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IUSB vs. DBLTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSB vs. DBLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Universal USD Bond ETF (IUSB) and DoubleLine Total Return Bond Fund Class I (DBLTX). 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 0.43% return, which is significantly higher than DBLTX's 0.01% return. Over the past 10 years, IUSB has outperformed DBLTX with an annualized return of 1.94%, while DBLTX has yielded a comparatively lower 1.78% annualized return.


IUSB

1D
-0.17%
1M
0.31%
YTD
0.43%
6M
0.31%
1Y
5.54%
3Y*
4.51%
5Y*
0.44%
10Y*
1.94%

DBLTX

1D
0.00%
1M
0.16%
YTD
0.01%
6M
0.00%
1Y
5.41%
3Y*
4.54%
5Y*
0.66%
10Y*
1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSB vs. DBLTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSB
iShares Core Universal USD Bond ETF
0.43%7.38%2.11%6.23%-13.04%-1.33%7.62%9.13%-0.27%3.82%
DBLTX
DoubleLine Total Return Bond Fund Class I
0.01%8.05%3.08%5.34%-12.56%0.24%4.13%5.81%1.76%3.80%

Correlation

The correlation between IUSB and DBLTX is 0.93, 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

0.93

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

0.95

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

0.94

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

0.88

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2014

0.85

The correlation between IUSB and DBLTX shifts across timeframes, from 0.85 (all time) to 0.95 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IUSB vs. DBLTX — Risk / Return Rank

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

IUSB
IUSB Risk / Return Rank: 4343
Overall Rank
IUSB Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 4545
Sortino Ratio Rank
IUSB Omega Ratio Rank: 4141
Omega Ratio Rank
IUSB Calmar Ratio Rank: 4343
Calmar Ratio Rank
IUSB Martin Ratio Rank: 4141
Martin Ratio Rank

DBLTX
DBLTX Risk / Return Rank: 2222
Overall Rank
DBLTX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
DBLTX Sortino Ratio Rank: 2424
Sortino Ratio Rank
DBLTX Omega Ratio Rank: 2323
Omega Ratio Rank
DBLTX Calmar Ratio Rank: 2121
Calmar Ratio Rank
DBLTX Martin Ratio Rank: 1919
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. DBLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Universal USD Bond ETF (IUSB) and DoubleLine Total Return Bond Fund Class I (DBLTX). 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.


IUSBDBLTXDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.27

1.25

+0.02

Calmar ratioReturn relative to maximum drawdown

2.20

1.68

+0.53

Martin ratioReturn relative to average drawdown

6.68

5.13

+1.55

IUSB vs. DBLTX - Sharpe Ratio Comparison

The current IUSB Sharpe Ratio is 1.54, which is comparable to the DBLTX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of IUSB and DBLTX, 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


IUSBDBLTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.38

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.12

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.40

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.91

-0.45

Drawdowns

IUSB vs. DBLTX - Drawdown Comparison

The maximum IUSB drawdown since its inception was -17.90%, which is greater than DBLTX's maximum drawdown of -16.49%. Use the drawdown chart below to compare losses from any high point for IUSB and DBLTX.


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Drawdown Indicators


IUSBDBLTXDifference

Max Drawdown

Largest peak-to-trough decline

-17.90%

-16.49%

-1.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-3.17%

+0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-5.82%

-6.59%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

-16.49%

-1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-17.90%

-16.49%

-1.41%

Current Drawdown

Current decline from peak

-1.33%

-2.00%

+0.67%

Average Drawdown

Average peak-to-trough decline

-3.59%

-2.38%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

1.03%

-0.20%

Volatility

IUSB vs. DBLTX - Volatility Comparison

The current volatility for iShares Core Universal USD Bond ETF (IUSB) is 1.24%, while DoubleLine Total Return Bond Fund Class I (DBLTX) has a volatility of 1.38%. This indicates that IUSB experiences smaller price fluctuations and is considered to be less risky than DBLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSBDBLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.38%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

2.78%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

3.62%

3.87%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.79%

5.60%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

4.41%

+0.63%

IUSB vs. DBLTX - Expense Ratio Comparison

IUSB has a 0.06% expense ratio, which is lower than DBLTX's 0.50% expense ratio.


Dividends

IUSB vs. DBLTX - Dividend Comparison

IUSB's dividend yield for the trailing twelve months is around 4.23%, less than DBLTX's 4.89% yield.


PositionTTM20252024202320222021202020192018201720162015
DBLTX
DoubleLine Total Return Bond Fund Class I
4.89%4.86%5.03%4.35%3.86%3.12%3.39%3.66%3.74%3.65%3.72%4.11%
IUSB
iShares Core Universal USD Bond ETF
4.23%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 0.93, IUSB and DBLTX 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.

DBLTX has higher volatility (1.38%) compared to IUSB (1.24%). In terms of maximum drawdown, IUSB dropped -17.90% vs DBLTX's -16.49%.

IUSB currently has the higher Sharpe Ratio (1.54 vs 1.38), 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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