DBND vs. FIBR
DBND (DoubleLine Opportunistic Bond ETF) and FIBR (iShares U.S. Fixed Income Balanced Risk Systematic ETF) are both Intermediate Core-Plus Bond funds - DBND tracks the Bloomberg US Aggregate Bond Index while FIBR tracks the Bloomberg U.S. Fixed Income Balanced Risk Index. Both are passively managed. Over the past 3 years, DBND returned 4.50%/yr vs 6.70%/yr for FIBR. A 0.78 correlation means they provide meaningful diversification when combined. DBND charges 0.50%/yr vs 0.25%/yr for FIBR.
Performance
DBND vs. FIBR - Performance Comparison
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Returns By Period
In the year-to-date period, DBND achieves a -0.21% return, which is significantly lower than FIBR's 0.06% return.
DBND
- 1D
- -0.11%
- 1M
- 0.03%
- YTD
- -0.21%
- 6M
- -0.07%
- 1Y
- 4.85%
- 3Y*
- 4.50%
- 5Y*
- —
- 10Y*
- —
FIBR
- 1D
- -0.27%
- 1M
- 0.22%
- YTD
- 0.06%
- 6M
- -0.05%
- 1Y
- 5.34%
- 3Y*
- 6.70%
- 5Y*
- 1.54%
- 10Y*
- 2.28%
DBND vs. FIBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DBND DoubleLine Opportunistic Bond ETF | -0.21% | 7.41% | 3.06% | 6.33% | -5.93% |
FIBR iShares U.S. Fixed Income Balanced Risk Systematic ETF | 0.06% | 8.32% | 6.04% | 8.22% | -6.21% |
Correlation
The correlation between DBND and FIBR is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 6, 2022 | 0.78 |
The correlation between DBND and FIBR has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.
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Return for Risk
DBND vs. FIBR — Risk / Return Rank
DBND
FIBR
DBND vs. FIBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Opportunistic Bond ETF (DBND) and iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR). 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.
| DBND | FIBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.26 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.79 | -0.08 |
| Martin ratioReturn relative to average drawdown | 5.10 | 5.50 | -0.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBND | FIBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.41 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.27 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.50 | -0.02 |
Drawdowns
DBND vs. FIBR - Drawdown Comparison
The maximum DBND drawdown since its inception was -9.39%, smaller than the maximum FIBR drawdown of -18.47%. Use the drawdown chart below to compare losses from any high point for DBND and FIBR.
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Drawdown Indicators
| DBND | FIBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.39% | -18.47% | +9.08% |
Max Drawdown (1Y)Largest decline over 1 year | -2.83% | -2.99% | +0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -6.25% | -3.08% | -3.17% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.47% | — |
Current DrawdownCurrent decline from peak | -1.80% | -1.79% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -2.27% | -3.27% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.97% | -0.02% |
Volatility
DBND vs. FIBR - Volatility Comparison
The current volatility for DoubleLine Opportunistic Bond ETF (DBND) is 1.07%, while iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR) has a volatility of 1.40%. This indicates that DBND experiences smaller price fluctuations and is considered to be less risky than FIBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBND | FIBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 1.40% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 2.33% | 3.10% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.30% | 3.80% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.09% | 5.63% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.09% | 4.95% | +0.14% |
DBND vs. FIBR - Expense Ratio Comparison
DBND has a 0.50% expense ratio, which is higher than FIBR's 0.25% expense ratio.
Dividends
DBND vs. FIBR - Dividend Comparison
DBND's dividend yield for the trailing twelve months is around 4.79%, more than FIBR's 4.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBND DoubleLine Opportunistic Bond ETF | 4.79% | 4.78% | 5.19% | 4.39% | 2.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FIBR iShares U.S. Fixed Income Balanced Risk Systematic ETF | 4.62% | 4.78% | 5.04% | 4.44% | 3.27% | 1.92% | 2.57% | 3.27% | 3.61% | 2.74% | 2.92% | 2.26% |
Frequently Asked Questions
DBND and FIBR have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIBR has higher volatility (1.40%) compared to DBND (1.07%). In terms of maximum drawdown, DBND dropped -9.39% vs FIBR's -18.47%.
On 3-year performance, FIBR leads with 6.70% vs 4.50% for DBND. On fees, FIBR is cheaper at 0.25% per year. On volatility, DBND has been the lower-risk option at 1.07%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, FIBR has performed better with a 6.70% return vs 4.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FIBR is cheaper with a 0.25% expense ratio, compared with 0.50% for DBND.
DBND has the higher dividend yield at 4.79%, compared with 4.62% for FIBR.
DBND tracks Bloomberg US Aggregate Bond Index, while FIBR tracks Bloomberg U.S. Fixed Income Balanced Risk Index. They also come from different issuers: DoubleLine and iShares. Their fees differ too: 0.50% for DBND and 0.25% for FIBR.
DBND currently has the higher Sharpe Ratio (1.48 vs 1.41), 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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