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ICSH vs. FLOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICSH vs. FLOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Ultra Short Duration Bond Active ETF (ICSH) and iShares Floating Rate Bond ETF (FLOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ICSH achieves a 1.53% return, which is significantly lower than FLOT's 1.99% return. Over the past 10 years, ICSH has underperformed FLOT with an annualized return of 2.78%, while FLOT has yielded a comparatively higher 3.04% annualized return.


ICSH

1D
0.00%
1M
0.30%
YTD
1.53%
6M
1.81%
1Y
4.32%
3Y*
5.16%
5Y*
3.69%
10Y*
2.78%

FLOT

1D
0.02%
1M
0.47%
YTD
1.99%
6M
2.23%
1Y
4.87%
3Y*
5.66%
5Y*
4.22%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICSH vs. FLOT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICSH
iShares Ultra Short Duration Bond Active ETF
1.53%4.96%5.52%5.58%0.97%0.16%1.61%3.17%2.25%1.63%
FLOT
iShares Floating Rate Bond ETF
1.99%4.91%6.53%6.43%1.28%0.45%0.87%3.97%1.48%1.65%

Correlation

The correlation between ICSH and FLOT is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2013

0.12

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Return for Risk

ICSH vs. FLOT — Risk / Return Rank

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

ICSH
ICSH Risk / Return Rank: 9999
Overall Rank
ICSH Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
ICSH Sortino Ratio Rank: 9999
Sortino Ratio Rank
ICSH Omega Ratio Rank: 9999
Omega Ratio Rank
ICSH Calmar Ratio Rank: 9999
Calmar Ratio Rank
ICSH Martin Ratio Rank: 9999
Martin Ratio Rank

FLOT
FLOT Risk / Return Rank: 9999
Overall Rank
FLOT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9999
Omega Ratio Rank
FLOT Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLOT Martin Ratio Rank: 9999
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.

ICSH vs. FLOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Ultra Short Duration Bond Active ETF (ICSH) and iShares Floating Rate Bond ETF (FLOT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ICSHFLOTDifference
Sharpe ratioReturn per unit of total volatility

+4.43

Sortino ratioReturn per unit of downside risk

+15.66

Omega ratioGain probability vs. loss probability

6.59

3.23

+3.36

Calmar ratioReturn relative to maximum drawdown

43.88

11.32

+32.56

Martin ratioReturn relative to average drawdown

290.20

105.27

+184.93

ICSH vs. FLOT - Sharpe Ratio Comparison

The current ICSH Sharpe Ratio is 10.98, which is higher than the FLOT Sharpe Ratio of 6.56. The chart below compares the historical Sharpe Ratios of ICSH and FLOT, 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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Drawdowns

ICSH vs. FLOT - Drawdown Comparison

The maximum ICSH drawdown since its inception was -3.94%, smaller than the maximum FLOT drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for ICSH and FLOT.


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Drawdown Indicators


ICSHFLOTDifference

Max Drawdown

Largest peak-to-trough decline

-3.94%

-13.54%

+9.60%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

-0.43%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-0.10%

-1.57%

+1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-0.73%

-2.36%

+1.63%

Max Drawdown (10Y)

Largest decline over 10 years

-3.94%

-13.54%

+9.60%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.08%

-0.21%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.05%

-0.04%

Volatility

ICSH vs. FLOT - Volatility Comparison

The current volatility for iShares Ultra Short Duration Bond Active ETF (ICSH) is 0.13%, while iShares Floating Rate Bond ETF (FLOT) has a volatility of 0.21%. This indicates that ICSH experiences smaller price fluctuations and is considered to be less risky than FLOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICSHFLOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

0.21%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

0.29%

0.63%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

0.39%

0.75%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.48%

1.77%

-1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.06%

4.15%

-3.09%

ICSH vs. FLOT - Expense Ratio Comparison

ICSH has a 0.08% expense ratio, which is lower than FLOT's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ICSH vs. FLOT - Dividend Comparison

ICSH's dividend yield for the trailing twelve months is around 4.34%, less than FLOT's 4.53% yield.


PositionTTM20252024202320222021202020192018201720162015
FLOT
iShares Floating Rate Bond ETF
4.53%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
ICSH
iShares Ultra Short Duration Bond Active ETF
4.34%4.55%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%

Frequently Asked Questions


ICSH and FLOT have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLOT has higher volatility (0.21%) compared to ICSH (0.13%). In terms of maximum drawdown, ICSH dropped -3.94% vs FLOT's -13.54%.

On 10-year performance, FLOT leads with 3.04% vs 2.78% for ICSH. On fees, ICSH is cheaper at 0.08% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FLOT has performed better with a 3.04% return vs 2.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ICSH is cheaper with a 0.08% expense ratio, compared with 0.15% for FLOT.

FLOT has the higher dividend yield at 4.53%, compared with 4.34% for ICSH.

Their fees differ too: 0.08% for ICSH and 0.15% for FLOT.

ICSH currently has the higher Sharpe Ratio (10.98 vs 6.56), 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 ICSH and FLOT

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