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IMTB vs. STXT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMTB vs. STXT - 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 Strive Total Return Bond ETF (STXT). 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 higher than STXT's -0.14% return.


IMTB

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

STXT

1D
-0.33%
1M
-0.55%
YTD
-0.14%
6M
-0.25%
1Y
3.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMTB vs. STXT - Yearly Performance Comparison


2026 (YTD)202520242023
IMTB
iShares Core 5-10 Year USD Bond ETF
-0.02%8.88%1.94%4.40%
STXT
Strive Total Return Bond ETF
-0.14%6.58%1.77%4.09%

Correlation

The correlation between IMTB and STXT is 0.72, 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

0.72

Correlation (All Time)
Calculated using the full available price history since Aug 11, 2023

0.82

The correlation between IMTB and STXT shifts across timeframes, from 0.72 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IMTB vs. STXT — 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

STXT
STXT Risk / Return Rank: 2929
Overall Rank
STXT Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
STXT Sortino Ratio Rank: 2828
Sortino Ratio Rank
STXT Omega Ratio Rank: 2727
Omega Ratio Rank
STXT Calmar Ratio Rank: 2929
Calmar Ratio Rank
STXT Martin Ratio Rank: 3030
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. STXT - 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 Strive Total Return Bond ETF (STXT). 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.


IMTBSTXTDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.26

1.18

+0.08

Calmar ratioReturn relative to maximum drawdown

2.10

1.40

+0.70

Martin ratioReturn relative to average drawdown

6.51

4.23

+2.27

IMTB vs. STXT - Sharpe Ratio Comparison

The current IMTB Sharpe Ratio is 1.48, which is higher than the STXT Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of IMTB and STXT, 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


IMTBSTXTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.02

+0.47

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

0.87

-0.51

Drawdowns

IMTB vs. STXT - Drawdown Comparison

The maximum IMTB drawdown since its inception was -18.15%, which is greater than STXT's maximum drawdown of -5.27%. Use the drawdown chart below to compare losses from any high point for IMTB and STXT.


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Drawdown Indicators


IMTBSTXTDifference

Max Drawdown

Largest peak-to-trough decline

-18.15%

-5.27%

-12.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-2.80%

-0.06%

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%

-1.99%

+0.25%

Average Drawdown

Average peak-to-trough decline

-4.13%

-1.36%

-2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.93%

-0.01%

Volatility

IMTB vs. STXT - Volatility Comparison

iShares Core 5-10 Year USD Bond ETF (IMTB) and Strive Total Return Bond ETF (STXT) have volatilities of 1.45% and 1.52%, 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


IMTBSTXTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.52%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

2.78%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

3.87%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

5.04%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.18%

5.04%

+0.14%

IMTB vs. STXT - Expense Ratio Comparison

IMTB has a 0.06% expense ratio, which is lower than STXT's 0.49% expense ratio.


Dividends

IMTB vs. STXT - Dividend Comparison

IMTB's dividend yield for the trailing twelve months is around 4.52%, less than STXT's 4.72% yield.


PositionTTM2025202420232022202120202019201820172016
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%
STXT
Strive Total Return Bond ETF
4.72%4.93%5.15%1.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IMTB and STXT have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STXT has higher volatility (1.52%) compared to IMTB (1.45%). In terms of maximum drawdown, IMTB dropped -18.15% vs STXT's -5.27%.

On 1-year performance, IMTB leads with 5.97% vs 3.92% for STXT. 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 1-year period, IMTB has performed better with a 5.97% return vs 3.92%. 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 0.49% for STXT.

STXT has the higher dividend yield at 4.72%, compared with 4.52% for IMTB.

IMTB tracks Bloomberg U.S. Universal 5-10 Years Index, while STXT tracks Bloomberg US Aggregate Bond Index. They also come from different issuers: iShares and Strive. Their fees differ too: 0.06% for IMTB and 0.49% for STXT.

IMTB currently has the higher Sharpe Ratio (1.48 vs 1.02), 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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