I'm pretty sure SBCL compiles everything too. From "Compiler-only Implementation," section 2.3.3 (page 14) of the user manual (http://sbcl.org/manual/sbcl.pdf):

SBCL is essentially a compiler-only implementation of Common Lisp. That is, for all but a few special cases, eval creates a lambda expression, calls compile on the lambda expression to create a compiled function, and then calls funcall on the resulting function object. A more traditional interpreter is also available on default builds; it is usually only called internally. This is explicitly allowed by the ANSI standard, but leads to some oddities; e.g. at default settings, functionp and compiled-function-p are equivalent, and they collapse into the same function when SBCL is built without the interpreter.