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IMTB vs. BCPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMTB vs. BCPL - Performance Comparison

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

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Returns By Period


IMTB

1D
-0.31%
1M
-0.07%
YTD
-0.02%
6M
0.07%
1Y
5.97%
3Y*
4.75%
5Y*
0.55%
10Y*

BCPL

1D
-0.08%
1M
0.38%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMTB vs. BCPL - Yearly Performance Comparison


Correlation

The correlation between IMTB and BCPL 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 (All Time)
Calculated using the full available price history since Jan 13, 2026

0.87

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Return for Risk

IMTB vs. BCPL — Risk / Return Rank

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

IMTB
IMTB Risk / Return Rank: 4242
Overall Rank
IMTB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IMTB Sortino Ratio Rank: 4545
Sortino Ratio Rank
IMTB Omega Ratio Rank: 4040
Omega Ratio Rank
IMTB Calmar Ratio Rank: 4343
Calmar Ratio Rank
IMTB Martin Ratio Rank: 4040
Martin Ratio Rank

BCPL
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.

IMTB vs. BCPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 5-10 Year USD Bond ETF (IMTB) and BNY Mellon Core Plus ETF (BCPL). 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.


IMTBBCPLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.10

Martin ratioReturn relative to average drawdown

6.51

IMTB vs. BCPL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IMTBBCPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.36

+0.01

Drawdowns

IMTB vs. BCPL - Drawdown Comparison

The maximum IMTB drawdown since its inception was -18.15%, which is greater than BCPL's maximum drawdown of -2.95%. Use the drawdown chart below to compare losses from any high point for IMTB and BCPL.


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Drawdown Indicators


IMTBBCPLDifference

Max Drawdown

Largest peak-to-trough decline

-18.15%

-2.95%

-15.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-6.80%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

Current Drawdown

Current decline from peak

-1.74%

-1.12%

-0.62%

Average Drawdown

Average peak-to-trough decline

-4.13%

-1.05%

-3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

Volatility

IMTB vs. BCPL - Volatility Comparison


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Volatility by Period


IMTBBCPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

4.04%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

4.04%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.18%

4.04%

+1.14%

IMTB vs. BCPL - Expense Ratio Comparison

IMTB has a 0.06% expense ratio, which is lower than BCPL's 0.40% expense ratio.


Dividends

IMTB vs. BCPL - Dividend Comparison

IMTB's dividend yield for the trailing twelve months is around 4.52%, more than BCPL's 1.57% yield.


PositionTTM2025202420232022202120202019201820172016
BCPL
BNY Mellon Core Plus ETF
1.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IMTB
iShares Core 5-10 Year USD Bond ETF
4.52%4.40%4.42%4.13%2.90%2.49%2.63%2.91%3.04%2.75%0.40%

Frequently Asked Questions


IMTB and BCPL 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.

On fees, IMTB is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IMTB is cheaper with a 0.06% expense ratio, compared with 0.40% for BCPL.

IMTB has the higher dividend yield at 4.52%, compared with 1.57% for BCPL.

They also come from different issuers: iShares and BNY Mellon. Their fees differ too: 0.06% for IMTB and 0.40% for BCPL.

Portfolio Optimizer

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