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IUSB vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSB vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Universal USD Bond ETF (IUSB) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSB achieves a 0.28% return, which is significantly higher than BND's 0.15% return. Over the past 10 years, IUSB has outperformed BND with an annualized return of 1.90%, while BND has yielded a comparatively lower 1.55% annualized return.


IUSB

1D
0.24%
1M
-0.43%
YTD
0.28%
6M
0.70%
1Y
5.33%
3Y*
4.49%
5Y*
0.30%
10Y*
1.90%

BND

1D
0.22%
1M
-0.45%
YTD
0.15%
6M
0.52%
1Y
4.93%
3Y*
3.96%
5Y*
-0.04%
10Y*
1.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSB vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSB
iShares Core Universal USD Bond ETF
0.28%7.38%2.11%6.23%-13.04%-1.33%7.62%9.13%-0.27%3.82%
BND
Vanguard Total Bond Market ETF
0.15%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Correlation

The correlation between IUSB and BND is 0.99 - 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

0.99

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

0.99

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

0.99

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.91

The correlation between IUSB and BND has been stable across timeframes, ranging from 0.91 to 0.99 - a consistent structural relationship.

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Return for Risk

IUSB vs. BND — Risk / Return Rank

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

IUSB
IUSB Risk / Return Rank: 4848
Overall Rank
IUSB Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 5151
Sortino Ratio Rank
IUSB Omega Ratio Rank: 4747
Omega Ratio Rank
IUSB Calmar Ratio Rank: 4848
Calmar Ratio Rank
IUSB Martin Ratio Rank: 4343
Martin Ratio Rank

BND
BND Risk / Return Rank: 4141
Overall Rank
BND Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BND Sortino Ratio Rank: 4444
Sortino Ratio Rank
BND Omega Ratio Rank: 4040
Omega Ratio Rank
BND Calmar Ratio Rank: 4242
Calmar Ratio Rank
BND Martin Ratio Rank: 3838
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.

IUSB vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Universal USD Bond ETF (IUSB) and Vanguard Total Bond Market ETF (BND). 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.


IUSBBNDDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.27

1.23

+0.03

Calmar ratioReturn relative to maximum drawdown

2.12

1.85

+0.27

Martin ratioReturn relative to average drawdown

6.28

5.46

+0.82

IUSB vs. BND - Sharpe Ratio Comparison

The current IUSB Sharpe Ratio is 1.50, which is comparable to the BND Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of IUSB and BND, 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


IUSBBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.33

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

-0.01

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.28

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.59

-0.13

Drawdowns

IUSB vs. BND - Drawdown Comparison

The maximum IUSB drawdown since its inception was -17.90%, roughly equal to the maximum BND drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for IUSB and BND.


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Drawdown Indicators


IUSBBNDDifference

Max Drawdown

Largest peak-to-trough decline

-17.90%

-18.58%

+0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-2.68%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-5.82%

-5.92%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

-17.91%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-17.90%

-18.58%

+0.68%

Current Drawdown

Current decline from peak

-1.48%

-2.49%

+1.01%

Average Drawdown

Average peak-to-trough decline

-3.59%

-3.06%

-0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.91%

-0.06%

Volatility

IUSB vs. BND - Volatility Comparison

iShares Core Universal USD Bond ETF (IUSB) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.22% and 1.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSBBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

1.19%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

2.70%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.57%

3.72%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.80%

6.02%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

5.53%

-0.49%

IUSB vs. BND - Expense Ratio Comparison

IUSB has a 0.06% expense ratio, which is higher than BND'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

IUSB vs. BND - Dividend Comparison

IUSB's dividend yield for the trailing twelve months is around 4.24%, more than BND's 3.97% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.97%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
IUSB
iShares Core Universal USD Bond ETF
4.24%4.17%4.04%3.46%2.53%1.74%2.68%3.04%2.98%2.56%2.60%1.95%

Frequently Asked Questions


With a correlation of 0.99, IUSB and BND 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.

IUSB has higher volatility (1.22%) compared to BND (1.19%). In terms of maximum drawdown, IUSB dropped -17.90% vs BND's -18.58%.

On 10-year performance, IUSB leads with 1.90% vs 1.55% for BND. On fees, BND 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, IUSB has performed better with a 1.90% return vs 1.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND is cheaper with a 0.03% expense ratio, compared with 0.06% for IUSB.

IUSB has the higher dividend yield at 4.24%, compared with 3.97% for BND.

IUSB is categorized as Intermediate Core-Plus Bond, while BND is Total Bond Market. IUSB tracks Bloomberg U.S. Universal Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.06% for IUSB and 0.03% for BND.

IUSB currently has the higher Sharpe Ratio (1.50 vs 1.33), 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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