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BIV vs. ISHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIV vs. ISHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Bond Index ETF (BIV) and iShares 1-3 Year International Treasury Bond ETF (ISHG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BIV achieves a -0.06% return, which is significantly higher than ISHG's -0.18% return. Over the past 10 years, BIV has outperformed ISHG with an annualized return of 1.89%, while ISHG has yielded a comparatively lower -0.14% annualized return.


BIV

1D
-0.13%
1M
0.92%
YTD
-0.06%
6M
0.31%
1Y
4.61%
3Y*
4.62%
5Y*
0.16%
10Y*
1.89%

ISHG

1D
0.06%
1M
-0.07%
YTD
-0.18%
6M
0.19%
1Y
1.37%
3Y*
4.08%
5Y*
-1.07%
10Y*
-0.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIV vs. ISHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.06%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%-0.19%3.65%
ISHG
iShares 1-3 Year International Treasury Bond ETF
-0.18%13.31%-4.16%3.76%-10.95%-7.05%7.47%-0.64%-3.54%10.91%

Correlation

The correlation between BIV and ISHG is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2009

0.24

Over the past year, BIV and ISHG have become more correlated (0.56) than their long-term average of 0.24, meaning their price movements have been converging.

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Return for Risk

BIV vs. ISHG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BIV
BIV Risk / Return Rank: 3232
Overall Rank
BIV Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3434
Sortino Ratio Rank
BIV Omega Ratio Rank: 3131
Omega Ratio Rank
BIV Calmar Ratio Rank: 3131
Calmar Ratio Rank
BIV Martin Ratio Rank: 3131
Martin Ratio Rank

ISHG
ISHG Risk / Return Rank: 1111
Overall Rank
ISHG Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ISHG Sortino Ratio Rank: 1111
Sortino Ratio Rank
ISHG Omega Ratio Rank: 1111
Omega Ratio Rank
ISHG Calmar Ratio Rank: 1212
Calmar Ratio Rank
ISHG Martin Ratio Rank: 1212
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.

BIV vs. ISHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Bond Index ETF (BIV) and iShares 1-3 Year International Treasury Bond ETF (ISHG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BIVISHGDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.19

1.03

+0.15

Calmar ratioReturn relative to maximum drawdown

1.36

0.20

+1.16

Martin ratioReturn relative to average drawdown

3.90

0.49

+3.42

BIV vs. ISHG - Sharpe Ratio Comparison

The current BIV Sharpe Ratio is 1.07, which is higher than the ISHG Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of BIV and ISHG, 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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Drawdowns

BIV vs. ISHG - Drawdown Comparison

The maximum BIV drawdown since its inception was -18.95%, smaller than the maximum ISHG drawdown of -37.24%. Use the drawdown chart below to compare losses from any high point for BIV and ISHG.


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Drawdown Indicators


BIVISHGDifference

Max Drawdown

Largest peak-to-trough decline

-18.95%

-37.24%

+18.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-5.02%

+1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-6.07%

-8.21%

+2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-18.74%

-22.91%

+4.17%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

-25.56%

+6.61%

Current Drawdown

Current decline from peak

-1.86%

-22.37%

+20.51%

Average Drawdown

Average peak-to-trough decline

-3.39%

-18.44%

+15.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

2.05%

-0.95%

Volatility

BIV vs. ISHG - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Bond Index ETF (BIV) is 1.45%, while iShares 1-3 Year International Treasury Bond ETF (ISHG) has a volatility of 1.67%. This indicates that BIV experiences smaller price fluctuations and is considered to be less risky than ISHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIVISHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.67%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

4.76%

-1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

4.03%

6.51%

-2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.41%

7.58%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

6.94%

-1.43%

BIV vs. ISHG - Expense Ratio Comparison

BIV has a 0.03% expense ratio, which is lower than ISHG's 0.35% expense ratio.


Dividends

BIV vs. ISHG - Dividend Comparison

BIV's dividend yield for the trailing twelve months is around 4.21%, more than ISHG's 1.45% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.21%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
ISHG
iShares 1-3 Year International Treasury Bond ETF
1.45%1.45%2.56%0.18%0.00%1.29%0.00%0.00%1.80%0.46%0.00%0.09%

Frequently Asked Questions


BIV and ISHG have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISHG has higher volatility (1.67%) compared to BIV (1.45%). In terms of maximum drawdown, BIV dropped -18.95% vs ISHG's -37.24%.

On 10-year performance, BIV leads with 1.89% vs -0.14% for ISHG. On fees, BIV is cheaper at 0.03% per year. On volatility, BIV has been the lower-risk option at 1.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BIV has performed better with a 1.89% return vs -0.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIV is cheaper with a 0.03% expense ratio, compared with 0.35% for ISHG.

BIV has the higher dividend yield at 4.21%, compared with 1.45% for ISHG.

BIV is categorized as Intermediate Core Bond, while ISHG is International Government Bonds. BIV tracks Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index, while ISHG tracks S&P/Citigroup International Treasury Bond Index Ex-US 1-3 Year. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for BIV and 0.35% for ISHG.

BIV currently has the higher Sharpe Ratio (1.07 vs 0.15), 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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