ILTB vs. BLTD
ILTB (iShares Core 10+ Year USD Bond ETF) and BLTD (Bluemonte Long Term Bond ETF) are both Long-Term Bond funds. With a 0.98 correlation, they move nearly in lockstep. ILTB charges 0.06%/yr vs 0.23%/yr for BLTD.
Performance
ILTB vs. BLTD - Performance Comparison
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Returns By Period
In the year-to-date period, ILTB achieves a 0.30% return, which is significantly higher than BLTD's 0.26% 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%
BLTD
- 1D
- -0.32%
- 1M
- 0.87%
- YTD
- 0.26%
- 6M
- -0.57%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ILTB vs. BLTD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ILTB iShares Core 10+ Year USD Bond ETF | 0.30% | 5.05% |
BLTD Bluemonte Long Term Bond ETF | 0.26% | 3.91% |
Correlation
The correlation between ILTB and BLTD is 0.98 - 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 (All Time) Calculated using the full available price history since Jun 24, 2025 | 0.98 |
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Return for Risk
ILTB vs. BLTD — Risk / Return Rank
ILTB
BLTD
ILTB vs. BLTD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core 10+ Year USD Bond ETF (ILTB) and Bluemonte Long Term Bond ETF (BLTD). 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.
| ILTB | BLTD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.16 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | — | — |
| Martin ratioReturn relative to average drawdown | 3.38 | — | — |
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
| ILTB | BLTD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.23 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.65 | -0.30 |
Drawdowns
ILTB vs. BLTD - Drawdown Comparison
The maximum ILTB drawdown since its inception was -36.88%, which is greater than BLTD's maximum drawdown of -4.80%. Use the drawdown chart below to compare losses from any high point for ILTB and BLTD.
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Drawdown Indicators
| ILTB | BLTD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.88% | -4.80% | -32.08% |
Max Drawdown (1Y)Largest decline over 1 year | -5.42% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -14.60% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -35.22% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.88% | — | — |
Current DrawdownCurrent decline from peak | -21.28% | -2.48% | -18.80% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -1.57% | -8.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | — | — |
Volatility
ILTB vs. BLTD - Volatility Comparison
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Volatility by Period
| ILTB | BLTD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.50% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.54% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 7.88% | 6.84% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.64% | 6.84% | +5.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.56% | 6.84% | +4.72% |
ILTB vs. BLTD - Expense Ratio Comparison
ILTB has a 0.06% expense ratio, which is lower than BLTD's 0.23% 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
ILTB vs. BLTD - Dividend Comparison
ILTB's dividend yield for the trailing twelve months is around 4.96%, more than BLTD's 3.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLTD Bluemonte Long Term Bond ETF | 3.93% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 0.98, ILTB and BLTD 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.
On fees, ILTB is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ILTB is cheaper with a 0.06% expense ratio, compared with 0.23% for BLTD.
ILTB has the higher dividend yield at 4.96%, compared with 3.93% for BLTD.
They also come from different issuers: iShares and Bluemonte. Their fees differ too: 0.06% for ILTB and 0.23% for BLTD.
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