Data as of Oct 28, 2026.
GIGB vs IBDX: Differences, Returns & Fees
GIGB's duration was 6.5 years on Aug 31, 2026 and IBDX's 5.0 on Jul 31, 2026; GIGB charges 0.08% to IBDX's 0.10%.
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Net assets on Oct 27, 2026: $1.0bn for Goldman Sachs Access Investment Grade Corporate Bond ETF and $1.8bn for iShares iBonds Dec 2032 Term Corporate ETF.
Pair scorecard
GIGB costs 0.02 points a year less; their one-year returns differ by 0.7 points; IBDX is 1.8 times larger.
| Measure | GIGB | IBDX |
|---|---|---|
| Return | ||
| Total return, 1 year | −1.9% | −1.2% |
| Benchmark | ||
| What it tracks | FTSE Goldman Sachs Investment Grade Corporate Bond Index | Bloomberg December 2032 Maturity Corporate Index |
| Cost and size | ||
| Expense ratio | 0.08% | 0.10% |
| Net assets, as of Oct 27, 2026 | $1.0bn | $1.8bn |
| Holdings | ||
| Holdings in common | 4% | |
Holdings in common uses holdings dated Jul 31, 2026 and Aug 31, 2026. Method
Risk and return
Jul 8, 2022 to Oct 23, 2026 · 224 weekly returnsEach against its own benchmark: GIGB against AGG, Jun 16, 2017 to Oct 23, 2026; IBDX against IUSB, Jul 8, 2022 to Oct 23, 2026.
IBDX returned more: +18.0% to +14.8%. GIGB swung slightly less: 6.6% to 6.9%. GIGB fell slightly less at its worst: −10.9% to −11.9%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | GIGB | IBDX | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +14.8% | +18.0% | IBDX | Price change plus distributions, reinvested. |
| Annualized | +3.3% | +3.9% | IBDX | Total return as a yearly rate. |
| Price return | −4.1% | −3.9% | IBDX (slight) | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 6.6% | 6.9% | GIGB (slight) | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 4.7% | 4.8% | GIGB (slight) | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −10.9% | −11.9% | GIGB (slight) | Deepest fall from a high to the low after it. |
| Upside capture | 131.3% | 124.5% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 120.1% | 114.8% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 1.44 | 1.22 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 0.68 | 0.95 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | −0.16 | −0.06 | IBDX | Return above Treasury bills per unit of volatility. |
| Sortino | −0.22 | −0.08 | IBDX | Return above Treasury bills per unit of downside deviation. |
| Treynor | −0.001 | −0.003 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.30 | 0.33 | IBDX (slight) | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | AGG | IUSB | The ETF each fund is measured against. | |
| Alpha | +1.5% a year | +1.5% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | 0.86 | 1.92 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −1.9% to +4.9% | 0.0% to +3.0% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | 0.17 | 0.57 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 5.8% | 2.0% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 224 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, GIGB and IBDX hold 4% of their money in the same securities at the same weight. Holdings dated Jul 31, 2026 and Aug 31, 2026.
half
4% in common
Only in one fund ↓
Side by side
GIGB and IBDX on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
GIGB and IBDX are built for the same job. How do they differ in cost, holdings and results?
- What each follows. GIGB follows FTSE Goldman Sachs Investment Grade Corporate Bond Index and IBDX follows Bloomberg December 2032 Maturity Corporate Index.
- Holdings in common. 4% of the weight is in the same securities (holdings dated Aug 31, 2026 and Jul 31, 2026).
- Number of holdings. GIGB holds 2,619 positions and IBDX holds 435.
Data as of Oct 28, 2026.
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GIGB
GIGB tracks an index. Over the year to Oct 28, 2026 it returned −1.9% with distributions reinvested, against −1.4% for its benchmark, the Bloomberg U.S. Aggregate Bond Index. The prospectus expense ratio is 0.08% a year.
IBDX
IBDX tracks an index. Over the year to Oct 28, 2026 it returned −1.2% with distributions reinvested, against −1.2% for its benchmark, the Bloomberg U.S. Universal Index. The prospectus expense ratio is 0.10% a year.
Questions people ask
- Which returned more over the last year, GIGB or IBDX?
- In the year to Oct 28, 2026, with distributions reinvested, GIGB returned −1.9% and IBDX −1.2%.
- Which is cheaper, GIGB or IBDX?
- GIGB is cheaper, by 0.02 percentage points a year. That is about $2 on $10,000 held for a year. Fees come from each fund's prospectus.
Links are sources, not endorsements. A comparison is not a recommendation.
How this is computed
Overlap adds up the smaller of the two weights for each security both funds hold.
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ETFIQ, GIGB against IBDX, data as of Oct 28, 2026. https://etfiq.com/compare/any/gigb-vs-ibdx
ETFIQ. (Oct 28, 2026). GIGB against IBDX. Retrieved from https://etfiq.com/compare/any/gigb-vs-ibdx
[GIGB against IBDX (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/gigb-vs-ibdx)
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