PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares Core Total USD Bond Market ETF (IUSB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46434V6130

CUSIP

46434V613

Issuer

iShares

Inception Date

Jun 10, 2014

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Barclays U.S. Universal Index

Asset Class

Bond

Expense Ratio

IUSB has an expense ratio of 0.06%, which is considered low compared to other funds.


Expense ratio chart for IUSB: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
IUSB vs. AGG IUSB vs. BND IUSB vs. FBND IUSB vs. IAGG IUSB vs. ICSH IUSB vs. FLOT IUSB vs. IXUS IUSB vs. AGGU.L IUSB vs. NUSA IUSB vs. SPY
Popular comparisons:
IUSB vs. AGG IUSB vs. BND IUSB vs. FBND IUSB vs. IAGG IUSB vs. ICSH IUSB vs. FLOT IUSB vs. IXUS IUSB vs. AGGU.L IUSB vs. NUSA IUSB vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Core Total USD Bond Market ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
20.18%
207.28%
IUSB (iShares Core Total USD Bond Market ETF)
Benchmark (^GSPC)

Returns By Period

iShares Core Total USD Bond Market ETF had a return of 2.11% year-to-date (YTD) and 2.35% in the last 12 months. Over the past 10 years, iShares Core Total USD Bond Market ETF had an annualized return of 1.70%, while the S&P 500 had an annualized return of 11.06%, indicating that iShares Core Total USD Bond Market ETF did not perform as well as the benchmark.


IUSB

YTD

2.11%

1M

-0.16%

6M

1.76%

1Y

2.35%

5Y*

0.01%

10Y*

1.70%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of IUSB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.43%-1.76%0.90%-2.35%1.79%0.80%2.33%1.47%1.37%-2.38%1.16%2.11%
20233.34%-2.61%2.61%0.49%-1.09%-0.03%-0.04%-0.59%-2.40%-1.59%4.59%3.70%6.23%
2022-2.13%-1.27%-2.68%-3.86%0.59%-1.90%2.58%-2.79%-4.12%-1.12%4.34%-1.19%-13.04%
2021-0.59%-1.49%-0.98%0.78%0.21%0.83%0.98%-0.07%-0.94%-0.07%0.10%-0.07%-1.33%
20201.88%1.24%-1.85%1.78%1.53%0.84%1.62%-0.80%-0.09%-0.38%1.31%0.15%7.37%
20191.23%0.22%1.84%0.21%1.37%1.35%0.28%2.37%-0.45%0.25%0.00%0.13%9.13%
2018-0.88%-1.22%0.75%-0.88%0.51%-0.06%0.35%0.45%-0.46%-0.85%0.52%1.55%-0.27%
2017-0.08%0.86%0.17%0.92%0.63%0.00%0.50%0.84%-0.40%0.20%-0.18%0.30%3.82%
20160.74%1.03%1.34%0.64%0.09%2.04%0.96%-0.04%-0.12%-0.69%-2.36%0.36%4.00%
20152.18%-0.68%0.88%-0.44%-0.14%-1.04%0.13%0.11%0.02%0.29%-0.06%-0.78%0.42%
20140.35%-0.36%1.09%-0.68%1.18%0.43%-0.11%1.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IUSB is 25, meaning it’s performing worse than 75% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of IUSB is 2525
Overall Rank
The Sharpe Ratio Rank of IUSB is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of IUSB is 2626
Sortino Ratio Rank
The Omega Ratio Rank of IUSB is 2525
Omega Ratio Rank
The Calmar Ratio Rank of IUSB is 2121
Calmar Ratio Rank
The Martin Ratio Rank of IUSB is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Core Total USD Bond Market ETF (IUSB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for IUSB, currently valued at 0.46, compared to the broader market0.002.004.000.462.10
The chart of Sortino ratio for IUSB, currently valued at 0.69, compared to the broader market-2.000.002.004.006.008.0010.000.692.80
The chart of Omega ratio for IUSB, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.39
The chart of Calmar ratio for IUSB, currently valued at 0.21, compared to the broader market0.005.0010.0015.000.213.09
The chart of Martin ratio for IUSB, currently valued at 1.42, compared to the broader market0.0020.0040.0060.0080.00100.001.4213.49
IUSB
^GSPC

The current iShares Core Total USD Bond Market ETF Sharpe ratio is 0.46. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Core Total USD Bond Market ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.46
2.10
IUSB (iShares Core Total USD Bond Market ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Core Total USD Bond Market ETF provided a 4.04% dividend yield over the last twelve months, with an annual payout of $1.82 per share. The fund has been increasing its distributions for 2 consecutive years.


1.50%2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.502014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$1.82$1.60$1.13$0.92$1.34$1.58$1.47$1.30$1.31$0.97$0.70

Dividend yield

4.04%3.46%2.53%1.74%2.45%3.04%2.98%2.56%2.60%1.95%1.39%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Core Total USD Bond Market ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.13$0.15$0.15$0.15$0.15$0.15$0.16$0.16$0.15$0.16$0.32$1.82
2023$0.00$0.12$0.12$0.12$0.13$0.14$0.13$0.14$0.13$0.13$0.14$0.29$1.60
2022$0.00$0.07$0.07$0.09$0.09$0.09$0.09$0.10$0.10$0.10$0.10$0.23$1.13
2021$0.00$0.10$0.09$0.08$0.07$0.07$0.07$0.08$0.08$0.08$0.08$0.12$0.92
2020$0.00$0.13$0.13$0.13$0.12$0.11$0.12$0.11$0.11$0.12$0.12$0.15$1.34
2019$0.00$0.14$0.14$0.13$0.13$0.14$0.13$0.13$0.13$0.13$0.13$0.24$1.58
2018$0.00$0.12$0.12$0.12$0.12$0.13$0.12$0.13$0.12$0.13$0.14$0.22$1.47
2017$0.00$0.11$0.11$0.11$0.12$0.12$0.12$0.12$0.12$0.12$0.11$0.14$1.30
2016$0.00$0.11$0.11$0.11$0.11$0.10$0.11$0.12$0.11$0.10$0.11$0.22$1.31
2015$0.00$0.08$0.07$0.10$0.09$0.10$0.10$0.09$0.08$0.07$0.07$0.12$0.97
2014$0.12$0.07$0.08$0.08$0.35$0.70

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.02%
-2.62%
IUSB (iShares Core Total USD Bond Market ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Core Total USD Bond Market ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Core Total USD Bond Market ETF was 17.98%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current iShares Core Total USD Bond Market ETF drawdown is 7.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.98%Aug 5, 2020558Oct 20, 2022
-9.9%Mar 9, 20209Mar 19, 202057Jun 10, 202066
-4.01%Sep 8, 201670Dec 15, 2016149Jul 21, 2017219
-3.26%Sep 8, 2017173May 16, 2018177Jan 30, 2019350
-2.58%Apr 27, 201532Jun 10, 2015192Mar 16, 2016224

Volatility

Volatility Chart

The current iShares Core Total USD Bond Market ETF volatility is 1.55%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.55%
3.79%
IUSB (iShares Core Total USD Bond Market ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab