BLTD vs. ILTB
BLTD (Bluemonte Long Term Bond ETF) and ILTB (iShares Core 10+ Year USD Bond ETF) are both Long-Term Bond funds. Over the past year, BLTD returned 4.79% vs 6.12% for ILTB. With a 0.98 correlation, they move nearly in lockstep. BLTD charges 0.23%/yr vs 0.06%/yr for ILTB.
Performance
BLTD vs. ILTB - Performance Comparison
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Returns By Period
In the year-to-date period, BLTD achieves a 0.84% return, which is significantly lower than ILTB's 1.02% return.
BLTD
- 1D
- 0.18%
- 1M
- 1.46%
- YTD
- 0.84%
- 6M
- 0.77%
- 1Y
- 4.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ILTB
- 1D
- 0.06%
- 1M
- 1.83%
- YTD
- 1.02%
- 6M
- 0.91%
- 1Y
- 6.12%
- 3Y*
- 2.68%
- 5Y*
- -3.22%
- 10Y*
- 1.23%
BLTD vs. ILTB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BLTD Bluemonte Long Term Bond ETF | 0.84% | 3.76% |
ILTB iShares Core 10+ Year USD Bond ETF | 1.02% | 5.28% |
Correlation
The correlation between BLTD and ILTB is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.98 |
The correlation between BLTD and ILTB has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.
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Return for Risk
BLTD vs. ILTB — Risk / Return Rank
BLTD
ILTB
BLTD vs. ILTB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bluemonte Long Term Bond ETF (BLTD) and iShares Core 10+ Year USD Bond ETF (ILTB). 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.
| BLTD | ILTB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.14 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.13 | -0.13 |
| Martin ratioReturn relative to average drawdown | 2.48 | 2.79 | -0.32 |
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Drawdowns
BLTD vs. ILTB - Drawdown Comparison
The maximum BLTD drawdown since its inception was -4.80%, smaller than the maximum ILTB drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for BLTD and ILTB.
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Drawdown Indicators
| BLTD | ILTB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.80% | -36.88% | +32.08% |
Max Drawdown (1Y)Largest decline over 1 year | -4.80% | -5.42% | +0.62% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.60% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.22% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.88% | — |
Current DrawdownCurrent decline from peak | -1.92% | -20.72% | +18.80% |
Average DrawdownAverage peak-to-trough decline | -1.60% | -9.95% | +8.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.19% | -0.25% |
Volatility
BLTD vs. ILTB - Volatility Comparison
The current volatility for Bluemonte Long Term Bond ETF (BLTD) is 1.70%, while iShares Core 10+ Year USD Bond ETF (ILTB) has a volatility of 1.89%. This indicates that BLTD experiences smaller price fluctuations and is considered to be less risky than ILTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BLTD | ILTB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 1.89% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 5.04% | 5.68% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.82% | 7.72% | -0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.82% | 12.61% | -5.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.82% | 11.56% | -4.74% |
BLTD vs. ILTB - Expense Ratio Comparison
BLTD has a 0.23% expense ratio, which is higher than ILTB'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
BLTD vs. ILTB - Dividend Comparison
BLTD's dividend yield for the trailing twelve months is around 3.91%, less than ILTB's 4.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLTD Bluemonte Long Term Bond ETF | 3.91% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ILTB iShares Core 10+ Year USD Bond ETF | 4.92% | 4.83% | 4.91% | 4.38% | 4.31% | 3.04% | 3.32% | 3.45% | 4.13% | 3.97% | 3.99% | 4.20% |
Frequently Asked Questions
With a correlation of 0.98, BLTD and ILTB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
ILTB has higher volatility (1.89%) compared to BLTD (1.70%). In terms of maximum drawdown, BLTD dropped -4.80% vs ILTB's -36.88%.
On 1-year performance, ILTB leads with 6.12% vs 4.79% for BLTD. On fees, ILTB is cheaper at 0.06% per year. On volatility, BLTD has been the lower-risk option at 1.70%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ILTB has performed better with a 6.12% return vs 4.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ILTB is cheaper with a 0.06% expense ratio, compared with 0.23% for BLTD.
ILTB has the higher dividend yield at 4.92%, compared with 3.91% for BLTD.
They also come from different issuers: Bluemonte and iShares. Their fees differ too: 0.23% for BLTD and 0.06% for ILTB.
ILTB currently has the higher Sharpe Ratio (0.80 vs 0.70), 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.
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