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USIG vs. SPBO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USIG vs. SPBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Broad USD Investment Grade Corporate Bond ETF (USIG) and SPDR Portfolio Corporate Bond ETF (SPBO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USIG achieves a 0.71% return, which is significantly lower than SPBO's 0.80% return. Over the past 10 years, USIG has underperformed SPBO with an annualized return of 2.57%, while SPBO has yielded a comparatively higher 2.73% annualized return.


USIG

1D
-0.20%
1M
0.66%
YTD
0.71%
6M
0.83%
1Y
5.29%
3Y*
5.41%
5Y*
0.59%
10Y*
2.57%

SPBO

1D
-0.24%
1M
0.63%
YTD
0.80%
6M
0.97%
1Y
5.51%
3Y*
5.45%
5Y*
0.50%
10Y*
2.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USIG vs. SPBO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
0.71%7.86%2.56%8.71%-15.30%-1.34%9.44%13.99%-2.21%5.75%
SPBO
SPDR Portfolio Corporate Bond ETF
0.80%7.83%2.59%8.80%-15.68%-1.57%10.17%14.70%-1.79%5.47%

Correlation

The correlation between USIG and SPBO 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

0.99

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

0.98

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

0.90

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2011

0.73

Over the past year, USIG and SPBO have become more correlated (0.99) than their long-term average of 0.73, meaning their price movements have been converging.

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Return for Risk

USIG vs. SPBO — Risk / Return Rank

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

USIG
USIG Risk / Return Rank: 3838
Overall Rank
USIG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
USIG Sortino Ratio Rank: 3838
Sortino Ratio Rank
USIG Omega Ratio Rank: 3535
Omega Ratio Rank
USIG Calmar Ratio Rank: 3939
Calmar Ratio Rank
USIG Martin Ratio Rank: 3939
Martin Ratio Rank

SPBO
SPBO Risk / Return Rank: 3737
Overall Rank
SPBO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SPBO Sortino Ratio Rank: 3737
Sortino Ratio Rank
SPBO Omega Ratio Rank: 3434
Omega Ratio Rank
SPBO Calmar Ratio Rank: 4040
Calmar Ratio Rank
SPBO Martin Ratio Rank: 3939
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.

USIG vs. SPBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Broad USD Investment Grade Corporate Bond ETF (USIG) and SPDR Portfolio Corporate Bond ETF (SPBO). 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.


USIGSPBODifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.23

1.23

0.00

Calmar ratioReturn relative to maximum drawdown

1.90

1.93

-0.03

Martin ratioReturn relative to average drawdown

6.05

5.97

+0.08

USIG vs. SPBO - Sharpe Ratio Comparison

The current USIG Sharpe Ratio is 1.30, which is comparable to the SPBO Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of USIG and SPBO, 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

USIG vs. SPBO - Drawdown Comparison

The maximum USIG drawdown since its inception was -22.21%, roughly equal to the maximum SPBO drawdown of -22.23%. Use the drawdown chart below to compare losses from any high point for USIG and SPBO.


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Drawdown Indicators


USIGSPBODifference

Max Drawdown

Largest peak-to-trough decline

-22.21%

-22.23%

+0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-2.87%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-6.10%

-6.41%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-21.45%

-22.23%

+0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-21.45%

-22.23%

+0.78%

Current Drawdown

Current decline from peak

-0.81%

-0.80%

-0.01%

Average Drawdown

Average peak-to-trough decline

-3.41%

-4.03%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.92%

-0.04%

Volatility

USIG vs. SPBO - Volatility Comparison

iShares Broad USD Investment Grade Corporate Bond ETF (USIG) and SPDR Portfolio Corporate Bond ETF (SPBO) have volatilities of 1.14% and 1.17%, 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


USIGSPBODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.17%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

3.29%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

4.35%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.82%

7.18%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.83%

7.50%

-0.67%

USIG vs. SPBO - Expense Ratio Comparison

USIG has a 0.04% expense ratio, which is higher than SPBO's 0.03% 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

USIG vs. SPBO - Dividend Comparison

USIG's dividend yield for the trailing twelve months is around 4.73%, less than SPBO's 5.11% yield.


PositionTTM20252024202320222021202020192018201720162015
SPBO
SPDR Portfolio Corporate Bond ETF
5.11%5.09%5.28%4.73%3.54%2.42%2.75%3.46%3.60%3.15%3.35%3.07%
USIG
iShares Broad USD Investment Grade Corporate Bond ETF
4.73%4.62%4.51%3.94%3.14%2.33%2.82%3.37%3.44%3.03%2.87%3.24%

Frequently Asked Questions


With a correlation of 0.99, USIG and SPBO 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.

SPBO has higher volatility (1.17%) compared to USIG (1.14%). In terms of maximum drawdown, USIG dropped -22.21% vs SPBO's -22.23%.

On 10-year performance, SPBO leads with 2.73% vs 2.57% for USIG. On fees, SPBO is cheaper at 0.03% 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, SPBO has performed better with a 2.73% return vs 2.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPBO is cheaper with a 0.03% expense ratio, compared with 0.04% for USIG.

SPBO has the higher dividend yield at 5.11%, compared with 4.73% for USIG.

USIG tracks ICE BofA US Corporate, while SPBO tracks Bloomberg Barclays U.S. Corporate Bond Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.04% for USIG and 0.03% for SPBO.

USIG currently has the higher Sharpe Ratio (1.30 vs 1.27), 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.

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