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ILTB vs. ZTEN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ILTB vs. ZTEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 10+ Year USD Bond ETF (ILTB) and F/M 10-Year Investment Grade Corporate Bond ETF (ZTEN). 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 0.30% return, which is significantly higher than ZTEN's 0.17% return.


ILTB

1D
-0.33%
1M
1.04%
YTD
0.30%
6M
-0.71%
1Y
7.17%
3Y*
2.78%
5Y*
-2.88%
10Y*
1.32%

ZTEN

1D
-0.28%
1M
0.40%
YTD
0.17%
6M
0.05%
1Y
6.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ILTB vs. ZTEN - Yearly Performance Comparison


2026 (YTD)20252024
ILTB
iShares Core 10+ Year USD Bond ETF
0.30%7.22%-0.06%
ZTEN
F/M 10-Year Investment Grade Corporate Bond ETF
0.17%9.15%0.29%

Correlation

The correlation between ILTB and ZTEN is 0.93, 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

0.93

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2024

0.93

The correlation between ILTB and ZTEN has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

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Return for Risk

ILTB vs. ZTEN — Risk / Return Rank

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

ILTB
ILTB Risk / Return Rank: 2525
Overall Rank
ILTB Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ILTB Sortino Ratio Rank: 2424
Sortino Ratio Rank
ILTB Omega Ratio Rank: 2323
Omega Ratio Rank
ILTB Calmar Ratio Rank: 2727
Calmar Ratio Rank
ILTB Martin Ratio Rank: 2525
Martin Ratio Rank

ZTEN
ZTEN Risk / Return Rank: 4040
Overall Rank
ZTEN Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ZTEN Sortino Ratio Rank: 4040
Sortino Ratio Rank
ZTEN Omega Ratio Rank: 3838
Omega Ratio Rank
ZTEN Calmar Ratio Rank: 4343
Calmar Ratio Rank
ZTEN Martin Ratio Rank: 4242
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. ZTEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 10+ Year USD Bond ETF (ILTB) and F/M 10-Year Investment Grade Corporate Bond ETF (ZTEN). 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.


ILTBZTENDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.16

1.24

-0.09

Calmar ratioReturn relative to maximum drawdown

1.33

2.07

-0.74

Martin ratioReturn relative to average drawdown

3.38

6.72

-3.34

ILTB vs. ZTEN - Sharpe Ratio Comparison

The current ILTB Sharpe Ratio is 0.91, which is lower than the ZTEN Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of ILTB and ZTEN, 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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Sharpe Ratios by Period


ILTBZTENDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.38

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.15

-0.80

Drawdowns

ILTB vs. ZTEN - Drawdown Comparison

The maximum ILTB drawdown since its inception was -36.88%, which is greater than ZTEN's maximum drawdown of -3.43%. Use the drawdown chart below to compare losses from any high point for ILTB and ZTEN.


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Drawdown Indicators


ILTBZTENDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-3.43%

-33.45%

Max Drawdown (1Y)

Largest decline over 1 year

-5.42%

-3.32%

-2.10%

Max Drawdown (3Y)

Largest decline over 3 years

-14.60%

Max Drawdown (5Y)

Largest decline over 5 years

-35.22%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

Current Drawdown

Current decline from peak

-21.28%

-1.46%

-19.82%

Average Drawdown

Average peak-to-trough decline

-9.92%

-0.78%

-9.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.02%

+1.11%

Volatility

ILTB vs. ZTEN - Volatility Comparison

iShares Core 10+ Year USD Bond ETF (ILTB) has a higher volatility of 2.50% compared to F/M 10-Year Investment Grade Corporate Bond ETF (ZTEN) at 1.61%. This indicates that ILTB's price experiences larger fluctuations and is considered to be riskier than ZTEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ILTBZTENDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

1.61%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

5.54%

3.77%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

7.88%

4.99%

+2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.64%

5.80%

+6.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.56%

5.80%

+5.76%

ILTB vs. ZTEN - Expense Ratio Comparison

ILTB has a 0.06% expense ratio, which is lower than ZTEN's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ILTB vs. ZTEN - Dividend Comparison

ILTB's dividend yield for the trailing twelve months is around 4.96%, less than ZTEN's 5.08% yield.


PositionTTM20252024202320222021202020192018201720162015
ILTB
iShares Core 10+ Year USD Bond ETF
4.96%4.83%4.91%4.38%4.31%3.04%3.32%3.45%4.13%3.97%3.99%4.20%
ZTEN
F/M 10-Year Investment Grade Corporate Bond ETF
5.08%5.16%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, ILTB and ZTEN move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

ILTB has higher volatility (2.50%) compared to ZTEN (1.61%). In terms of maximum drawdown, ILTB dropped -36.88% vs ZTEN's -3.43%.

On 1-year performance, ILTB leads with 7.17% vs 6.84% for ZTEN. On fees, ILTB is cheaper at 0.06% per year. On volatility, ZTEN has been the lower-risk option at 1.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ILTB has performed better with a 7.17% return vs 6.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ILTB is cheaper with a 0.06% expense ratio, compared with 0.15% for ZTEN.

ZTEN has the higher dividend yield at 5.08%, compared with 4.96% for ILTB.

ILTB tracks Bloomberg U.S. Universal 10+ Year Index (USD), while ZTEN tracks ICE 10-Year US Target Maturity Corporate Index - Benchmark TR Gross. They also come from different issuers: iShares and F/m. Their fees differ too: 0.06% for ILTB and 0.15% for ZTEN.

ZTEN currently has the higher Sharpe Ratio (1.38 vs 0.91), 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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