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ILTB vs. BIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ILTB vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 10+ Year USD Bond ETF (ILTB) and Vanguard Intermediate-Term Bond Index ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ILTB achieves a 0.30% return, which is significantly higher than BIV's -0.24% return. Over the past 10 years, ILTB has underperformed BIV with an annualized return of 1.32%, while BIV has yielded a comparatively higher 1.91% annualized return.


ILTB

1D
-0.33%
1M
1.04%
YTD
0.30%
6M
-0.71%
1Y
7.17%
3Y*
2.78%
5Y*
-2.88%
10Y*
1.32%

BIV

1D
-0.22%
1M
0.04%
YTD
-0.24%
6M
-0.48%
1Y
4.80%
3Y*
4.27%
5Y*
0.25%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ILTB vs. BIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ILTB
iShares Core 10+ Year USD Bond ETF
0.30%7.22%-3.00%8.04%-26.62%-2.67%16.10%19.61%-5.10%11.24%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.24%8.52%1.57%6.07%-13.21%-2.40%9.67%10.34%-0.19%3.65%

Correlation

The correlation between ILTB and BIV is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.93

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

0.92

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

0.88

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2009

0.81

The correlation between ILTB and BIV shifts across timeframes, from 0.81 (all time) to 0.93 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ILTB vs. BIV — Risk / Return Rank

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

ILTB
ILTB Risk / Return Rank: 2525
Overall Rank
ILTB Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ILTB Sortino Ratio Rank: 2424
Sortino Ratio Rank
ILTB Omega Ratio Rank: 2323
Omega Ratio Rank
ILTB Calmar Ratio Rank: 2727
Calmar Ratio Rank
ILTB Martin Ratio Rank: 2525
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 3131
Overall Rank
BIV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3232
Sortino Ratio Rank
BIV Omega Ratio Rank: 3030
Omega Ratio Rank
BIV Calmar Ratio Rank: 3030
Calmar Ratio Rank
BIV Martin Ratio Rank: 3131
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.

ILTB vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 10+ Year USD Bond ETF (ILTB) and Vanguard Intermediate-Term Bond Index ETF (BIV). 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.


ILTBBIVDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratioReturn relative to maximum drawdown

1.33

1.52

-0.19

Martin ratioReturn relative to average drawdown

3.38

4.60

-1.22

ILTB vs. BIV - Sharpe Ratio Comparison

The current ILTB Sharpe Ratio is 0.91, which is comparable to the BIV Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of ILTB and BIV, 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


ILTBBIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.19

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.04

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.35

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.65

-0.30

Drawdowns

ILTB vs. BIV - Drawdown Comparison

The maximum ILTB drawdown since its inception was -36.88%, which is greater than BIV's maximum drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for ILTB and BIV.


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Drawdown Indicators


ILTBBIVDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-18.95%

-17.93%

Max Drawdown (1Y)

Largest decline over 1 year

-5.42%

-3.18%

-2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-14.60%

-6.07%

-8.53%

Max Drawdown (5Y)

Largest decline over 5 years

-35.22%

-18.74%

-16.48%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

-18.95%

-17.93%

Current Drawdown

Current decline from peak

-21.28%

-2.04%

-19.24%

Average Drawdown

Average peak-to-trough decline

-9.92%

-3.39%

-6.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.05%

+1.08%

Volatility

ILTB vs. BIV - Volatility Comparison

iShares Core 10+ Year USD Bond ETF (ILTB) has a higher volatility of 2.50% compared to Vanguard Intermediate-Term Bond Index ETF (BIV) at 1.36%. This indicates that ILTB's price experiences larger fluctuations and is considered to be riskier than BIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ILTBBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

1.36%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

5.54%

2.90%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

7.88%

4.06%

+3.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.64%

6.40%

+6.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.56%

5.50%

+6.06%

ILTB vs. BIV - Expense Ratio Comparison

ILTB has a 0.06% expense ratio, which is higher than BIV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ILTB vs. BIV - Dividend Comparison

ILTB's dividend yield for the trailing twelve months is around 4.96%, more than BIV's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.22%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
ILTB
iShares Core 10+ Year USD Bond ETF
4.96%4.83%4.91%4.38%4.31%3.04%3.32%3.45%4.13%3.97%3.99%4.20%

Frequently Asked Questions


With a correlation of 0.90, ILTB and BIV 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.

ILTB has higher volatility (2.50%) compared to BIV (1.36%). In terms of maximum drawdown, ILTB dropped -36.88% vs BIV's -18.95%.

On 10-year performance, BIV leads with 1.91% vs 1.32% for ILTB. On fees, BIV is cheaper at 0.03% per year. On volatility, BIV has been the lower-risk option at 1.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BIV has performed better with a 1.91% return vs 1.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIV is cheaper with a 0.03% expense ratio, compared with 0.06% for ILTB.

ILTB has the higher dividend yield at 4.96%, compared with 4.22% for BIV.

ILTB is categorized as Long-Term Bond, while BIV is Intermediate Core Bond. ILTB tracks Bloomberg U.S. Universal 10+ Year Index (USD), while BIV tracks Bloomberg U.S. 5–10 Year Government/Credit Float Adjusted Bond Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.06% for ILTB and 0.03% for BIV.

BIV currently has the higher Sharpe Ratio (1.19 vs 0.91), 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

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