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IMTB vs. ILTB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IMTB and ILTB is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

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.

2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.73%
6.49%
IMTB
ILTB

Key characteristics

Sharpe Ratio

IMTB:

1.42

ILTB:

0.50

Sortino Ratio

IMTB:

2.08

ILTB:

0.75

Omega Ratio

IMTB:

1.25

ILTB:

1.09

Calmar Ratio

IMTB:

0.66

ILTB:

0.19

Martin Ratio

IMTB:

3.70

ILTB:

1.11

Ulcer Index

IMTB:

2.14%

ILTB:

5.15%

Daily Std Dev

IMTB:

5.57%

ILTB:

11.53%

Max Drawdown

IMTB:

-18.28%

ILTB:

-37.03%

Current Drawdown

IMTB:

-4.35%

ILTB:

-25.42%

Returns By Period

In the year-to-date period, IMTB achieves a 2.97% return, which is significantly higher than ILTB's 2.12% return.


IMTB

YTD

2.97%

1M

0.68%

6M

2.14%

1Y

8.40%

5Y*

-0.14%

10Y*

N/A

ILTB

YTD

2.12%

1M

0.22%

6M

-0.57%

1Y

6.46%

5Y*

-4.03%

10Y*

1.42%

*Annualized

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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%.


Expense ratio chart for IMTB: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IMTB: 0.06%
Expense ratio chart for ILTB: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ILTB: 0.06%

Risk-Adjusted Performance

IMTB vs. ILTB — Risk-Adjusted Performance Rank

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

IMTB
The Risk-Adjusted Performance Rank of IMTB is 8383
Overall Rank
The Sharpe Ratio Rank of IMTB is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of IMTB is 9090
Sortino Ratio Rank
The Omega Ratio Rank of IMTB is 8686
Omega Ratio Rank
The Calmar Ratio Rank of IMTB is 7373
Calmar Ratio Rank
The Martin Ratio Rank of IMTB is 7979
Martin Ratio Rank

ILTB
The Risk-Adjusted Performance Rank of ILTB is 4949
Overall Rank
The Sharpe Ratio Rank of ILTB is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ILTB is 5555
Sortino Ratio Rank
The Omega Ratio Rank of ILTB is 5050
Omega Ratio Rank
The Calmar Ratio Rank of ILTB is 3939
Calmar Ratio Rank
The Martin Ratio Rank of ILTB is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IMTB vs. ILTB - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for IMTB, currently valued at 1.42, compared to the broader market-1.000.001.002.003.004.00
IMTB: 1.42
ILTB: 0.50
The chart of Sortino ratio for IMTB, currently valued at 2.08, compared to the broader market-2.000.002.004.006.008.00
IMTB: 2.08
ILTB: 0.75
The chart of Omega ratio for IMTB, currently valued at 1.25, compared to the broader market0.501.001.502.002.50
IMTB: 1.25
ILTB: 1.09
The chart of Calmar ratio for IMTB, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.00
IMTB: 0.66
ILTB: 0.19
The chart of Martin ratio for IMTB, currently valued at 3.70, compared to the broader market0.0020.0040.0060.00
IMTB: 3.70
ILTB: 1.11

The current IMTB Sharpe Ratio is 1.42, which is higher than the ILTB Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of IMTB and ILTB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.42
0.50
IMTB
ILTB

Dividends

IMTB vs. ILTB - Dividend Comparison

IMTB's dividend yield for the trailing twelve months is around 4.38%, less than ILTB's 4.89% yield.


TTM20242023202220212020201920182017201620152014
IMTB
iShares Core 5-10 Year USD Bond ETF
4.38%4.42%4.13%2.90%2.32%2.63%2.91%3.04%2.75%0.40%0.00%0.00%
ILTB
iShares Core 10+ Year USD Bond ETF
4.89%4.91%4.38%4.31%3.04%3.08%3.45%4.13%3.97%3.99%4.20%3.62%

Drawdowns

IMTB vs. ILTB - Drawdown Comparison

The maximum IMTB drawdown since its inception was -18.28%, smaller than the maximum ILTB drawdown of -37.03%. Use the drawdown chart below to compare losses from any high point for IMTB and ILTB. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-4.35%
-25.42%
IMTB
ILTB

Volatility

IMTB vs. ILTB - Volatility Comparison

The current volatility for iShares Core 5-10 Year USD Bond ETF (IMTB) is 2.21%, while iShares Core 10+ Year USD Bond ETF (ILTB) has a volatility of 5.62%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
2.21%
5.62%
IMTB
ILTB