USIG vs. VTC
Compare and contrast key facts about iShares Broad USD Investment Grade Corporate Bond ETF (USIG) and Vanguard Total Corporate Bond ETF (VTC).
USIG and VTC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USIG is a passively managed fund by iShares that tracks the performance of the ICE BofA US Corporate. It was launched on Jan 5, 2007. VTC is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Barclays U.S. Corporate Bond Index. It was launched on Nov 7, 2017. Both USIG and VTC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USIG or VTC.
Performance
USIG vs. VTC - Performance Comparison
Returns By Period
In the year-to-date period, USIG achieves a 2.85% return, which is significantly higher than VTC's 2.47% return.
USIG
2.85%
-2.00%
3.46%
8.92%
0.68%
2.45%
VTC
2.47%
-2.15%
3.43%
8.71%
0.46%
N/A
Key characteristics
| USIG | VTC | |
|---|---|---|
| Sharpe Ratio | 1.67 | 1.55 |
| Sortino Ratio | 2.46 | 2.30 |
| Omega Ratio | 1.29 | 1.27 |
| Calmar Ratio | 0.67 | 0.62 |
| Martin Ratio | 6.80 | 5.92 |
| Ulcer Index | 1.43% | 1.60% |
| Daily Std Dev | 5.79% | 6.09% |
| Max Drawdown | -22.21% | -22.05% |
| Current Drawdown | -6.92% | -7.83% |
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USIG vs. VTC - Expense Ratio Comparison
Both USIG and VTC have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between USIG and VTC is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
USIG vs. VTC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Broad USD Investment Grade Corporate Bond ETF (USIG) and Vanguard Total Corporate Bond ETF (VTC). 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.
Dividends
USIG vs. VTC - Dividend Comparison
USIG's dividend yield for the trailing twelve months is around 4.39%, which matches VTC's 4.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USIG iShares Broad USD Investment Grade Corporate Bond ETF | 4.39% | 3.94% | 3.14% | 2.33% | 2.82% | 3.37% | 3.44% | 3.03% | 3.13% | 3.24% | 3.32% | 3.53% |
VTC Vanguard Total Corporate Bond ETF | 4.35% | 3.81% | 3.13% | 2.36% | 2.69% | 3.34% | 3.54% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
USIG vs. VTC - Drawdown Comparison
The maximum USIG drawdown since its inception was -22.21%, roughly equal to the maximum VTC drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for USIG and VTC. For additional features, visit the drawdowns tool.
Volatility
USIG vs. VTC - Volatility Comparison
The current volatility for iShares Broad USD Investment Grade Corporate Bond ETF (USIG) is 1.84%, while Vanguard Total Corporate Bond ETF (VTC) has a volatility of 1.94%. This indicates that USIG experiences smaller price fluctuations and is considered to be less risky than VTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.