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

Correlation

The correlation between ILTB and IMTB is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

ILTB vs. IMTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 10+ Year USD Bond ETF (ILTB) and iShares Core 5-10 Year USD Bond ETF (IMTB). The values are adjusted to include any dividend payments, if applicable.

2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
6.49%
12.73%
ILTB
IMTB

Key characteristics

Sharpe Ratio

ILTB:

0.50

IMTB:

1.42

Sortino Ratio

ILTB:

0.75

IMTB:

2.08

Omega Ratio

ILTB:

1.09

IMTB:

1.25

Calmar Ratio

ILTB:

0.19

IMTB:

0.66

Martin Ratio

ILTB:

1.11

IMTB:

3.70

Ulcer Index

ILTB:

5.15%

IMTB:

2.14%

Daily Std Dev

ILTB:

11.53%

IMTB:

5.57%

Max Drawdown

ILTB:

-37.03%

IMTB:

-18.28%

Current Drawdown

ILTB:

-25.42%

IMTB:

-4.35%

Returns By Period

In the year-to-date period, ILTB achieves a 2.12% return, which is significantly lower than IMTB's 2.97% return.


ILTB

YTD

2.12%

1M

-0.10%

6M

-0.57%

1Y

7.01%

5Y*

-4.26%

10Y*

1.31%

IMTB

YTD

2.97%

1M

0.75%

6M

2.14%

1Y

8.64%

5Y*

-0.15%

10Y*

N/A

*Annualized

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ILTB vs. IMTB - Expense Ratio Comparison

Both ILTB and IMTB have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically 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 IMTB: 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%
IMTB: 0.06%

Risk-Adjusted Performance

ILTB vs. IMTB — 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

IMTB
The Risk-Adjusted Performance Rank of IMTB is 8383
Overall Rank
The Sharpe Ratio Rank of IMTB is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of IMTB is 8989
Sortino Ratio Rank
The Omega Ratio Rank of IMTB is 8686
Omega Ratio Rank
The Calmar Ratio Rank of IMTB is 7272
Calmar Ratio Rank
The Martin Ratio Rank of IMTB is 7878
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. IMTB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 10+ Year USD Bond ETF (ILTB) and iShares Core 5-10 Year USD Bond ETF (IMTB). 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
IMTB: 1.42
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
IMTB: 2.08
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
IMTB: 1.25
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
IMTB: 0.66
The chart of Martin ratio for ILTB, currently valued at 1.11, compared to the broader market0.0020.0040.0060.00
ILTB: 1.11
IMTB: 3.70

The current ILTB Sharpe Ratio is 0.50, which is lower than the IMTB Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of ILTB and IMTB, 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
1.42
ILTB
IMTB

Dividends

ILTB vs. IMTB - Dividend Comparison

ILTB's dividend yield for the trailing twelve months is around 4.89%, more than IMTB's 4.38% 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%
IMTB
iShares Core 5-10 Year USD Bond ETF
4.38%4.42%4.13%2.90%2.32%2.63%2.91%3.04%2.75%0.40%0.00%0.00%

Drawdowns

ILTB vs. IMTB - Drawdown Comparison

The maximum ILTB drawdown since its inception was -37.03%, which is greater than IMTB's maximum drawdown of -18.28%. Use the drawdown chart below to compare losses from any high point for ILTB and IMTB. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-25.42%
-4.35%
ILTB
IMTB

Volatility

ILTB vs. IMTB - Volatility Comparison

iShares Core 10+ Year USD Bond ETF (ILTB) has a higher volatility of 5.62% compared to iShares Core 5-10 Year USD Bond ETF (IMTB) at 2.21%. This indicates that ILTB's price experiences larger fluctuations and is considered to be riskier than IMTB 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%
2.21%
ILTB
IMTB