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ILTB vs. BLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ILTB and BLV is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

ILTB vs. BLV - 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 Long-Term Bond ETF (BLV). The values are adjusted to include any dividend payments, if applicable.

70.00%75.00%80.00%85.00%NovemberDecember2025FebruaryMarchApril
78.84%
75.37%
ILTB
BLV

Key characteristics

Sharpe Ratio

ILTB:

0.50

BLV:

0.46

Sortino Ratio

ILTB:

0.75

BLV:

0.70

Omega Ratio

ILTB:

1.09

BLV:

1.08

Calmar Ratio

ILTB:

0.19

BLV:

0.17

Martin Ratio

ILTB:

1.11

BLV:

0.97

Ulcer Index

ILTB:

5.15%

BLV:

5.55%

Daily Std Dev

ILTB:

11.53%

BLV:

11.77%

Max Drawdown

ILTB:

-37.03%

BLV:

-38.29%

Current Drawdown

ILTB:

-25.42%

BLV:

-27.64%

Returns By Period

The year-to-date returns for both investments are quite close, with ILTB having a 2.12% return and BLV slightly higher at 2.21%. Over the past 10 years, ILTB has outperformed BLV with an annualized return of 1.42%, while BLV has yielded a comparatively lower 1.12% annualized return.


ILTB

YTD

2.12%

1M

0.22%

6M

-0.57%

1Y

6.46%

5Y*

-4.03%

10Y*

1.42%

BLV

YTD

2.21%

1M

0.19%

6M

-0.79%

1Y

6.07%

5Y*

-4.81%

10Y*

1.12%

*Annualized

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ILTB vs. BLV - Expense Ratio Comparison

ILTB has a 0.06% expense ratio, which is higher than BLV's 0.04% 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%.


Expense ratio chart for ILTB: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ILTB: 0.06%
Expense ratio chart for BLV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BLV: 0.04%

Risk-Adjusted Performance

ILTB vs. BLV — Risk-Adjusted Performance Rank

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

ILTB
The Risk-Adjusted Performance Rank of ILTB is 4949
Overall Rank
The Sharpe Ratio Rank of ILTB is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ILTB is 5555
Sortino Ratio Rank
The Omega Ratio Rank of ILTB is 5050
Omega Ratio Rank
The Calmar Ratio Rank of ILTB is 3939
Calmar Ratio Rank
The Martin Ratio Rank of ILTB is 4545
Martin Ratio Rank

BLV
The Risk-Adjusted Performance Rank of BLV is 4747
Overall Rank
The Sharpe Ratio Rank of BLV is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of BLV is 5252
Sortino Ratio Rank
The Omega Ratio Rank of BLV is 4747
Omega Ratio Rank
The Calmar Ratio Rank of BLV is 3838
Calmar Ratio Rank
The Martin Ratio Rank of BLV is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ILTB vs. BLV - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for ILTB, currently valued at 0.50, compared to the broader market-1.000.001.002.003.004.00
ILTB: 0.50
BLV: 0.46
The chart of Sortino ratio for ILTB, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.00
ILTB: 0.75
BLV: 0.70
The chart of Omega ratio for ILTB, currently valued at 1.09, compared to the broader market0.501.001.502.00
ILTB: 1.09
BLV: 1.08
The chart of Calmar ratio for ILTB, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.0012.00
ILTB: 0.19
BLV: 0.17
The chart of Martin ratio for ILTB, currently valued at 1.11, compared to the broader market0.0020.0040.0060.00
ILTB: 1.11
BLV: 0.97

The current ILTB Sharpe Ratio is 0.50, which is comparable to the BLV Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of ILTB and BLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.50
0.46
ILTB
BLV

Dividends

ILTB vs. BLV - Dividend Comparison

ILTB's dividend yield for the trailing twelve months is around 4.89%, more than BLV's 4.62% yield.


TTM20242023202220212020201920182017201620152014
ILTB
iShares Core 10+ Year USD Bond ETF
4.89%4.91%4.38%4.31%3.04%3.08%3.45%4.13%3.97%3.99%4.20%3.62%
BLV
Vanguard Long-Term Bond ETF
4.62%4.68%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%

Drawdowns

ILTB vs. BLV - Drawdown Comparison

The maximum ILTB drawdown since its inception was -37.03%, roughly equal to the maximum BLV drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for ILTB and BLV. For additional features, visit the drawdowns tool.


-30.00%-28.00%-26.00%-24.00%-22.00%NovemberDecember2025FebruaryMarchApril
-25.42%
-27.64%
ILTB
BLV

Volatility

ILTB vs. BLV - Volatility Comparison

iShares Core 10+ Year USD Bond ETF (ILTB) and Vanguard Long-Term Bond ETF (BLV) have volatilities of 5.62% and 5.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
5.62%
5.51%
ILTB
BLV