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ILTB vs. IMTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, ILTB achieves a 1.14% return, which is significantly higher than IMTB's 0.71% return.


ILTB

1D
0.34%
1M
2.86%
YTD
1.14%
6M
1.09%
1Y
7.33%
3Y*
2.83%
5Y*
-3.11%
10Y*
1.30%

IMTB

1D
0.18%
1M
1.47%
YTD
0.71%
6M
0.97%
1Y
6.38%
3Y*
4.98%
5Y*
0.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ILTB vs. IMTB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ILTB
iShares Core 10+ Year USD Bond ETF
1.14%7.22%-3.00%8.04%-26.62%-2.67%16.10%19.61%-5.10%11.24%
IMTB
iShares Core 5-10 Year USD Bond ETF
0.71%8.88%1.94%6.10%-12.75%-1.41%6.25%8.62%-0.45%4.88%

Correlation

The correlation between ILTB and IMTB is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2016

0.75

The correlation between ILTB and IMTB shifts across timeframes, from 0.75 (all time) to 0.89 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ILTB vs. IMTB — Risk / Return Rank

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

ILTB
ILTB Risk / Return Rank: 2626
Overall Rank
ILTB Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ILTB Sortino Ratio Rank: 2626
Sortino Ratio Rank
ILTB Omega Ratio Rank: 2323
Omega Ratio Rank
ILTB Calmar Ratio Rank: 2828
Calmar Ratio Rank
ILTB Martin Ratio Rank: 2626
Martin Ratio Rank

IMTB
IMTB Risk / Return Rank: 4747
Overall Rank
IMTB Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IMTB Sortino Ratio Rank: 5353
Sortino Ratio Rank
IMTB Omega Ratio Rank: 4646
Omega Ratio Rank
IMTB Calmar Ratio Rank: 4646
Calmar Ratio Rank
IMTB Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ILTB vs. IMTB - Risk-Adjusted Trends 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.

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.


ILTBIMTBDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.16

1.29

-0.12

Calmar ratioReturn relative to maximum drawdown

1.36

2.24

-0.89

Martin ratioReturn relative to average drawdown

3.37

6.64

-3.27

ILTB vs. IMTB - Sharpe Ratio Comparison

The current ILTB Sharpe Ratio is 0.95, which is lower than the IMTB Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of ILTB and IMTB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ILTB vs. IMTB - Drawdown Comparison

The maximum ILTB drawdown since its inception was -36.88%, which is greater than IMTB's maximum drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for ILTB and IMTB.


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Drawdown Indicators


ILTBIMTBDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-18.15%

-18.73%

Max Drawdown (1Y)

Largest decline over 1 year

-5.42%

-2.86%

-2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-14.60%

-6.80%

-7.80%

Max Drawdown (5Y)

Largest decline over 5 years

-35.22%

-18.11%

-17.11%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

Current Drawdown

Current decline from peak

-20.62%

-1.02%

-19.60%

Average Drawdown

Average peak-to-trough decline

-9.94%

-4.12%

-5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

0.96%

+1.22%

Volatility

ILTB vs. IMTB - Volatility Comparison

iShares Core 10+ Year USD Bond ETF (ILTB) has a higher volatility of 2.16% compared to iShares Core 5-10 Year USD Bond ETF (IMTB) at 1.35%. 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.


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Volatility by Period


ILTBIMTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

1.35%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

5.66%

3.08%

+2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

7.75%

4.03%

+3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.64%

6.29%

+6.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.57%

5.18%

+6.39%

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%.


Dividends

ILTB vs. IMTB - Dividend Comparison

ILTB's dividend yield for the trailing twelve months is around 4.92%, more than IMTB's 4.49% yield.


PositionTTM20252024202320222021202020192018201720162015
ILTB
iShares Core 10+ Year USD Bond ETF
4.92%4.83%4.91%4.38%4.31%3.04%3.32%3.45%4.13%3.97%3.99%4.20%
IMTB
iShares Core 5-10 Year USD Bond ETF
4.49%4.40%4.42%4.13%2.90%2.49%2.63%2.91%3.04%2.75%0.40%0.00%

Frequently Asked Questions


ILTB and IMTB have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ILTB has higher volatility (2.16%) compared to IMTB (1.35%). In terms of maximum drawdown, ILTB dropped -36.88% vs IMTB's -18.15%.

On 5-year performance, IMTB leads with 0.68% vs -3.11% for ILTB. Both ETFs have the same 0.06% expense ratio. On volatility, IMTB has been the lower-risk option at 1.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IMTB has performed better with a 0.68% return vs -3.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ILTB and IMTB have the same expense ratio: 0.06% per year.

ILTB has the higher dividend yield at 4.92%, compared with 4.49% for IMTB.

ILTB is categorized as Long-Term Bond, while IMTB is Intermediate Core-Plus Bond. ILTB tracks Bloomberg U.S. Universal 10+ Year Index (USD), while IMTB tracks Bloomberg U.S. Universal 5-10 Years Index.

IMTB currently has the higher Sharpe Ratio (1.59 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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