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ISTB vs. IMTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISTB vs. IMTB - 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 Core 5-10 Year USD Bond ETF (IMTB). 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 0.57% return, which is significantly higher than IMTB's 0.28% return.


ISTB

1D
0.00%
1M
0.11%
YTD
0.57%
6M
0.98%
1Y
4.25%
3Y*
4.98%
5Y*
1.90%
10Y*
2.28%

IMTB

1D
0.08%
1M
0.01%
YTD
0.28%
6M
0.54%
1Y
6.33%
3Y*
4.86%
5Y*
0.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISTB vs. IMTB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISTB
iShares Core 1-5 Year USD Bond ETF
0.57%6.36%4.37%5.56%-6.08%-0.71%4.75%5.61%1.02%1.72%
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%

Correlation

The correlation between ISTB and IMTB is 0.87, 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

0.87

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

0.89

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

0.89

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

0.75

The correlation between ISTB and IMTB shifts across timeframes, from 0.75 (all time) to 0.89 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ISTB vs. IMTB — 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: 7373
Sharpe Ratio Rank
ISTB Sortino Ratio Rank: 8383
Sortino Ratio Rank
ISTB Omega Ratio Rank: 7878
Omega Ratio Rank
ISTB Calmar Ratio Rank: 6666
Calmar Ratio Rank
ISTB Martin Ratio Rank: 6767
Martin Ratio Rank

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
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. IMTB - 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 Core 5-10 Year USD Bond ETF (IMTB). 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.


ISTBIMTBDifference

Sharpe ratio

Return per unit of total volatility

2.41

1.58

+0.84

Sortino ratio

Return per unit of downside risk

3.76

2.40

+1.36

Omega ratio

Gain probability vs. loss probability

1.47

1.28

+0.19

Calmar ratio

Return relative to maximum drawdown

3.31

2.14

+1.17

Martin ratio

Return relative to average drawdown

12.67

6.69

+5.98

ISTB vs. IMTB - Sharpe Ratio Comparison

The current ISTB Sharpe Ratio is 2.41, which is higher than the IMTB Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of ISTB and IMTB, 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


ISTBIMTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

1.58

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.10

+0.59

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

0.37

+0.47

Drawdowns

ISTB vs. IMTB - Drawdown Comparison

The maximum ISTB drawdown since its inception was -9.34%, smaller than the maximum IMTB drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for ISTB and IMTB.


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Drawdown Indicators


ISTBIMTBDifference

Max Drawdown

Largest peak-to-trough decline

-9.34%

-18.15%

+8.81%

Max Drawdown (1Y)

Largest decline over 1 year

-1.26%

-2.86%

+1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-1.36%

-6.80%

+5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-9.34%

-18.11%

+8.77%

Max Drawdown (10Y)

Largest decline over 10 years

-9.34%

Current Drawdown

Current decline from peak

-0.34%

-1.44%

+1.10%

Average Drawdown

Average peak-to-trough decline

-1.22%

-4.13%

+2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

0.91%

-0.58%

Volatility

ISTB vs. IMTB - Volatility Comparison

The current volatility for iShares Core 1-5 Year USD Bond ETF (ISTB) is 0.55%, while iShares Core 5-10 Year USD Bond ETF (IMTB) has a volatility of 1.43%. This indicates that ISTB experiences smaller price fluctuations and is considered to be less risky than IMTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISTBIMTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.55%

1.43%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

1.29%

3.02%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

1.77%

4.04%

-2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.79%

6.28%

-3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.51%

5.18%

-2.67%

ISTB vs. IMTB - Expense Ratio Comparison

Both ISTB and IMTB have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ISTB vs. IMTB - Dividend Comparison

ISTB's dividend yield for the trailing twelve months is around 4.25%, less than IMTB's 4.51% 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%
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 IMTB have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMTB has higher volatility (1.43%) compared to ISTB (0.55%). In terms of maximum drawdown, ISTB dropped -9.34% vs IMTB's -18.15%.

On 5-year performance, ISTB leads with 1.90% vs 0.61% for IMTB. Both ETFs have the same 0.06% expense ratio. On volatility, ISTB has been the lower-risk option at 0.55%. 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 1.90% return vs 0.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISTB and IMTB have the same expense ratio: 0.06% per year.

IMTB has the higher dividend yield at 4.51%, compared with 4.25% for ISTB.

ISTB is categorized as Short-Term Bond, while IMTB is Intermediate Core-Plus Bond. ISTB tracks BBG US Universal 1-5 Year Index (USD), while IMTB tracks Bloomberg U.S. Universal 5-10 Years Index.

ISTB currently has the higher Sharpe Ratio (2.41 vs 1.58), 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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