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IMTB vs. ILTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMTB vs. ILTB - 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 Core 10+ Year USD Bond ETF (ILTB). 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 0.14% return, which is significantly lower than ILTB's 0.53% return.


IMTB

1D
0.16%
1M
0.13%
YTD
0.14%
6M
0.49%
1Y
5.66%
3Y*
4.82%
5Y*
0.58%
10Y*

ILTB

1D
0.24%
1M
0.75%
YTD
0.53%
6M
-0.17%
1Y
6.07%
3Y*
2.94%
5Y*
-2.83%
10Y*
1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMTB vs. ILTB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMTB
iShares Core 5-10 Year USD Bond ETF
0.14%8.88%1.94%6.10%-12.75%-1.41%6.25%8.62%-0.45%4.88%
ILTB
iShares Core 10+ Year USD Bond ETF
0.53%7.22%-3.00%8.04%-26.62%-2.67%16.10%19.61%-5.10%11.24%

Correlation

The correlation between IMTB and ILTB is 0.88, 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

0.88

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 8, 2016

0.75

The correlation between IMTB and ILTB 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

IMTB vs. ILTB — Risk / Return Rank

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

IMTB
IMTB Risk / Return Rank: 4141
Overall Rank
IMTB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IMTB Sortino Ratio Rank: 4343
Sortino Ratio Rank
IMTB Omega Ratio Rank: 3939
Omega Ratio Rank
IMTB Calmar Ratio Rank: 4141
Calmar Ratio Rank
IMTB Martin Ratio Rank: 3939
Martin Ratio Rank

ILTB
ILTB Risk / Return Rank: 2323
Overall Rank
ILTB Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ILTB Sortino Ratio Rank: 2222
Sortino Ratio Rank
ILTB Omega Ratio Rank: 2121
Omega Ratio Rank
ILTB Calmar Ratio Rank: 2424
Calmar Ratio Rank
ILTB Martin Ratio Rank: 2323
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. ILTB - 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 Core 10+ Year USD Bond ETF (ILTB). 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.


IMTBILTBDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.25

1.13

+0.12

Calmar ratioReturn relative to maximum drawdown

1.99

1.12

+0.87

Martin ratioReturn relative to average drawdown

6.13

2.85

+3.28

IMTB vs. ILTB - Sharpe Ratio Comparison

The current IMTB Sharpe Ratio is 1.41, which is higher than the ILTB Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of IMTB and ILTB, 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


IMTBILTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.78

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

-0.23

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.35

+0.01

Drawdowns

IMTB vs. ILTB - Drawdown Comparison

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


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Drawdown Indicators


IMTBILTBDifference

Max Drawdown

Largest peak-to-trough decline

-18.15%

-36.88%

+18.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-5.42%

+2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-6.80%

-14.60%

+7.80%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

-35.22%

+17.11%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

Current Drawdown

Current decline from peak

-1.58%

-21.10%

+19.52%

Average Drawdown

Average peak-to-trough decline

-4.13%

-9.92%

+5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

2.13%

-1.21%

Volatility

IMTB vs. ILTB - Volatility Comparison

The current volatility for iShares Core 5-10 Year USD Bond ETF (IMTB) is 1.46%, while iShares Core 10+ Year USD Bond ETF (ILTB) has a volatility of 2.46%. This indicates that IMTB experiences smaller price fluctuations and is considered to be less risky than ILTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMTBILTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

2.46%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

5.54%

-2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

7.88%

-3.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

12.63%

-6.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.18%

11.56%

-6.38%

IMTB vs. ILTB - Expense Ratio Comparison

Both IMTB and ILTB 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

IMTB vs. ILTB - Dividend Comparison

IMTB's dividend yield for the trailing twelve months is around 4.52%, less than ILTB's 4.95% yield.


PositionTTM20252024202320222021202020192018201720162015
ILTB
iShares Core 10+ Year USD Bond ETF
4.95%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
4.52%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 ILTB have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ILTB has higher volatility (2.46%) compared to IMTB (1.46%). In terms of maximum drawdown, IMTB dropped -18.15% vs ILTB's -36.88%.

On 5-year performance, IMTB leads with 0.58% vs -2.83% for ILTB. Both ETFs have the same 0.06% expense ratio. On volatility, IMTB has been the lower-risk option at 1.46%. 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 0.58% return vs -2.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

ILTB has the higher dividend yield at 4.95%, compared with 4.52% for IMTB.

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

IMTB currently has the higher Sharpe Ratio (1.41 vs 0.78), 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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