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IUSB vs. BRTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSB vs. BRTR - Performance Comparison

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

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with IUSB at 1.06% and BRTR at 1.06%.


IUSB

1D
0.39%
1M
1.09%
YTD
1.06%
6M
0.89%
1Y
4.75%
3Y*
4.65%
5Y*
0.52%
10Y*
1.94%

BRTR

1D
0.43%
1M
1.19%
YTD
1.06%
6M
0.89%
1Y
5.25%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSB vs. BRTR - Yearly Performance Comparison


2026 (YTD)202520242023
IUSB
iShares Core Universal USD Bond ETF
1.06%7.38%2.11%1.22%
BRTR
Blackrock Total Return ETF
1.06%8.11%1.29%0.68%

Correlation

The correlation between IUSB and BRTR is 0.95 - 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

0.95

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2023

0.96

The correlation between IUSB and BRTR has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

IUSB vs. BRTR — Risk / Return Rank

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

IUSB
IUSB Risk / Return Rank: 4040
Overall Rank
IUSB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 4343
Sortino Ratio Rank
IUSB Omega Ratio Rank: 3838
Omega Ratio Rank
IUSB Calmar Ratio Rank: 4141
Calmar Ratio Rank
IUSB Martin Ratio Rank: 3737
Martin Ratio Rank

BRTR
BRTR Risk / Return Rank: 4141
Overall Rank
BRTR Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BRTR Sortino Ratio Rank: 4747
Sortino Ratio Rank
BRTR Omega Ratio Rank: 4343
Omega Ratio Rank
BRTR Calmar Ratio Rank: 3535
Calmar Ratio Rank
BRTR Martin Ratio Rank: 3434
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. BRTR - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IUSBBRTRDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.23

1.26

-0.02

Calmar ratioReturn relative to maximum drawdown

1.89

1.62

+0.27

Martin ratioReturn relative to average drawdown

5.43

4.63

+0.80

IUSB vs. BRTR - Sharpe Ratio Comparison

The current IUSB Sharpe Ratio is 1.33, which is comparable to the BRTR Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of IUSB and BRTR, 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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Drawdowns

IUSB vs. BRTR - Drawdown Comparison

The maximum IUSB drawdown since its inception was -17.90%, which is greater than BRTR's maximum drawdown of -5.07%. Use the drawdown chart below to compare losses from any high point for IUSB and BRTR.


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Drawdown Indicators


IUSBBRTRDifference

Max Drawdown

Largest peak-to-trough decline

-17.90%

-5.07%

-12.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-3.26%

+0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-5.82%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

Max Drawdown (10Y)

Largest decline over 10 years

-17.90%

Current Drawdown

Current decline from peak

-0.70%

-1.04%

+0.34%

Average Drawdown

Average peak-to-trough decline

-3.58%

-1.36%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.14%

-0.26%

Volatility

IUSB vs. BRTR - Volatility Comparison

iShares Core Universal USD Bond ETF (IUSB) has a higher volatility of 1.13% compared to Blackrock Total Return ETF (BRTR) at 1.05%. This indicates that IUSB's price experiences larger fluctuations and is considered to be riskier than BRTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSBBRTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.05%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

2.86%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.60%

3.66%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.80%

4.68%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

4.68%

+0.36%

IUSB vs. BRTR - Expense Ratio Comparison

IUSB has a 0.06% expense ratio, which is lower than BRTR's 0.38% expense ratio.


Dividends

IUSB vs. BRTR - Dividend Comparison

IUSB's dividend yield for the trailing twelve months is around 4.21%, less than BRTR's 4.70% yield.


PositionTTM20252024202320222021202020192018201720162015
BRTR
Blackrock Total Return ETF
4.70%4.86%5.58%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUSB
iShares Core Universal USD Bond ETF
4.21%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 0.95, IUSB and BRTR 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 (1.13%) compared to BRTR (1.05%). In terms of maximum drawdown, IUSB dropped -17.90% vs BRTR's -5.07%.

On 1-year performance, BRTR leads with 5.25% vs 4.75% for IUSB. On fees, IUSB 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 1-year period, BRTR has performed better with a 5.25% return vs 4.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSB is cheaper with a 0.06% expense ratio, compared with 0.38% for BRTR.

BRTR has the higher dividend yield at 4.70%, compared with 4.21% for IUSB.

They also come from different issuers: iShares and BlackRock. Their fees differ too: 0.06% for IUSB and 0.38% for BRTR.

BRTR currently has the higher Sharpe Ratio (1.44 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.

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