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ISTB vs. DCRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISTB vs. DCRE - 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 DoubleLine Commercial Real Estate ETF (DCRE). 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 0.49% return, which is significantly lower than DCRE's 1.39% return.


ISTB

1D
-0.08%
1M
0.15%
YTD
0.49%
6M
0.71%
1Y
4.19%
3Y*
4.95%
5Y*
1.85%
10Y*
2.27%

DCRE

1D
-0.02%
1M
0.11%
YTD
1.39%
6M
1.51%
1Y
4.74%
3Y*
6.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISTB vs. DCRE - Yearly Performance Comparison


2026 (YTD)202520242023
ISTB
iShares Core 1-5 Year USD Bond ETF
0.49%6.36%4.37%3.02%
DCRE
DoubleLine Commercial Real Estate ETF
1.39%5.86%6.86%5.27%

Correlation

The correlation between ISTB and DCRE is 0.50, 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

0.50

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

0.55

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2023

0.58

The correlation between ISTB and DCRE has been stable across timeframes, ranging from 0.50 to 0.58 - a consistent structural relationship.

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Return for Risk

ISTB vs. DCRE — Risk / Return Rank

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

ISTB
ISTB Risk / Return Rank: 7373
Overall Rank
ISTB Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ISTB Sortino Ratio Rank: 8181
Sortino Ratio Rank
ISTB Omega Ratio Rank: 7777
Omega Ratio Rank
ISTB Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISTB Martin Ratio Rank: 6868
Martin Ratio Rank

DCRE
DCRE Risk / Return Rank: 9696
Overall Rank
DCRE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DCRE Sortino Ratio Rank: 9898
Sortino Ratio Rank
DCRE Omega Ratio Rank: 9797
Omega Ratio Rank
DCRE Calmar Ratio Rank: 9393
Calmar Ratio Rank
DCRE Martin Ratio Rank: 9494
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. DCRE - 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 DoubleLine Commercial Real Estate ETF (DCRE). 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.


ISTBDCREDifference
Sharpe ratioReturn per unit of total volatility

-1.79

Sortino ratioReturn per unit of downside risk

-3.47

Omega ratioGain probability vs. loss probability

1.46

1.96

-0.49

Calmar ratioReturn relative to maximum drawdown

3.34

6.98

-3.64

Martin ratioReturn relative to average drawdown

12.72

25.78

-13.06

ISTB vs. DCRE - Sharpe Ratio Comparison

The current ISTB Sharpe Ratio is 2.37, which is lower than the DCRE Sharpe Ratio of 4.16. The chart below compares the historical Sharpe Ratios of ISTB and DCRE, 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


ISTBDCREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

4.16

-1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

3.90

-3.06

Drawdowns

ISTB vs. DCRE - Drawdown Comparison

The maximum ISTB drawdown since its inception was -9.34%, which is greater than DCRE's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for ISTB and DCRE.


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Drawdown Indicators


ISTBDCREDifference

Max Drawdown

Largest peak-to-trough decline

-9.34%

-0.84%

-8.50%

Max Drawdown (1Y)

Largest decline over 1 year

-1.26%

-0.68%

-0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-1.36%

-0.84%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-9.34%

Max Drawdown (10Y)

Largest decline over 10 years

-9.34%

Current Drawdown

Current decline from peak

-0.42%

-0.20%

-0.22%

Average Drawdown

Average peak-to-trough decline

-1.22%

-0.11%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

0.18%

+0.15%

Volatility

ISTB vs. DCRE - Volatility Comparison

iShares Core 1-5 Year USD Bond ETF (ISTB) has a higher volatility of 0.54% compared to DoubleLine Commercial Real Estate ETF (DCRE) at 0.47%. This indicates that ISTB's price experiences larger fluctuations and is considered to be riskier than DCRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISTBDCREDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.54%

0.47%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.28%

0.88%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

1.77%

1.14%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.79%

1.58%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.51%

1.58%

+0.93%

ISTB vs. DCRE - Expense Ratio Comparison

ISTB has a 0.06% expense ratio, which is lower than DCRE's 0.40% expense ratio.


Dividends

ISTB vs. DCRE - Dividend Comparison

ISTB's dividend yield for the trailing twelve months is around 4.25%, less than DCRE's 4.75% yield.


PositionTTM20252024202320222021202020192018201720162015
DCRE
DoubleLine Commercial Real Estate ETF
4.75%4.84%5.52%3.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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


ISTB and DCRE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISTB has higher volatility (0.54%) compared to DCRE (0.47%). In terms of maximum drawdown, ISTB dropped -9.34% vs DCRE's -0.84%.

On 3-year performance, DCRE leads with 6.20% vs 4.95% for ISTB. On fees, ISTB 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 3-year period, DCRE has performed better with a 6.20% return vs 4.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISTB is cheaper with a 0.06% expense ratio, compared with 0.40% for DCRE.

DCRE has the higher dividend yield at 4.75%, compared with 4.25% for ISTB.

They also come from different issuers: iShares and DoubleLine. Their fees differ too: 0.06% for ISTB and 0.40% for DCRE.

DCRE currently has the higher Sharpe Ratio (4.16 vs 2.37), 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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