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BSV vs. ISTB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSV and ISTB is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

BSV vs. ISTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Bond ETF (BSV) and iShares Core 1-5 Year USD Bond ETF (ISTB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

BSV:

2.57%

ISTB:

3.08%

Max Drawdown

BSV:

-0.26%

ISTB:

-0.29%

Current Drawdown

BSV:

-0.22%

ISTB:

-0.23%

Returns By Period


BSV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

ISTB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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BSV vs. ISTB - Expense Ratio Comparison

BSV has a 0.04% expense ratio, which is lower than ISTB's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

BSV vs. ISTB — Risk-Adjusted Performance Rank

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

BSV
The Risk-Adjusted Performance Rank of BSV is 9696
Overall Rank
The Sharpe Ratio Rank of BSV is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of BSV is 9898
Sortino Ratio Rank
The Omega Ratio Rank of BSV is 9797
Omega Ratio Rank
The Calmar Ratio Rank of BSV is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BSV is 9494
Martin Ratio Rank

ISTB
The Risk-Adjusted Performance Rank of ISTB is 9797
Overall Rank
The Sharpe Ratio Rank of ISTB is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of ISTB is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ISTB is 9797
Omega Ratio Rank
The Calmar Ratio Rank of ISTB is 9696
Calmar Ratio Rank
The Martin Ratio Rank of ISTB is 9595
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.

BSV vs. ISTB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Bond ETF (BSV) and iShares Core 1-5 Year USD Bond ETF (ISTB). 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.



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Dividends

BSV vs. ISTB - Dividend Comparison

BSV's dividend yield for the trailing twelve months is around 3.56%, less than ISTB's 3.95% yield.


TTM20242023202220212020201920182017201620152014
BSV
Vanguard Short-Term Bond ETF
3.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISTB
iShares Core 1-5 Year USD Bond ETF
3.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BSV vs. ISTB - Drawdown Comparison

The maximum BSV drawdown since its inception was -0.26%, smaller than the maximum ISTB drawdown of -0.29%. Use the drawdown chart below to compare losses from any high point for BSV and ISTB. For additional features, visit the drawdowns tool.


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Volatility

BSV vs. ISTB - Volatility Comparison


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