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ISTB vs. BSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISTB vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 1-5 Year USD Bond ETF (ISTB) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISTB achieves a 0.44% return, which is significantly higher than BSV's 0.21% return. Over the past 10 years, ISTB has outperformed BSV with an annualized return of 2.23%, while BSV has yielded a comparatively lower 1.90% annualized return.


ISTB

1D
-0.12%
1M
0.19%
YTD
0.44%
6M
0.59%
1Y
3.73%
3Y*
4.98%
5Y*
1.90%
10Y*
2.23%

BSV

1D
-0.12%
1M
0.11%
YTD
0.21%
6M
0.37%
1Y
3.25%
3Y*
4.47%
5Y*
1.66%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISTB vs. BSV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISTB
iShares Core 1-5 Year USD Bond ETF
0.44%6.36%4.37%5.56%-6.08%-0.71%4.75%5.61%1.02%1.72%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.21%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%

Correlation

The correlation between ISTB and BSV is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.96

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

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2012

0.77

The correlation between ISTB and BSV shifts across timeframes, from 0.77 (all time) to 0.96 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ISTB vs. BSV — Risk / Return Rank

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

ISTB
ISTB Risk / Return Rank: 6767
Overall Rank
ISTB Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ISTB Sortino Ratio Rank: 7575
Sortino Ratio Rank
ISTB Omega Ratio Rank: 7171
Omega Ratio Rank
ISTB Calmar Ratio Rank: 6262
Calmar Ratio Rank
ISTB Martin Ratio Rank: 6363
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 5555
Overall Rank
BSV Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 6363
Sortino Ratio Rank
BSV Omega Ratio Rank: 5757
Omega Ratio Rank
BSV Calmar Ratio Rank: 5252
Calmar Ratio Rank
BSV Martin Ratio Rank: 5050
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.

ISTB vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 1-5 Year USD Bond ETF (ISTB) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ISTBBSVDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.40

1.34

+0.06

Calmar ratioReturn relative to maximum drawdown

2.98

2.53

+0.45

Martin ratioReturn relative to average drawdown

10.97

8.35

+2.62

ISTB vs. BSV - Sharpe Ratio Comparison

The current ISTB Sharpe Ratio is 2.09, which is comparable to the BSV Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of ISTB and BSV, 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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Drawdowns

ISTB vs. BSV - Drawdown Comparison

The maximum ISTB drawdown since its inception was -9.34%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for ISTB and BSV.


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Drawdown Indicators


ISTBBSVDifference

Max Drawdown

Largest peak-to-trough decline

-9.34%

-8.54%

-0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-1.26%

-1.29%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-1.36%

-1.53%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-9.34%

-8.54%

-0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-9.34%

-8.54%

-0.80%

Current Drawdown

Current decline from peak

-0.46%

-0.70%

+0.24%

Average Drawdown

Average peak-to-trough decline

-1.22%

-0.97%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

0.39%

-0.05%

Volatility

ISTB vs. BSV - Volatility Comparison

iShares Core 1-5 Year USD Bond ETF (ISTB) has a higher volatility of 0.63% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.59%. This indicates that ISTB's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISTBBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

0.59%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

1.33%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

1.80%

1.82%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.80%

2.73%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.51%

2.38%

+0.13%

ISTB vs. BSV - Expense Ratio Comparison

ISTB has a 0.06% expense ratio, which is higher than BSV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ISTB vs. BSV - Dividend Comparison

ISTB's dividend yield for the trailing twelve months is around 4.25%, more than BSV's 4.00% yield.


PositionTTM20252024202320222021202020192018201720162015
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
4.00%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%
ISTB
iShares Core 1-5 Year USD Bond ETF
4.25%4.12%3.83%2.97%2.01%1.69%2.20%2.75%2.57%2.06%1.90%1.58%

Frequently Asked Questions


With a correlation of 0.96, ISTB and BSV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

ISTB has higher volatility (0.63%) compared to BSV (0.59%). In terms of maximum drawdown, ISTB dropped -9.34% vs BSV's -8.54%.

On 10-year performance, ISTB leads with 2.23% vs 1.90% for BSV. On fees, BSV is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ISTB has performed better with a 2.23% return vs 1.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV is cheaper with a 0.03% expense ratio, compared with 0.06% for ISTB.

ISTB has the higher dividend yield at 4.25%, compared with 4.00% for BSV.

ISTB tracks BBG US Universal 1-5 Year Index (USD), while BSV tracks Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.06% for ISTB and 0.03% for BSV.

ISTB currently has the higher Sharpe Ratio (2.09 vs 1.79), 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 ISTB and BSV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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