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BBBS vs. IUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BBBS vs. IUSB

Last updated Jun 5, 2026

BBBS (Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF) and IUSB (iShares Core Universal USD Bond ETF) are both exchange-traded funds - BBBS is a Short-Term Bond fund tracking the Bloomberg U.S. Corporate BBB 1-5 Year Index, while IUSB is a Intermediate Core-Plus Bond fund tracking the Bloomberg U.S. Universal Index. Both are passively managed. Over the past year, BBBS returned 4.44% vs 5.05% for IUSB. Their correlation of 0.88 suggests significant overlap in exposure. BBBS charges 0.19%/yr vs 0.06%/yr for IUSB.

Performance

BBBS vs. IUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) and iShares Core Universal USD Bond ETF (IUSB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BBBS achieves a 0.77% return, which is significantly higher than IUSB's 0.56% return.

BBBS

1D
0.02%
1M
0.23%
YTD
0.77%
6M
1.23%
1Y
4.44%
3Y*
—
5Y*
—
10Y*
—

IUSB

1D
0.13%
1M
0.26%
YTD
0.56%
6M
0.63%
1Y
5.05%
3Y*
4.56%
5Y*
0.47%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBBS vs. IUSB - Yearly Performance Comparison

2026 (YTD)20252024
BBBS
Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF		0.77%6.67%4.96%
IUSB
iShares Core Universal USD Bond ETF		0.56%7.38%3.05%

Correlation

The correlation between BBBS and IUSB is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2024

0.88

The correlation between BBBS and IUSB has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.

BBBS vs. IUSB - Sectors Allocation Comparison

Sectors
BBBS
IUSB

Healthcare

1.0%

-

Communication Services

0.2%

-

Financial Services

0.2%

-

Consumer Defensive

0.1%

-

Basic Materials

-

-

Consumer Cyclical

-

-

Energy

-

100.0%

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Healthcare

BBBS
1.0%
IUSB

-

Communication Services

BBBS
0.2%
IUSB

-

Financial Services

BBBS
0.2%
IUSB

-

Consumer Defensive

BBBS
0.1%
IUSB

-

Basic Materials

BBBS

-

IUSB

-

Consumer Cyclical

BBBS

-

IUSB

-

Energy

BBBS

-

IUSB
100.0%

Industrials

BBBS

-

IUSB

-

Real Estate

BBBS

-

IUSB

-

Technology

BBBS

-

IUSB

-

Utilities

BBBS

-

IUSB

-

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Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF

iShares Core Universal USD Bond ETF

Often compared with BBBS:
BBBS vs. CGSDBBBS vs. BBDD.LBBBS vs. VUSBBBBS vs. PCMNXBBBS vs. VCSHBBBS vs. FLRNBBBS vs. JPST
Often compared with IUSB:
IUSB vs. BNDIUSB vs. AGGIUSB vs. FBNDIUSB vs. IAGGIUSB vs. ICSHIUSB vs. IXUSIUSB vs. FLOT

Return for Risk

BBBS vs. IUSB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BBBS
BBBS Risk / Return Rank: 7474
Overall Rank
BBBS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BBBS Sortino Ratio Rank: 8484
Sortino Ratio Rank
BBBS Omega Ratio Rank: 8181
Omega Ratio Rank
BBBS Calmar Ratio Rank: 6363
Calmar Ratio Rank
BBBS Martin Ratio Rank: 6969
Martin Ratio Rank
IUSB
IUSB Risk / Return Rank: 4141
Overall Rank
IUSB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 4343
Sortino Ratio Rank
IUSB Omega Ratio Rank: 3939
Omega Ratio Rank
IUSB Calmar Ratio Rank: 4141
Calmar Ratio Rank
IUSB 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.

BBBS vs. IUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) and iShares Core Universal USD Bond ETF (IUSB). 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.

BBBSIUSBDifference
Sharpe ratioReturn per unit of total volatility
2.40
1.42

+0.98

Sortino ratioReturn per unit of downside risk
3.73
2.11

+1.63

Omega ratioGain probability vs. loss probability

1.48

1.25

+0.23

Calmar ratioReturn relative to maximum drawdown

3.08

2.01

+1.07

Martin ratioReturn relative to average drawdown

12.59

6.08

+6.51

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBBS vs. IUSB - Sharpe Ratio Comparison

The current BBBS Sharpe Ratio is 2.40, which is higher than the IUSB Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of BBBS and IUSB, 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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Sharpe Ratios by Period

BBBSIUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

1.42

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.08

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.39

—

Sharpe Ratio (All Time)

Calculated using the full available price history

2.37

0.46

+1.90

Drawdowns

BBBS vs. IUSB - Drawdown Comparison

The maximum BBBS drawdown since its inception was -1.45%, smaller than the maximum IUSB drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for BBBS and IUSB.

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Drawdown Indicators

BBBSIUSBDifference

Max Drawdown

Largest peak-to-trough decline

-1.45%

-17.90%

+16.45%

Max Drawdown (1Y)

Largest decline over 1 year

-1.45%

-2.53%

+1.08%

Max Drawdown (3Y)

Largest decline over 3 years

—

-5.82%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-17.87%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-17.90%

—

Current Drawdown

Current decline from peak

-0.20%

-1.20%

+1.00%

Average Drawdown

Average peak-to-trough decline

-0.28%

-3.59%

+3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.83%

-0.48%

Volatility

BBBS vs. IUSB - Volatility Comparison

The current volatility for Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) is 0.49%, while iShares Core Universal USD Bond ETF (IUSB) has a volatility of 1.24%. This indicates that BBBS experiences smaller price fluctuations and is considered to be less risky than IUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BBBSIUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

1.24%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

2.62%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

3.62%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.23%

5.79%

-3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.23%

5.04%

-2.81%

BBBS vs. IUSB - Expense Ratio Comparison

BBBS has a 0.19% expense ratio, which is higher than IUSB's 0.06% 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

BBBS vs. IUSB - Dividend Comparison

BBBS's dividend yield for the trailing twelve months is around 4.58%, more than IUSB's 4.23% yield.

PositionTTM20252024202320222021202020192018201720162015
BBBS
Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF		4.58%4.55%4.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUSB
iShares Core Universal USD Bond ETF		4.23%4.17%4.04%3.46%2.53%1.74%2.68%3.04%2.98%2.56%2.60%1.95%

Frequently Asked Questions

BBBS and IUSB have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IUSB has higher volatility (1.24%) compared to BBBS (0.49%). In terms of maximum drawdown, BBBS dropped -1.45% vs IUSB's -17.90%.

On 1-year performance, IUSB leads with 5.05% vs 4.44% for BBBS. On fees, IUSB is cheaper at 0.06% per year. On volatility, BBBS has been the lower-risk option at 0.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IUSB has performed better with a 5.05% return vs 4.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSB is cheaper with a 0.06% expense ratio, compared with 0.19% for BBBS.

BBBS has the higher dividend yield at 4.58%, compared with 4.23% for IUSB.

BBBS is categorized as Short-Term Bond, while IUSB is Intermediate Core-Plus Bond. BBBS tracks Bloomberg U.S. Corporate BBB 1-5 Year Index, while IUSB tracks Bloomberg U.S. Universal Index. They also come from different issuers: BondBloxx and iShares. Their fees differ too: 0.19% for BBBS and 0.06% for IUSB.

BBBS currently has the higher Sharpe Ratio (2.40 vs 1.42), 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.

Portfolio Optimizer

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