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IMTB vs. BYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMTB vs. BYLD - 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 iShares Yield Optimized Bond ETF (BYLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IMTB achieves a -0.02% return, which is significantly lower than BYLD's 1.23% return.


IMTB

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

BYLD

1D
-0.18%
1M
0.61%
YTD
1.23%
6M
1.35%
1Y
7.01%
3Y*
6.49%
5Y*
2.21%
10Y*
3.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMTB vs. BYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMTB
iShares Core 5-10 Year USD Bond ETF
-0.02%8.88%1.94%6.10%-12.75%-1.41%6.25%8.62%-0.45%4.88%
BYLD
iShares Yield Optimized Bond ETF
1.23%8.41%4.17%8.30%-10.33%-1.25%4.25%12.79%-1.50%4.75%

Correlation

The correlation between IMTB and BYLD is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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

0.83

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

0.83

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2016

0.70

The correlation between IMTB and BYLD shifts across timeframes, from 0.70 (all time) to 0.83 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IMTB vs. BYLD — 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

BYLD
BYLD Risk / Return Rank: 5555
Overall Rank
BYLD Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BYLD Sortino Ratio Rank: 5757
Sortino Ratio Rank
BYLD Omega Ratio Rank: 5656
Omega Ratio Rank
BYLD Calmar Ratio Rank: 5252
Calmar Ratio Rank
BYLD Martin Ratio Rank: 5959
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.

IMTB vs. BYLD - 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 iShares Yield Optimized Bond ETF (BYLD). 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.


IMTBBYLDDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.26

1.35

-0.08

Calmar ratioReturn relative to maximum drawdown

2.10

2.60

-0.50

Martin ratioReturn relative to average drawdown

6.51

10.54

-4.03

IMTB vs. BYLD - Sharpe Ratio Comparison

The current IMTB Sharpe Ratio is 1.48, which is comparable to the BYLD Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of IMTB and BYLD, 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


IMTBBYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.85

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.43

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.57

-0.21

Drawdowns

IMTB vs. BYLD - Drawdown Comparison

The maximum IMTB drawdown since its inception was -18.15%, which is greater than BYLD's maximum drawdown of -14.75%. Use the drawdown chart below to compare losses from any high point for IMTB and BYLD.


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Drawdown Indicators


IMTBBYLDDifference

Max Drawdown

Largest peak-to-trough decline

-18.15%

-14.75%

-3.40%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-2.71%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-6.80%

-3.94%

-2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

-14.65%

-3.46%

Max Drawdown (10Y)

Largest decline over 10 years

-14.75%

Current Drawdown

Current decline from peak

-1.74%

-0.34%

-1.40%

Average Drawdown

Average peak-to-trough decline

-4.13%

-2.51%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.67%

+0.25%

Volatility

IMTB vs. BYLD - Volatility Comparison

iShares Core 5-10 Year USD Bond ETF (IMTB) and iShares Yield Optimized Bond ETF (BYLD) have volatilities of 1.45% and 1.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMTBBYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.42%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

2.94%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

3.82%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

5.20%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.18%

5.43%

-0.25%

IMTB vs. BYLD - Expense Ratio Comparison

IMTB has a 0.06% expense ratio, which is lower than BYLD's 0.17% 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

IMTB vs. BYLD - Dividend Comparison

IMTB's dividend yield for the trailing twelve months is around 4.52%, less than BYLD's 5.36% yield.


PositionTTM20252024202320222021202020192018201720162015
BYLD
iShares Yield Optimized Bond ETF
5.36%5.32%5.31%4.45%3.39%2.18%3.41%3.67%4.22%3.22%3.14%3.37%
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%0.00%

Frequently Asked Questions


IMTB and BYLD have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMTB has higher volatility (1.45%) compared to BYLD (1.42%). In terms of maximum drawdown, IMTB dropped -18.15% vs BYLD's -14.75%.

On 5-year performance, BYLD leads with 2.21% vs 0.55% for IMTB. On fees, IMTB is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BYLD has performed better with a 2.21% return vs 0.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IMTB is cheaper with a 0.06% expense ratio, compared with 0.17% for BYLD.

BYLD has the higher dividend yield at 5.36%, compared with 4.52% for IMTB.

IMTB tracks Bloomberg U.S. Universal 5-10 Years Index, while BYLD tracks Morningstar U.S. Bond Market Yield-Optimized Index. Their fees differ too: 0.06% for IMTB and 0.17% for BYLD.

BYLD currently has the higher Sharpe Ratio (1.85 vs 1.48), 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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