PortfoliosLab logo
IMTB vs. USRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IMTB and USRT 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. USRT - 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 U.S. REIT ETF (USRT). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
12.73%
58.52%
IMTB
USRT

Key characteristics

Sharpe Ratio

IMTB:

1.42

USRT:

0.68

Sortino Ratio

IMTB:

2.08

USRT:

1.03

Omega Ratio

IMTB:

1.25

USRT:

1.14

Calmar Ratio

IMTB:

0.66

USRT:

0.61

Martin Ratio

IMTB:

3.70

USRT:

2.34

Ulcer Index

IMTB:

2.14%

USRT:

5.34%

Daily Std Dev

IMTB:

5.57%

USRT:

18.48%

Max Drawdown

IMTB:

-18.28%

USRT:

-69.89%

Current Drawdown

IMTB:

-4.35%

USRT:

-10.60%

Returns By Period

In the year-to-date period, IMTB achieves a 2.97% return, which is significantly higher than USRT's -2.93% return.


IMTB

YTD

2.97%

1M

0.75%

6M

2.14%

1Y

8.64%

5Y*

-0.15%

10Y*

N/A

USRT

YTD

-2.93%

1M

-3.43%

6M

-7.69%

1Y

13.06%

5Y*

10.04%

10Y*

5.21%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IMTB vs. USRT - Expense Ratio Comparison

IMTB has a 0.06% expense ratio, which is lower than USRT's 0.08% 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%.


Expense ratio chart for USRT: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USRT: 0.08%
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%

Risk-Adjusted Performance

IMTB vs. USRT — 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 8989
Sortino Ratio Rank
The Omega Ratio Rank of IMTB is 8686
Omega Ratio Rank
The Calmar Ratio Rank of IMTB is 7272
Calmar Ratio Rank
The Martin Ratio Rank of IMTB is 7878
Martin Ratio Rank

USRT
The Risk-Adjusted Performance Rank of USRT is 6666
Overall Rank
The Sharpe Ratio Rank of USRT is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of USRT is 6666
Sortino Ratio Rank
The Omega Ratio Rank of USRT is 6464
Omega Ratio Rank
The Calmar Ratio Rank of USRT is 6868
Calmar Ratio Rank
The Martin Ratio Rank of USRT is 6363
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. USRT - 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 U.S. REIT ETF (USRT). 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
USRT: 0.68
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
USRT: 1.03
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
USRT: 1.14
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
USRT: 0.61
The chart of Martin ratio for IMTB, currently valued at 3.70, compared to the broader market0.0020.0040.0060.00
IMTB: 3.70
USRT: 2.34

The current IMTB Sharpe Ratio is 1.42, which is higher than the USRT Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of IMTB and USRT, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.42
0.68
IMTB
USRT

Dividends

IMTB vs. USRT - Dividend Comparison

IMTB's dividend yield for the trailing twelve months is around 4.38%, more than USRT's 2.90% 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%
USRT
iShares Core U.S. REIT ETF
2.90%2.85%3.18%3.47%2.27%3.12%3.34%5.66%3.43%3.98%3.59%3.46%

Drawdowns

IMTB vs. USRT - Drawdown Comparison

The maximum IMTB drawdown since its inception was -18.28%, smaller than the maximum USRT drawdown of -69.89%. Use the drawdown chart below to compare losses from any high point for IMTB and USRT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.35%
-10.60%
IMTB
USRT

Volatility

IMTB vs. USRT - Volatility Comparison

The current volatility for iShares Core 5-10 Year USD Bond ETF (IMTB) is 2.21%, while iShares Core U.S. REIT ETF (USRT) has a volatility of 10.99%. This indicates that IMTB experiences smaller price fluctuations and is considered to be less risky than USRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
2.21%
10.99%
IMTB
USRT