GVI vs. LDUR
Compare and contrast key facts about iShares Intermediate Government/Credit Bond ETF (GVI) and PIMCO Enhanced Low Duration Active ETF (LDUR).
GVI and LDUR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GVI is a passively managed fund by iShares that tracks the performance of the Bloomberg U.S. Intermediate Government/Credit Bond. It was launched on Jan 5, 2007. LDUR is an actively managed fund by PIMCO. It was launched on Jan 22, 2014.
Performance
GVI vs. LDUR - Performance Comparison
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GVI vs. LDUR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GVI iShares Intermediate Government/Credit Bond ETF | -0.03% | 6.66% | 2.92% | 5.15% | -8.28% | -1.90% | 6.38% | 6.54% | 0.77% | 1.83% |
LDUR PIMCO Enhanced Low Duration Active ETF | 0.43% | 5.76% | 5.14% | 4.78% | -4.23% | -0.55% | 4.49% | 4.27% | 1.05% | 2.06% |
Returns By Period
In the year-to-date period, GVI achieves a -0.03% return, which is significantly lower than LDUR's 0.43% return. Over the past 10 years, GVI has underperformed LDUR with an annualized return of 1.85%, while LDUR has yielded a comparatively higher 2.51% annualized return.
GVI
- 1D
- 0.00%
- 1M
- -0.89%
- YTD
- -0.03%
- 6M
- 0.82%
- 1Y
- 4.09%
- 3Y*
- 4.05%
- 5Y*
- 1.12%
- 10Y*
- 1.85%
LDUR
- 1D
- -0.08%
- 1M
- -0.28%
- YTD
- 0.43%
- 6M
- 1.60%
- 1Y
- 4.29%
- 3Y*
- 4.96%
- 5Y*
- 2.16%
- 10Y*
- 2.51%
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GVI vs. LDUR - Expense Ratio Comparison
GVI has a 0.20% expense ratio, which is lower than LDUR's 0.54% expense ratio.
Return for Risk
GVI vs. LDUR — Risk / Return Rank
GVI
LDUR
GVI vs. LDUR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate Government/Credit Bond ETF (GVI) and PIMCO Enhanced Low Duration Active ETF (LDUR). 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.
| GVI | LDUR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 2.32 | -0.82 |
Sortino ratioReturn per unit of downside risk | 2.27 | 3.50 | -1.22 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.46 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 3.69 | -1.33 |
Martin ratioReturn relative to average drawdown | 8.58 | 17.57 | -8.98 |
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
| GVI | LDUR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 2.32 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 1.07 | -0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.90 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.86 | -0.09 |
Correlation
The correlation between GVI and LDUR is 0.44, 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
GVI vs. LDUR - Dividend Comparison
GVI's dividend yield for the trailing twelve months is around 3.57%, less than LDUR's 4.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GVI iShares Intermediate Government/Credit Bond ETF | 3.57% | 3.48% | 3.40% | 2.75% | 1.86% | 1.46% | 1.84% | 2.29% | 2.16% | 1.91% | 1.77% | 1.75% |
LDUR PIMCO Enhanced Low Duration Active ETF | 4.43% | 4.60% | 4.77% | 4.11% | 2.22% | 0.90% | 2.15% | 3.14% | 2.66% | 2.08% | 1.85% | 2.92% |
Drawdowns
GVI vs. LDUR - Drawdown Comparison
The maximum GVI drawdown since its inception was -12.93%, which is greater than LDUR's maximum drawdown of -8.68%. Use the drawdown chart below to compare losses from any high point for GVI and LDUR.
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Drawdown Indicators
| GVI | LDUR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.93% | -8.68% | -4.25% |
Max Drawdown (1Y)Largest decline over 1 year | -1.79% | -1.17% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -12.93% | -6.75% | -6.18% |
Max Drawdown (10Y)Largest decline over 10 years | -12.93% | -8.68% | -4.25% |
Current DrawdownCurrent decline from peak | -1.20% | -0.44% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -1.87% | -0.86% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | 0.25% | +0.24% |
Volatility
GVI vs. LDUR - Volatility Comparison
iShares Intermediate Government/Credit Bond ETF (GVI) has a higher volatility of 1.09% compared to PIMCO Enhanced Low Duration Active ETF (LDUR) at 0.75%. This indicates that GVI's price experiences larger fluctuations and is considered to be riskier than LDUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GVI | LDUR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 0.75% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 1.68% | 1.12% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.74% | 1.86% | +0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.97% | 2.02% | +1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.52% | 2.79% | +0.73% |