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DBND vs. IMTB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBND vs. IMTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Opportunistic Bond ETF (DBND) and iShares Core 5-10 Year USD Bond ETF (IMTB). The values are adjusted to include any dividend payments, if applicable.

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DBND vs. IMTB - Yearly Performance Comparison


2026 (YTD)2025202420232022
DBND
DoubleLine Opportunistic Bond ETF
-0.46%7.41%3.06%6.33%-5.93%
IMTB
iShares Core 5-10 Year USD Bond ETF
-0.09%8.88%1.94%6.10%-6.44%

Returns By Period

In the year-to-date period, DBND achieves a -0.46% return, which is significantly lower than IMTB's -0.09% return.


DBND

1D
0.03%
1M
-1.75%
YTD
-0.46%
6M
0.50%
1Y
3.85%
3Y*
4.31%
5Y*
10Y*

IMTB

1D
0.05%
1M
-1.37%
YTD
-0.09%
6M
1.16%
1Y
5.25%
3Y*
4.51%
5Y*
0.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBND vs. IMTB - Expense Ratio Comparison

DBND has a 0.50% expense ratio, which is higher than IMTB's 0.06% expense ratio.


Return for Risk

DBND vs. IMTB — Risk / Return Rank

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

DBND
DBND Risk / Return Rank: 5151
Overall Rank
DBND Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DBND Sortino Ratio Rank: 5454
Sortino Ratio Rank
DBND Omega Ratio Rank: 4747
Omega Ratio Rank
DBND Calmar Ratio Rank: 5252
Calmar Ratio Rank
DBND Martin Ratio Rank: 4545
Martin Ratio Rank

IMTB
IMTB Risk / Return Rank: 6464
Overall Rank
IMTB Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IMTB Sortino Ratio Rank: 6666
Sortino Ratio Rank
IMTB Omega Ratio Rank: 5555
Omega Ratio Rank
IMTB Calmar Ratio Rank: 7373
Calmar Ratio Rank
IMTB Martin Ratio Rank: 6060
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.

DBND vs. IMTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Opportunistic Bond ETF (DBND) and iShares Core 5-10 Year USD Bond ETF (IMTB). 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.


DBNDIMTBDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.20

-0.16

Sortino ratio

Return per unit of downside risk

1.48

1.73

-0.26

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.46

2.02

-0.57

Martin ratio

Return relative to average drawdown

4.57

6.33

-1.76

DBND vs. IMTB - Sharpe Ratio Comparison

The current DBND Sharpe Ratio is 1.04, which is comparable to the IMTB Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of DBND and IMTB, 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


DBNDIMTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.20

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.37

+0.12

Correlation

The correlation between DBND and IMTB is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DBND vs. IMTB - Dividend Comparison

DBND's dividend yield for the trailing twelve months is around 4.80%, more than IMTB's 4.47% yield.


TTM2025202420232022202120202019201820172016
DBND
DoubleLine Opportunistic Bond ETF
4.80%4.78%5.19%4.39%2.74%0.00%0.00%0.00%0.00%0.00%0.00%
IMTB
iShares Core 5-10 Year USD Bond ETF
4.47%4.40%4.42%4.13%2.90%2.49%2.63%2.91%3.04%2.75%0.40%

Drawdowns

DBND vs. IMTB - Drawdown Comparison

The maximum DBND drawdown since its inception was -9.39%, smaller than the maximum IMTB drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for DBND and IMTB.


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Drawdown Indicators


DBNDIMTBDifference

Max Drawdown

Largest peak-to-trough decline

-9.39%

-18.15%

+8.76%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-2.77%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

Current Drawdown

Current decline from peak

-2.04%

-1.80%

-0.24%

Average Drawdown

Average peak-to-trough decline

-2.29%

-4.18%

+1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.88%

+0.01%

Volatility

DBND vs. IMTB - Volatility Comparison

The current volatility for DoubleLine Opportunistic Bond ETF (DBND) is 1.46%, while iShares Core 5-10 Year USD Bond ETF (IMTB) has a volatility of 1.73%. This indicates that DBND experiences smaller price fluctuations and is considered to be less risky than IMTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBNDIMTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

1.73%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

2.77%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

4.40%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.15%

6.24%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.15%

5.20%

-0.05%