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IUSB vs. DFCF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSB vs. DFCF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Universal USD Bond ETF (IUSB) and Dimensional Core Fixed Income ETF (DFCF). 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 DFCF's 0.37% 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%

DFCF

1D
-0.19%
1M
0.32%
YTD
0.37%
6M
0.21%
1Y
5.78%
3Y*
4.79%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSB vs. DFCF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IUSB
iShares Core Universal USD Bond ETF
0.43%7.38%2.11%6.23%-13.04%0.52%
DFCF
Dimensional Core Fixed Income ETF
0.37%7.89%1.86%6.94%-14.48%0.23%

Correlation

The correlation between IUSB and DFCF is 0.98 - 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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2021

0.96

The correlation between IUSB and DFCF has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

IUSB vs. DFCF — 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

DFCF
DFCF Risk / Return Rank: 4040
Overall Rank
DFCF Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DFCF Sortino Ratio Rank: 4141
Sortino Ratio Rank
DFCF Omega Ratio Rank: 3838
Omega Ratio Rank
DFCF Calmar Ratio Rank: 4242
Calmar Ratio Rank
DFCF Martin Ratio Rank: 4040
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. DFCF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Universal USD Bond ETF (IUSB) and Dimensional Core Fixed Income ETF (DFCF). 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.


IUSBDFCFDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.27

1.25

+0.02

Calmar ratioReturn relative to maximum drawdown

2.20

2.08

+0.12

Martin ratioReturn relative to average drawdown

6.68

6.32

+0.36

IUSB vs. DFCF - Sharpe Ratio Comparison

The current IUSB Sharpe Ratio is 1.54, which is comparable to the DFCF Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of IUSB and DFCF, 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


IUSBDFCFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.46

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.04

+0.42

Drawdowns

IUSB vs. DFCF - Drawdown Comparison

The maximum IUSB drawdown since its inception was -17.90%, smaller than the maximum DFCF drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for IUSB and DFCF.


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Drawdown Indicators


IUSBDFCFDifference

Max Drawdown

Largest peak-to-trough decline

-17.90%

-19.56%

+1.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-2.79%

+0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-5.82%

-5.05%

-0.77%

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

-1.33%

-1.46%

+0.13%

Average Drawdown

Average peak-to-trough decline

-3.59%

-8.04%

+4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.92%

-0.09%

Volatility

IUSB vs. DFCF - Volatility Comparison

The current volatility for iShares Core Universal USD Bond ETF (IUSB) is 1.24%, while Dimensional Core Fixed Income ETF (DFCF) has a volatility of 1.36%. This indicates that IUSB experiences smaller price fluctuations and is considered to be less risky than DFCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSBDFCFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.36%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

2.90%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

3.62%

3.99%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.79%

6.46%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

6.46%

-1.42%

IUSB vs. DFCF - Expense Ratio Comparison

IUSB has a 0.06% expense ratio, which is lower than DFCF's 0.17% expense ratio. Despite the difference, 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. DFCF - Dividend Comparison

IUSB's dividend yield for the trailing twelve months is around 4.23%, less than DFCF's 4.31% yield.


PositionTTM20252024202320222021202020192018201720162015
DFCF
Dimensional Core Fixed Income ETF
4.31%4.48%4.61%4.51%3.27%0.16%0.00%0.00%0.00%0.00%0.00%0.00%
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 0.98, IUSB and DFCF 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.

DFCF has higher volatility (1.36%) compared to IUSB (1.24%). In terms of maximum drawdown, IUSB dropped -17.90% vs DFCF's -19.56%.

On 3-year performance, DFCF leads with 4.79% vs 4.51% for IUSB. On fees, IUSB is cheaper at 0.06% per year. On volatility, IUSB has been the lower-risk option at 1.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DFCF has performed better with a 4.79% return vs 4.51%. 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 0.17% for DFCF.

DFCF has the higher dividend yield at 4.31%, compared with 4.23% for IUSB.

IUSB is categorized as Intermediate Core-Plus Bond, while DFCF is Intermediate Core Bond. They also come from different issuers: iShares and Dimensional. Their fees differ too: 0.06% for IUSB and 0.17% for DFCF.

IUSB currently has the higher Sharpe Ratio (1.54 vs 1.46), 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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