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IUSB vs. DBLTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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IUSB vs. DBLTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSB
iShares Core Universal USD Bond ETF
0.07%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
-0.54%8.05%3.08%5.34%-12.56%0.24%4.13%5.81%1.76%3.80%

Returns By Period

In the year-to-date period, IUSB achieves a 0.07% return, which is significantly higher than DBLTX's -0.54% return. Over the past 10 years, IUSB has outperformed DBLTX with an annualized return of 2.08%, while DBLTX has yielded a comparatively lower 1.80% annualized return.


IUSB

1D
0.14%
1M
-1.29%
YTD
0.07%
6M
0.88%
1Y
4.42%
3Y*
4.12%
5Y*
0.56%
10Y*
2.08%

DBLTX

1D
-0.34%
1M
-2.00%
YTD
-0.54%
6M
0.55%
1Y
3.79%
3Y*
4.14%
5Y*
0.70%
10Y*
1.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IUSB vs. DBLTX - Expense Ratio Comparison

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


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: 5858
Overall Rank
IUSB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 5656
Sortino Ratio Rank
IUSB Omega Ratio Rank: 4848
Omega Ratio Rank
IUSB Calmar Ratio Rank: 7171
Calmar Ratio Rank
IUSB Martin Ratio Rank: 5757
Martin Ratio Rank

DBLTX
DBLTX Risk / Return Rank: 4747
Overall Rank
DBLTX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DBLTX Sortino Ratio Rank: 4949
Sortino Ratio Rank
DBLTX Omega Ratio Rank: 3434
Omega Ratio Rank
DBLTX Calmar Ratio Rank: 6262
Calmar Ratio Rank
DBLTX Martin Ratio Rank: 4242
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 ratio

Return per unit of total volatility

1.08

0.98

+0.09

Sortino ratio

Return per unit of downside risk

1.52

1.43

+0.09

Omega ratio

Gain probability vs. loss probability

1.19

1.17

+0.02

Calmar ratio

Return relative to maximum drawdown

1.89

1.51

+0.38

Martin ratio

Return relative to average drawdown

5.81

4.43

+1.37

IUSB vs. DBLTX - Sharpe Ratio Comparison

The current IUSB Sharpe Ratio is 1.08, which is comparable to the DBLTX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of IUSB and DBLTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IUSBDBLTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.98

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.13

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.41

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.91

-0.45

Correlation

The correlation between IUSB and DBLTX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IUSB vs. DBLTX - Dividend Comparison

IUSB's dividend yield for the trailing twelve months is around 4.24%, less than DBLTX's 4.44% yield.


TTM20252024202320222021202020192018201720162015
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%
DBLTX
DoubleLine Total Return Bond Fund Class I
4.44%4.86%5.03%4.35%3.86%3.12%3.39%3.66%3.74%3.65%3.72%4.11%

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

-2.49%

-2.88%

+0.39%

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

-1.67%

-2.54%

+0.87%

Average Drawdown

Average peak-to-trough decline

-3.62%

-2.38%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.98%

-0.17%

Volatility

IUSB vs. DBLTX - Volatility Comparison

iShares Core Universal USD Bond ETF (IUSB) and DoubleLine Total Return Bond Fund Class I (DBLTX) have volatilities of 1.63% and 1.70%, 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


IUSBDBLTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

1.70%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

2.64%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

4.23%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.77%

5.56%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

4.38%

+0.65%