend Comparison

SPLB's dividend yield for the trailing twelve months is around 5.36%, more than IGLB's 5.24% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
5.24%5.14%5.10%4.59%4.56%3.16%3.22%3.73%4.56%3.94%4.21%4.58%
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


With a correlation of 0.99, SPLB and IGLB 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.

SPLB has higher volatility (1.94%) compared to IGLB (1.89%). In terms of maximum drawdown, SPLB dropped -34.46% vs IGLB's -34.12%.

On 10-year performance, IGLB leads with 2.20% vs 2.19% for SPLB. On fees, IGLB is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IGLB has performed better with a 2.20% return vs 2.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGLB is cheaper with a 0.06% expense ratio, compared with 0.07% for SPLB.

SPLB has the higher dividend yield at 5.36%, compared with 5.24% for IGLB.

SPLB tracks Bloomberg Barclays Long U.S. Corporate Index, while IGLB tracks ICE BofAML10+ Year US Corporate Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.07% for SPLB and 0.06% for IGLB.

IGLB currently has the higher Sharpe Ratio (0.85 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 SPLB and IGLB

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

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