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

Correlation

The correlation between ILTB and BND is -0.12. 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. BND - 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 Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2025FebruaryMarchApril
78.84%
42.86%
ILTB
BND

Key characteristics

Sharpe Ratio

ILTB:

0.50

BND:

1.33

Sortino Ratio

ILTB:

0.75

BND:

1.93

Omega Ratio

ILTB:

1.09

BND:

1.23

Calmar Ratio

ILTB:

0.19

BND:

0.52

Martin Ratio

ILTB:

1.11

BND:

3.43

Ulcer Index

ILTB:

5.15%

BND:

2.05%

Daily Std Dev

ILTB:

11.53%

BND:

5.31%

Max Drawdown

ILTB:

-37.03%

BND:

-18.84%

Current Drawdown

ILTB:

-25.42%

BND:

-6.87%

Returns By Period

In the year-to-date period, ILTB achieves a 2.12% return, which is significantly lower than BND's 2.74% return. Over the past 10 years, ILTB has underperformed BND with an annualized return of 1.31%, while BND has yielded a comparatively higher 1.43% annualized return.


ILTB

YTD

2.12%

1M

-0.10%

6M

-0.57%

1Y

7.01%

5Y*

-4.26%

10Y*

1.31%

BND

YTD

2.74%

1M

0.67%

6M

1.94%

1Y

7.62%

5Y*

-0.84%

10Y*

1.43%

*Annualized

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ILTB vs. BND - Expense Ratio Comparison

ILTB has a 0.06% expense ratio, which is higher than BND'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%.


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 BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

ILTB vs. BND — 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 4747
Overall Rank
The Sharpe Ratio Rank of ILTB is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ILTB is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ILTB is 4747
Omega Ratio Rank
The Calmar Ratio Rank of ILTB is 3636
Calmar Ratio Rank
The Martin Ratio Rank of ILTB is 4343
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 7979
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7676
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. BND - 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 Total Bond Market ETF (BND). 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
BND: 1.33
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
BND: 1.93
The chart of Omega ratio for ILTB, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
ILTB: 1.09
BND: 1.23
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
BND: 0.52
The chart of Martin ratio for ILTB, currently valued at 1.11, compared to the broader market0.0020.0040.0060.00
ILTB: 1.11
BND: 3.43

The current ILTB Sharpe Ratio is 0.50, which is lower than the BND Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of ILTB and BND, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.50
1.33
ILTB
BND

Dividends

ILTB vs. BND - Dividend Comparison

ILTB's dividend yield for the trailing twelve months is around 4.89%, more than BND's 3.69% 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%
BND
Vanguard Total Bond Market ETF
3.69%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

ILTB vs. BND - Drawdown Comparison

The maximum ILTB drawdown since its inception was -37.03%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for ILTB and BND. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-25.42%
-6.87%
ILTB
BND

Volatility

ILTB vs. BND - Volatility Comparison

iShares Core 10+ Year USD Bond ETF (ILTB) has a higher volatility of 5.62% compared to Vanguard Total Bond Market ETF (BND) at 2.19%. This indicates that ILTB's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
5.62%
2.19%
ILTB
BND