DIAL vs. ILTB
Compare and contrast key facts about Columbia Diversified Fixed Income Allocation ETF (DIAL) and iShares Core 10+ Year USD Bond ETF (ILTB).
DIAL and ILTB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIAL is a passively managed fund by Ameriprise Financial that tracks the performance of the Bloomberg Beta Advantage Multi-Sector Bond Index. It was launched on Oct 12, 2017. ILTB is a passively managed fund by iShares that tracks the performance of the Barclays U.S. Long Government/Credit Bond Index. It was launched on Dec 8, 2009. Both DIAL and ILTB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIAL or ILTB.
Key characteristics
| DIAL | ILTB | |
|---|---|---|
| YTD Return | 2.40% | -1.57% |
| 1Y Return | 8.83% | 8.91% |
| 3Y Return (Ann) | -2.17% | -7.88% |
| 5Y Return (Ann) | 0.27% | -2.36% |
| Sharpe Ratio | 1.63 | 0.94 |
| Sortino Ratio | 2.39 | 1.40 |
| Omega Ratio | 1.29 | 1.16 |
| Calmar Ratio | 0.66 | 0.34 |
| Martin Ratio | 6.09 | 2.75 |
| Ulcer Index | 1.70% | 4.07% |
| Daily Std Dev | 6.38% | 11.86% |
| Max Drawdown | -22.19% | -36.88% |
| Current Drawdown | -7.85% | -25.72% |
Correlation
The correlation between DIAL and ILTB is 0.69, 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.
Performance
DIAL vs. ILTB - Performance Comparison
In the year-to-date period, DIAL achieves a 2.40% return, which is significantly higher than ILTB's -1.57% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DIAL vs. ILTB - Expense Ratio Comparison
DIAL has a 0.28% expense ratio, which is higher than ILTB's 0.06% expense ratio.
Risk-Adjusted Performance
DIAL vs. ILTB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Diversified Fixed Income Allocation ETF (DIAL) and iShares Core 10+ Year USD Bond ETF (ILTB). 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.
Dividends
DIAL vs. ILTB - Dividend Comparison
DIAL's dividend yield for the trailing twelve months is around 4.53%, less than ILTB's 4.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIAL Columbia Diversified Fixed Income Allocation ETF | 4.53% | 3.76% | 3.48% | 2.46% | 2.61% | 3.28% | 3.58% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% |
ILTB iShares Core 10+ Year USD Bond ETF | 4.81% | 4.38% | 4.31% | 3.04% | 3.32% | 3.45% | 4.13% | 3.97% | 3.99% | 4.21% | 3.88% | 5.66% |
Drawdowns
DIAL vs. ILTB - Drawdown Comparison
The maximum DIAL drawdown since its inception was -22.19%, smaller than the maximum ILTB drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for DIAL and ILTB. For additional features, visit the drawdowns tool.
Volatility
DIAL vs. ILTB - Volatility Comparison
The current volatility for Columbia Diversified Fixed Income Allocation ETF (DIAL) is 1.63%, while iShares Core 10+ Year USD Bond ETF (ILTB) has a volatility of 3.89%. This indicates that DIAL experiences smaller price fluctuations and is considered to be less risky than ILTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.