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IMTB vs. USRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IMTB vs. USRT

Last updated Jun 3, 2026

IMTB (iShares Core 5-10 Year USD Bond ETF) and USRT (iShares Core U.S. REIT ETF) are both exchange-traded funds - IMTB is a Intermediate Core-Plus Bond fund tracking the Bloomberg U.S. Universal 5-10 Years Index, while USRT is a REIT fund tracking the FTSE NAREIT Equity REITs Index. Both are passively managed. Over the past 5 years, IMTB returned 0.61%/yr vs 4.72%/yr for USRT. At a 0.24 correlation, their price movements are largely independent. IMTB charges 0.06%/yr vs 0.08%/yr for USRT.

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.

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Returns By Period

In the year-to-date period, IMTB achieves a 0.28% return, which is significantly lower than USRT's 12.50% return.

IMTB

1D
0.08%
1M
0.01%
YTD
0.28%
6M
0.54%
1Y
6.33%
3Y*
4.86%
5Y*
0.61%
10Y*
—

USRT

1D
0.52%
1M
-0.93%
YTD
12.50%
6M
11.36%
1Y
14.69%
3Y*
11.50%
5Y*
4.72%
10Y*
6.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMTB vs. USRT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IMTB
iShares Core 5-10 Year USD Bond ETF		0.28%8.88%1.94%6.10%-12.75%-1.41%6.25%8.62%-0.45%4.88%
USRT
iShares Core U.S. REIT ETF		12.50%2.44%8.58%13.64%-24.43%43.26%-8.06%25.98%-4.67%5.27%

Correlation

The correlation between IMTB and USRT is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.35

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

0.35

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

0.32

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

0.24

The correlation between IMTB and USRT shifts across timeframes, from 0.24 (all time) to 0.35 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

iShares Core 5-10 Year USD Bond ETF

iShares Core U.S. REIT ETF

Often compared with IMTB:
IMTB vs. ISTBIMTB vs. ILTBIMTB vs. FALNIMTB vs. IEIIMTB vs. BIVIMTB vs. IEFIMTB vs. TLT
Often compared with USRT:
USRT vs. VNQUSRT vs. XLREUSRT vs. REETUSRT vs. ICFUSRT vs. BBREUSRT vs. SCHDUSRT vs. VOO

Return for Risk

IMTB vs. USRT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IMTB
IMTB Risk / Return Rank: 4444
Overall Rank
IMTB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IMTB Sortino Ratio Rank: 4848
Sortino Ratio Rank
IMTB Omega Ratio Rank: 4444
Omega Ratio Rank
IMTB Calmar Ratio Rank: 4343
Calmar Ratio Rank
IMTB Martin Ratio Rank: 4141
Martin Ratio Rank
USRT
USRT Risk / Return Rank: 3333
Overall Rank
USRT Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
USRT Sortino Ratio Rank: 2929
Sortino Ratio Rank
USRT Omega Ratio Rank: 2929
Omega Ratio Rank
USRT Calmar Ratio Rank: 3737
Calmar Ratio Rank
USRT Martin Ratio Rank: 3838
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. USRT - 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 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.

IMTBUSRTDifference

Sharpe ratio

Return per unit of total volatility

1.58

1.11

+0.47

Sortino ratio

Return per unit of downside risk

2.40

1.57

+0.83

Omega ratio

Gain probability vs. loss probability

1.28

1.20

+0.09

Calmar ratio

Return relative to maximum drawdown

2.14

1.86

+0.27

Martin ratio

Return relative to average drawdown

6.69

6.04

+0.65

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMTB vs. USRT - Sharpe Ratio Comparison

The current IMTB Sharpe Ratio is 1.58, which is higher than the USRT Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of IMTB and USRT, 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

IMTBUSRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.11

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.25

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.29

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.18

+0.19

Drawdowns

IMTB vs. USRT - Drawdown Comparison

The maximum IMTB drawdown since its inception was -18.15%, smaller than the maximum USRT drawdown of -69.91%. Use the drawdown chart below to compare losses from any high point for IMTB and USRT.

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Drawdown Indicators

IMTBUSRTDifference

Max Drawdown

Largest peak-to-trough decline

-18.15%

-69.91%

+51.76%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-8.04%

+5.18%

Max Drawdown (3Y)

Largest decline over 3 years

-6.80%

-18.70%

+11.90%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

-31.03%

+12.92%

Max Drawdown (10Y)

Largest decline over 10 years

—

-44.38%

—

Current Drawdown

Current decline from peak

-1.44%

-3.08%

+1.64%

Average Drawdown

Average peak-to-trough decline

-4.13%

-12.97%

+8.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

2.48%

-1.57%

Volatility

IMTB vs. USRT - Volatility Comparison

The current volatility for iShares Core 5-10 Year USD Bond ETF (IMTB) is 1.43%, while iShares Core U.S. REIT ETF (USRT) has a volatility of 3.97%. 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.

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Volatility by Period

IMTBUSRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

3.97%

-2.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

9.32%

-6.30%

Volatility (1Y)

Calculated over the trailing 1-year period

4.04%

13.28%

-9.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

18.89%

-12.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.18%

21.29%

-16.11%

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%.

Dividends

IMTB vs. USRT - Dividend Comparison

IMTB's dividend yield for the trailing twelve months is around 4.51%, more than USRT's 2.68% yield.

PositionTTM20252024202320222021202020192018201720162015
IMTB
iShares Core 5-10 Year USD Bond ETF		4.51%4.40%4.42%4.13%2.90%2.49%2.63%2.91%3.04%2.75%0.40%0.00%
USRT
iShares Core U.S. REIT ETF		2.68%3.07%2.85%3.18%3.46%2.27%3.12%3.34%5.66%3.44%3.98%3.59%

Frequently Asked Questions

IMTB and USRT have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USRT has higher volatility (3.97%) compared to IMTB (1.43%). In terms of maximum drawdown, IMTB dropped -18.15% vs USRT's -69.91%.

On 5-year performance, USRT leads with 4.72% vs 0.61% for IMTB. On fees, IMTB is cheaper at 0.06% per year. On volatility, IMTB has been the lower-risk option at 1.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USRT has performed better with a 4.72% return vs 0.61%. 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 0.08% for USRT.

IMTB has the higher dividend yield at 4.51%, compared with 2.68% for USRT.

IMTB is categorized as Intermediate Core-Plus Bond, while USRT is REIT. IMTB tracks Bloomberg U.S. Universal 5-10 Years Index, while USRT tracks FTSE NAREIT Equity REITs Index. Their fees differ too: 0.06% for IMTB and 0.08% for USRT.

IMTB currently has the higher Sharpe Ratio (1.58 vs 1.11), 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

Find the right allocation for IMTB and USRT

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