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BOND vs. IUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOND vs. IUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Active Bond ETF (BOND) and iShares Core Universal USD Bond ETF (IUSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BOND achieves a 0.66% return, which is significantly higher than IUSB's 0.56% return. Over the past 10 years, BOND has outperformed IUSB with an annualized return of 2.21%, while IUSB has yielded a comparatively lower 1.97% annualized return.


BOND

1D
0.19%
1M
0.35%
YTD
0.66%
6M
0.84%
1Y
6.19%
3Y*
5.08%
5Y*
0.54%
10Y*
2.21%

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)

BOND vs. IUSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOND
PIMCO Active Bond ETF
0.66%8.39%2.77%6.48%-14.57%-0.77%7.80%8.54%0.08%4.76%
IUSB
iShares Core Universal USD Bond ETF
0.56%7.38%2.11%6.23%-13.04%-1.33%7.62%9.13%-0.27%3.82%

Correlation

The correlation between BOND and IUSB is 0.97 - 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

0.97

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

0.96

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

0.93

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

0.86

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2014

0.81

The correlation between BOND and IUSB shifts across timeframes, from 0.81 (all time) to 0.97 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BOND vs. IUSB — Risk / Return Rank

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

BOND
BOND Risk / Return Rank: 4545
Overall Rank
BOND Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BOND Sortino Ratio Rank: 4848
Sortino Ratio Rank
BOND Omega Ratio Rank: 4646
Omega Ratio Rank
BOND Calmar Ratio Rank: 4242
Calmar Ratio Rank
BOND Martin Ratio Rank: 4242
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.

BOND vs. IUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Active Bond ETF (BOND) 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.


BONDIUSBDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratioReturn relative to maximum drawdown

2.06

2.01

+0.05

Martin ratioReturn relative to average drawdown

6.56

6.08

+0.48

BOND vs. IUSB - Sharpe Ratio Comparison

The current BOND Sharpe Ratio is 1.58, which is comparable to the IUSB Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of BOND 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


BONDIUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.42

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.08

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.39

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.46

+0.17

Drawdowns

BOND vs. IUSB - Drawdown Comparison

The maximum BOND drawdown since its inception was -19.71%, which is greater than IUSB's maximum drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for BOND and IUSB.


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Drawdown Indicators


BONDIUSBDifference

Max Drawdown

Largest peak-to-trough decline

-19.71%

-17.90%

-1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-2.53%

-0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-6.12%

-5.82%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-19.71%

-17.87%

-1.84%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

-17.90%

-1.81%

Current Drawdown

Current decline from peak

-1.39%

-1.20%

-0.19%

Average Drawdown

Average peak-to-trough decline

-3.50%

-3.59%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.83%

+0.12%

Volatility

BOND vs. IUSB - Volatility Comparison

PIMCO Active Bond ETF (BOND) has a higher volatility of 1.41% compared to iShares Core Universal USD Bond ETF (IUSB) at 1.24%. This indicates that BOND's price experiences larger fluctuations and is considered to be riskier 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


BONDIUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.24%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

2.62%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

3.62%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.76%

5.79%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.09%

5.04%

+0.05%

BOND vs. IUSB - Expense Ratio Comparison

BOND has a 0.54% expense ratio, which is higher than IUSB's 0.06% expense ratio.


Dividends

BOND vs. IUSB - Dividend Comparison

BOND's dividend yield for the trailing twelve months is around 5.18%, more than IUSB's 4.23% yield.


PositionTTM20252024202320222021202020192018201720162015
BOND
PIMCO Active Bond ETF
5.18%5.11%5.02%4.06%3.44%2.58%2.66%3.38%3.18%2.87%2.85%4.14%
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


With a correlation of 0.97, BOND and IUSB 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.

BOND has higher volatility (1.41%) compared to IUSB (1.24%). In terms of maximum drawdown, BOND dropped -19.71% vs IUSB's -17.90%.

On 10-year performance, BOND leads with 2.21% vs 1.97% for IUSB. On fees, IUSB is cheaper at 0.06% per year. On volatility, IUSB has been the lower-risk option at 1.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BOND has performed better with a 2.21% return vs 1.97%. 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 0.54% for BOND.

BOND has the higher dividend yield at 5.18%, compared with 4.23% for IUSB.

They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.54% for BOND and 0.06% for IUSB.

BOND currently has the higher Sharpe Ratio (1.58 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.

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