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BYLD vs. BOND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BYLD vs. BOND - Performance Comparison

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

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BYLD vs. BOND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BYLD
iShares Yield Optimized Bond ETF
-0.20%8.41%4.17%8.30%-10.33%-1.25%4.25%12.79%-1.50%4.75%
BOND
PIMCO Active Bond ETF
-0.02%8.39%2.77%6.48%-14.57%-0.77%7.80%8.54%0.08%4.76%

Returns By Period

In the year-to-date period, BYLD achieves a -0.20% return, which is significantly lower than BOND's -0.02% return. Over the past 10 years, BYLD has outperformed BOND with an annualized return of 3.00%, while BOND has yielded a comparatively lower 2.24% annualized return.


BYLD

1D
0.54%
1M
-1.76%
YTD
-0.20%
6M
0.93%
1Y
5.97%
3Y*
6.04%
5Y*
2.16%
10Y*
3.00%

BOND

1D
0.25%
1M
-2.06%
YTD
-0.02%
6M
1.43%
1Y
5.07%
3Y*
4.76%
5Y*
0.62%
10Y*
2.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BYLD vs. BOND - Expense Ratio Comparison

BYLD has a 0.17% expense ratio, which is lower than BOND's 0.54% expense ratio.


Return for Risk

BYLD vs. BOND — Risk / Return Rank

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

BYLD
BYLD Risk / Return Rank: 7676
Overall Rank
BYLD Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BYLD Sortino Ratio Rank: 7474
Sortino Ratio Rank
BYLD Omega Ratio Rank: 7070
Omega Ratio Rank
BYLD Calmar Ratio Rank: 8181
Calmar Ratio Rank
BYLD Martin Ratio Rank: 7979
Martin Ratio Rank

BOND
BOND Risk / Return Rank: 6060
Overall Rank
BOND Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BOND Sortino Ratio Rank: 6262
Sortino Ratio Rank
BOND Omega Ratio Rank: 5656
Omega Ratio Rank
BOND Calmar Ratio Rank: 6666
Calmar Ratio Rank
BOND Martin Ratio Rank: 5252
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.

BYLD vs. BOND - Risk-Adjusted Trends Comparison

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


BYLDBONDDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.08

+0.22

Sortino ratio

Return per unit of downside risk

1.83

1.51

+0.32

Omega ratio

Gain probability vs. loss probability

1.26

1.20

+0.06

Calmar ratio

Return relative to maximum drawdown

2.22

1.58

+0.64

Martin ratio

Return relative to average drawdown

8.14

4.65

+3.49

BYLD vs. BOND - Sharpe Ratio Comparison

The current BYLD Sharpe Ratio is 1.30, which is comparable to the BOND Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of BYLD and BOND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BYLDBONDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.08

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.11

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.44

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.63

-0.08

Correlation

The correlation between BYLD and BOND is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BYLD vs. BOND - Dividend Comparison

BYLD's dividend yield for the trailing twelve months is around 5.36%, more than BOND's 5.18% yield.


TTM20252024202320222021202020192018201720162015
BYLD
iShares Yield Optimized Bond ETF
5.36%5.32%5.31%4.45%3.39%2.18%3.41%3.67%4.22%3.22%3.14%3.37%
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%

Drawdowns

BYLD vs. BOND - Drawdown Comparison

The maximum BYLD drawdown since its inception was -14.75%, smaller than the maximum BOND drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for BYLD and BOND.


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Drawdown Indicators


BYLDBONDDifference

Max Drawdown

Largest peak-to-trough decline

-14.75%

-19.71%

+4.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-3.29%

+0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-14.65%

-19.71%

+5.06%

Max Drawdown (10Y)

Largest decline over 10 years

-14.75%

-19.71%

+4.96%

Current Drawdown

Current decline from peak

-1.76%

-2.06%

+0.30%

Average Drawdown

Average peak-to-trough decline

-2.54%

-3.53%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

1.12%

-0.38%

Volatility

BYLD vs. BOND - Volatility Comparison

iShares Yield Optimized Bond ETF (BYLD) has a higher volatility of 1.98% compared to PIMCO Active Bond ETF (BOND) at 1.82%. This indicates that BYLD's price experiences larger fluctuations and is considered to be riskier than BOND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BYLDBONDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.98%

1.82%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

2.70%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

4.72%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.16%

5.73%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.43%

5.07%

+0.36%