ISTB vs. LDUR
ISTB (iShares Core 1-5 Year USD Bond ETF) and LDUR (PIMCO Enhanced Low Duration Active ETF) are both Short-Term Bond funds. ISTB is passively managed, while LDUR is actively managed. Over the past 10 years, ISTB returned 2.27%/yr vs 2.43%/yr for LDUR. At a 0.44 correlation, their price movements are largely independent. ISTB charges 0.06%/yr vs 0.54%/yr for LDUR.
Performance
ISTB vs. LDUR - Performance Comparison
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Returns By Period
In the year-to-date period, ISTB achieves a 0.49% return, which is significantly lower than LDUR's 0.91% return. Over the past 10 years, ISTB has underperformed LDUR with an annualized return of 2.27%, while LDUR has yielded a comparatively higher 2.43% annualized 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%
LDUR
- 1D
- -0.02%
- 1M
- 0.15%
- YTD
- 0.91%
- 6M
- 1.29%
- 1Y
- 4.37%
- 3Y*
- 5.11%
- 5Y*
- 2.23%
- 10Y*
- 2.43%
ISTB vs. LDUR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISTB iShares Core 1-5 Year USD Bond ETF | 0.49% | 6.36% | 4.37% | 5.56% | -6.08% | -0.71% | 4.75% | 5.61% | 1.02% | 1.72% |
LDUR PIMCO Enhanced Low Duration Active ETF | 0.91% | 5.76% | 5.14% | 4.78% | -4.23% | -0.55% | 4.49% | 4.27% | 1.05% | 2.06% |
Correlation
The correlation between ISTB and LDUR is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2014 | 0.44 |
Over the past year, ISTB and LDUR have become more correlated (0.76) than their long-term average of 0.44, meaning their price movements have been converging.
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Return for Risk
ISTB vs. LDUR — Risk / Return Rank
ISTB
LDUR
ISTB vs. LDUR - 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 PIMCO Enhanced Low Duration Active ETF (LDUR). 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.
| ISTB | LDUR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.56 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 4.70 | -1.36 |
| Martin ratioReturn relative to average drawdown | 12.72 | 22.64 | -9.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ISTB | LDUR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.37 | 2.83 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 1.10 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.88 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.87 | -0.03 |
Drawdowns
ISTB vs. LDUR - Drawdown Comparison
The maximum ISTB drawdown since its inception was -9.34%, which is greater than LDUR's maximum drawdown of -8.68%. Use the drawdown chart below to compare losses from any high point for ISTB and LDUR.
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Drawdown Indicators
| ISTB | LDUR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.34% | -8.68% | -0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -1.26% | -0.93% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -1.36% | -1.17% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -9.34% | -6.75% | -2.59% |
Max Drawdown (10Y)Largest decline over 10 years | -9.34% | -8.68% | -0.66% |
Current DrawdownCurrent decline from peak | -0.42% | -0.04% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -1.22% | -0.85% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 0.19% | +0.14% |
Volatility
ISTB vs. LDUR - Volatility Comparison
iShares Core 1-5 Year USD Bond ETF (ISTB) has a higher volatility of 0.54% compared to PIMCO Enhanced Low Duration Active ETF (LDUR) at 0.44%. This indicates that ISTB's price experiences larger fluctuations and is considered to be riskier than LDUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISTB | LDUR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.54% | 0.44% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 1.28% | 1.08% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.77% | 1.55% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.79% | 2.03% | +0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.51% | 2.77% | -0.26% |
ISTB vs. LDUR - Expense Ratio Comparison
ISTB has a 0.06% expense ratio, which is lower than LDUR's 0.54% expense ratio.
Dividends
ISTB vs. LDUR - Dividend Comparison
ISTB's dividend yield for the trailing twelve months is around 4.25%, less than LDUR's 4.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LDUR PIMCO Enhanced Low Duration Active ETF | 4.35% | 4.60% | 4.77% | 4.11% | 2.22% | 0.90% | 2.15% | 3.14% | 2.66% | 2.08% | 1.85% | 2.92% |
Frequently Asked Questions
ISTB and LDUR have a correlation of 0.76, 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 LDUR (0.44%). In terms of maximum drawdown, ISTB dropped -9.34% vs LDUR's -8.68%.
On 10-year performance, LDUR leads with 2.43% vs 2.27% for ISTB. On fees, ISTB is cheaper at 0.06% per year. On volatility, LDUR has been the lower-risk option at 0.44%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, LDUR has performed better with a 2.43% return vs 2.27%. 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 0.54% for LDUR.
LDUR has the higher dividend yield at 4.35%, compared with 4.25% for ISTB.
They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.06% for ISTB and 0.54% for LDUR.
LDUR currently has the higher Sharpe Ratio (2.83 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.
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