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ISTB vs. IBDU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISTB vs. IBDU - 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 iShares iBonds Dec 2029 Term Corporate ETF (IBDU). 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 IBDU's 0.54% 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%

IBDU

1D
-0.13%
1M
0.12%
YTD
0.54%
6M
0.88%
1Y
4.76%
3Y*
5.73%
5Y*
1.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISTB vs. IBDU - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ISTB
iShares Core 1-5 Year USD Bond ETF
0.49%6.36%4.37%5.56%-6.08%-0.71%4.75%1.00%
IBDU
iShares iBonds Dec 2029 Term Corporate ETF
0.54%7.59%3.62%8.67%-13.04%-2.05%10.38%2.22%

Correlation

The correlation between ISTB and IBDU is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.92

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

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2019

0.80

The correlation between ISTB and IBDU shifts across timeframes, from 0.80 (all time) to 0.92 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ISTB vs. IBDU — 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

IBDU
IBDU Risk / Return Rank: 6565
Overall Rank
IBDU Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IBDU Sortino Ratio Rank: 7272
Sortino Ratio Rank
IBDU Omega Ratio Rank: 6767
Omega Ratio Rank
IBDU Calmar Ratio Rank: 6161
Calmar Ratio Rank
IBDU Martin Ratio Rank: 6363
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. IBDU - 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 iShares iBonds Dec 2029 Term Corporate ETF (IBDU). 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.


ISTBIBDUDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.46

1.41

+0.06

Calmar ratioReturn relative to maximum drawdown

3.34

3.02

+0.32

Martin ratioReturn relative to average drawdown

12.72

11.33

+1.38

ISTB vs. IBDU - Sharpe Ratio Comparison

The current ISTB Sharpe Ratio is 2.37, which is comparable to the IBDU Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of ISTB and IBDU, 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


ISTBIBDUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

2.12

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.23

+0.44

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

0.33

+0.51

Drawdowns

ISTB vs. IBDU - Drawdown Comparison

The maximum ISTB drawdown since its inception was -9.34%, smaller than the maximum IBDU drawdown of -19.44%. Use the drawdown chart below to compare losses from any high point for ISTB and IBDU.


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Drawdown Indicators


ISTBIBDUDifference

Max Drawdown

Largest peak-to-trough decline

-9.34%

-19.44%

+10.10%

Max Drawdown (1Y)

Largest decline over 1 year

-1.26%

-1.59%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-1.36%

-4.14%

+2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-9.34%

-19.44%

+10.10%

Max Drawdown (10Y)

Largest decline over 10 years

-9.34%

Current Drawdown

Current decline from peak

-0.42%

-0.54%

+0.12%

Average Drawdown

Average peak-to-trough decline

-1.22%

-5.41%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

0.42%

-0.09%

Volatility

ISTB vs. IBDU - Volatility Comparison

The current volatility for iShares Core 1-5 Year USD Bond ETF (ISTB) is 0.54%, while iShares iBonds Dec 2029 Term Corporate ETF (IBDU) has a volatility of 0.58%. This indicates that ISTB experiences smaller price fluctuations and is considered to be less risky than IBDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISTBIBDUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.54%

0.58%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.28%

1.49%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

1.77%

2.26%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.79%

5.72%

-2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.51%

7.32%

-4.81%

ISTB vs. IBDU - Expense Ratio Comparison

ISTB has a 0.06% expense ratio, which is lower than IBDU's 0.10% 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

ISTB vs. IBDU - Dividend Comparison

ISTB's dividend yield for the trailing twelve months is around 4.25%, less than IBDU's 4.66% yield.


PositionTTM20252024202320222021202020192018201720162015
IBDU
iShares iBonds Dec 2029 Term Corporate ETF
4.66%4.67%4.75%4.21%3.34%2.29%2.42%0.74%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


With a correlation of 0.91, ISTB and IBDU 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.

IBDU has higher volatility (0.58%) compared to ISTB (0.54%). In terms of maximum drawdown, ISTB dropped -9.34% vs IBDU's -19.44%.

On 5-year performance, ISTB leads with 1.85% vs 1.29% for IBDU. 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 5-year period, ISTB has performed better with a 1.85% return vs 1.29%. 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 0.10% for IBDU.

IBDU has the higher dividend yield at 4.66%, compared with 4.25% for ISTB.

ISTB is categorized as Short-Term Bond, while IBDU is Corporate Bonds. ISTB tracks BBG US Universal 1-5 Year Index (USD), while IBDU tracks Bloomberg December 2029 Maturity Corporate Index. Their fees differ too: 0.06% for ISTB and 0.10% for IBDU.

ISTB currently has the higher Sharpe Ratio (2.37 vs 2.12), 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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