ILTB vs. FIYY
ILTB (iShares Core 10+ Year USD Bond ETF) and FIYY (GraniteShares YieldBOOST 20Y+ Treasuries ETF) are both exchange-traded funds - ILTB is a Long-Term Bond fund tracking the Bloomberg U.S. Universal 10+ Year Index (USD), while FIYY is a Derivative Income fund actively managed by GraniteShares. ILTB is passively managed, while FIYY is actively managed. Their 0.59 correlation means they have sometimes moved together and sometimes differently. ILTB charges 0.06%/yr vs 1.07%/yr for FIYY.
Performance
ILTB vs. FIYY - Performance Comparison
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Returns By Period
ILTB
- 1D
- 0.40%
- 1M
- -3.14%
- 6M
- -2.28%
- YTD
- -2.31%
- 1Y
- 0.54%
- 3Y*
- 2.67%
- 5Y*
- -4.57%
- 10Y*
- 0.70%
- ALL TIME*
- 3.71%
FIYY
- 1D
- 1.39%
- 1M
- 0.44%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $561.45 | $568.29 | $1.17K | |
| $1.83M | $1.76M | $2.56M |
ILTB vs. FIYY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ILTB iShares Core 10+ Year USD Bond ETF | -1.59% |
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF | -1.47% |
Correlation
The correlation between ILTB and FIYY is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 5, 2026 | 0.59 |
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Return for Risk
ILTB vs. FIYY — Risk / Return Rank
ILTB
FIYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ILTB vs. FIYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core 10+ Year USD Bond ETF (ILTB) and GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY). 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.
| ILTB | FIYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.02 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | — | — |
| Martin ratioReturn relative to average drawdown | 0.22 | — | — |
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Drawdowns
ILTB vs. FIYY - Drawdown Comparison
The maximum ILTB drawdown since its inception was -36.88%, which is greater than FIYY's maximum drawdown of -2.94%. Use the drawdown chart below to compare losses from any high point for ILTB and FIYY.
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Drawdown Indicators
| ILTB | FIYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.88% | -2.94% | -33.94% |
Max Drawdown (1Y)Largest decline over 1 year | -5.60% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -11.33% | — | — |
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 | -23.33% | -1.60% | -21.73% |
Average DrawdownAverage peak-to-trough decline | -10.03% | -1.59% | -8.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | — | — |
Volatility
ILTB vs. FIYY - Volatility Comparison
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Volatility by Period
| ILTB | FIYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.11% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.86% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 7.61% | 5.71% | +1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.59% | 5.71% | +6.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.54% | 5.71% | +5.83% |
ILTB vs. FIYY - Expense Ratio Comparison
ILTB has a 0.06% expense ratio, which is lower than FIYY's 1.07% expense ratio.
Dividends
ILTB vs. FIYY - Dividend Comparison
ILTB's dividend yield for the trailing twelve months is around 5.14%, more than FIYY's 1.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIYY GraniteShares YieldBOOST 20Y+ Treasuries ETF | 1.24% | 0.00% | 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 | 5.14% | 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
ILTB and FIYY have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 1.07% for FIYY.
ILTB has the higher dividend yield at 5.14%, compared with 1.24% for FIYY.
ILTB is categorized as Long-Term Bond, while FIYY is Derivative Income. They also come from different issuers: iShares and GraniteShares. Their fees differ too: 0.06% for ILTB and 1.07% for FIYY.
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