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EVTR vs. IUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EVTR vs. IUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Total Return Bond ETF (EVTR) and iShares Core Universal USD Bond ETF (IUSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EVTR achieves a 0.43% return, which is significantly lower than IUSB's 0.56% return.


EVTR

1D
0.16%
1M
0.35%
YTD
0.43%
6M
0.56%
1Y
5.42%
3Y*
5Y*
10Y*

IUSB

1D
0.13%
1M
0.26%
YTD
0.56%
6M
0.63%
1Y
5.05%
3Y*
4.56%
5Y*
0.47%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVTR vs. IUSB - Yearly Performance Comparison


2026 (YTD)20252024
EVTR
Eaton Vance Total Return Bond ETF
0.43%8.10%4.07%
IUSB
iShares Core Universal USD Bond ETF
0.56%7.38%2.85%

Correlation

The correlation between EVTR and IUSB is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2024

0.95

The correlation between EVTR and IUSB has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.

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Return for Risk

EVTR vs. IUSB — Risk / Return Rank

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

EVTR
EVTR Risk / Return Rank: 4242
Overall Rank
EVTR Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
EVTR Sortino Ratio Rank: 4545
Sortino Ratio Rank
EVTR Omega Ratio Rank: 4242
Omega Ratio Rank
EVTR Calmar Ratio Rank: 3939
Calmar Ratio Rank
EVTR Martin Ratio Rank: 3939
Martin Ratio Rank

IUSB
IUSB Risk / Return Rank: 4141
Overall Rank
IUSB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 4343
Sortino Ratio Rank
IUSB Omega Ratio Rank: 3939
Omega Ratio Rank
IUSB Calmar Ratio Rank: 4141
Calmar Ratio Rank
IUSB Martin Ratio Rank: 3939
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.

EVTR vs. IUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Total Return Bond ETF (EVTR) and iShares Core Universal USD Bond ETF (IUSB). 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.


EVTRIUSBDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratioReturn relative to maximum drawdown

1.90

2.01

-0.11

Martin ratioReturn relative to average drawdown

6.03

6.08

-0.05

EVTR vs. IUSB - Sharpe Ratio Comparison

The current EVTR Sharpe Ratio is 1.50, which is comparable to the IUSB Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of EVTR and IUSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EVTRIUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.42

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.46

+0.88

Drawdowns

EVTR vs. IUSB - Drawdown Comparison

The maximum EVTR drawdown since its inception was -4.08%, smaller than the maximum IUSB drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for EVTR and IUSB.


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Drawdown Indicators


EVTRIUSBDifference

Max Drawdown

Largest peak-to-trough decline

-4.08%

-17.90%

+13.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-2.53%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-5.82%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

Max Drawdown (10Y)

Largest decline over 10 years

-17.90%

Current Drawdown

Current decline from peak

-1.30%

-1.20%

-0.10%

Average Drawdown

Average peak-to-trough decline

-0.97%

-3.59%

+2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.83%

+0.07%

Volatility

EVTR vs. IUSB - Volatility Comparison

Eaton Vance Total Return Bond ETF (EVTR) has a higher volatility of 1.41% compared to iShares Core Universal USD Bond ETF (IUSB) at 1.24%. This indicates that EVTR's price experiences larger fluctuations and is considered to be riskier than IUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVTRIUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

1.24%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

2.62%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

3.62%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.30%

5.79%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.30%

5.04%

-0.74%

EVTR vs. IUSB - Expense Ratio Comparison

EVTR has a 0.32% expense ratio, which is higher than IUSB's 0.06% expense ratio.


Dividends

EVTR vs. IUSB - Dividend Comparison

EVTR's dividend yield for the trailing twelve months is around 4.67%, more than IUSB's 4.23% yield.


PositionTTM20252024202320222021202020192018201720162015
EVTR
Eaton Vance Total Return Bond ETF
4.67%4.51%4.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUSB
iShares Core Universal USD Bond ETF
4.23%4.17%4.04%3.46%2.53%1.74%2.68%3.04%2.98%2.56%2.60%1.95%

Frequently Asked Questions


With a correlation of 0.95, EVTR and IUSB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

EVTR has higher volatility (1.41%) compared to IUSB (1.24%). In terms of maximum drawdown, EVTR dropped -4.08% vs IUSB's -17.90%.

On 1-year performance, EVTR leads with 5.42% vs 5.05% for IUSB. On fees, IUSB is cheaper at 0.06% per year. On volatility, IUSB has been the lower-risk option at 1.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EVTR has performed better with a 5.42% return vs 5.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSB is cheaper with a 0.06% expense ratio, compared with 0.32% for EVTR.

EVTR has the higher dividend yield at 4.67%, compared with 4.23% for IUSB.

They also come from different issuers: Eaton Vance and iShares. Their fees differ too: 0.32% for EVTR and 0.06% for IUSB.

EVTR currently has the higher Sharpe Ratio (1.50 vs 1.42), 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.

Portfolio Optimizer

Find the right allocation for EVTR and IUSB

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