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SPSB vs. SLQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPSB vs. SLQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Short Term Corporate Bond ETF (SPSB) and iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SPSB having a 0.87% return and SLQD slightly lower at 0.84%. Both investments have delivered pretty close results over the past 10 years, with SPSB having a 2.60% annualized return and SLQD not far ahead at 2.63%.


SPSB

1D
-0.10%
1M
0.16%
YTD
0.87%
6M
1.04%
1Y
3.98%
3Y*
5.31%
5Y*
2.73%
10Y*
2.60%

SLQD

1D
-0.10%
1M
0.22%
YTD
0.84%
6M
1.04%
1Y
4.09%
3Y*
5.38%
5Y*
2.54%
10Y*
2.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPSB vs. SLQD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
0.87%5.86%5.25%5.60%-3.31%-0.20%3.83%5.21%1.45%1.58%
SLQD
iShares 0-5 Year Investment Grade Corporate Bond ETF
0.84%6.27%4.94%5.98%-4.38%-0.61%4.76%6.09%1.09%2.12%

Correlation

The correlation between SPSB and SLQD is 0.92, 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

0.92

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

0.91

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

0.91

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

0.76

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2013

0.65

Over the past year, SPSB and SLQD have become more correlated (0.92) than their long-term average of 0.65, meaning their price movements have been converging.

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Return for Risk

SPSB vs. SLQD — Risk / Return Rank

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

SPSB
SPSB Risk / Return Rank: 9191
Overall Rank
SPSB Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SPSB Sortino Ratio Rank: 9494
Sortino Ratio Rank
SPSB Omega Ratio Rank: 9494
Omega Ratio Rank
SPSB Calmar Ratio Rank: 8686
Calmar Ratio Rank
SPSB Martin Ratio Rank: 9292
Martin Ratio Rank

SLQD
SLQD Risk / Return Rank: 8686
Overall Rank
SLQD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SLQD Sortino Ratio Rank: 9292
Sortino Ratio Rank
SLQD Omega Ratio Rank: 9090
Omega Ratio Rank
SLQD Calmar Ratio Rank: 7878
Calmar Ratio Rank
SLQD Martin Ratio Rank: 8686
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.

SPSB vs. SLQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Short Term Corporate Bond ETF (SPSB) and iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD). 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.


SPSBSLQDDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.64

1.55

+0.09

Calmar ratioReturn relative to maximum drawdown

4.58

3.86

+0.72

Martin ratioReturn relative to average drawdown

21.10

17.40

+3.70

SPSB vs. SLQD - Sharpe Ratio Comparison

The current SPSB Sharpe Ratio is 2.93, which is comparable to the SLQD Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of SPSB and SLQD, 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

SPSB vs. SLQD - Drawdown Comparison

The maximum SPSB drawdown since its inception was -11.75%, smaller than the maximum SLQD drawdown of -12.69%. Use the drawdown chart below to compare losses from any high point for SPSB and SLQD.


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Drawdown Indicators


SPSBSLQDDifference

Max Drawdown

Largest peak-to-trough decline

-11.75%

-12.69%

+0.94%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

-1.06%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-0.87%

-1.06%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-5.96%

-7.63%

+1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-11.75%

-12.69%

+0.94%

Current Drawdown

Current decline from peak

-0.20%

-0.22%

+0.02%

Average Drawdown

Average peak-to-trough decline

-0.54%

-0.87%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.19%

0.24%

-0.05%

Volatility

SPSB vs. SLQD - Volatility Comparison

The current volatility for SPDR Portfolio Short Term Corporate Bond ETF (SPSB) is 0.48%, while iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) has a volatility of 0.56%. This indicates that SPSB experiences smaller price fluctuations and is considered to be less risky than SLQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPSBSLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

0.56%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.01%

1.18%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

1.37%

1.53%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.99%

2.45%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.06%

3.13%

-0.07%

SPSB vs. SLQD - Expense Ratio Comparison

SPSB has a 0.07% expense ratio, which is higher than SLQD'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

SPSB vs. SLQD - Dividend Comparison

SPSB's dividend yield for the trailing twelve months is around 4.41%, more than SLQD's 4.32% yield.


PositionTTM20252024202320222021202020192018201720162015
SLQD
iShares 0-5 Year Investment Grade Corporate Bond ETF
4.32%4.15%3.71%2.99%2.00%1.67%2.34%2.89%2.55%1.98%1.81%1.43%
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
4.41%4.55%4.85%4.05%1.92%1.19%1.94%2.77%2.36%1.94%1.65%1.43%

Frequently Asked Questions


With a correlation of 0.92, SPSB and SLQD 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.

SLQD has higher volatility (0.56%) compared to SPSB (0.48%). In terms of maximum drawdown, SPSB dropped -11.75% vs SLQD's -12.69%.

On 10-year performance, SLQD leads with 2.63% vs 2.60% for SPSB. On fees, SLQD 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, SLQD has performed better with a 2.63% return vs 2.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SLQD is cheaper with a 0.06% expense ratio, compared with 0.07% for SPSB.

SPSB has the higher dividend yield at 4.41%, compared with 4.32% for SLQD.

SPSB tracks Bloomberg Barclays U.S. 1-3 Year Corporate Bond Index, while SLQD tracks Markit iBoxx USD Liquid Investment Grade 0-5 Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.07% for SPSB and 0.06% for SLQD.

SPSB currently has the higher Sharpe Ratio (2.93 vs 2.70), 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 SPSB and SLQD

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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