PortfoliosLab logoPortfoliosLab logo
IUSB vs. FBND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUSB vs. FBND - Performance Comparison

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

Loading graphics...

IUSB vs. FBND - 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%
FBND
Fidelity Total Bond ETF
0.14%7.57%2.13%6.81%-12.54%-0.43%9.41%9.82%-0.57%3.52%

Returns By Period

In the year-to-date period, IUSB achieves a -0.07% return, which is significantly lower than FBND's 0.14% return. Over the past 10 years, IUSB has underperformed FBND with an annualized return of 2.06%, while FBND has yielded a comparatively higher 2.79% annualized return.


IUSB

1D
0.20%
1M
-1.81%
YTD
-0.07%
6M
0.97%
1Y
4.55%
3Y*
4.07%
5Y*
0.53%
10Y*
2.06%

FBND

1D
0.31%
1M
-1.78%
YTD
0.14%
6M
1.01%
1Y
4.73%
3Y*
4.42%
5Y*
1.01%
10Y*
2.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IUSB vs. FBND - Expense Ratio Comparison

IUSB has a 0.06% expense ratio, which is lower than FBND's 0.36% expense ratio.


Return for Risk

IUSB vs. FBND — Risk / Return Rank

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

IUSB
IUSB Risk / Return Rank: 6666
Overall Rank
IUSB Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 6464
Sortino Ratio Rank
IUSB Omega Ratio Rank: 5757
Omega Ratio Rank
IUSB Calmar Ratio Rank: 7777
Calmar Ratio Rank
IUSB Martin Ratio Rank: 6464
Martin Ratio Rank

FBND
FBND Risk / Return Rank: 6363
Overall Rank
FBND Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 6262
Sortino Ratio Rank
FBND Omega Ratio Rank: 5454
Omega Ratio Rank
FBND Calmar Ratio Rank: 7474
Calmar Ratio Rank
FBND Martin Ratio Rank: 6363
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. FBND - Risk-Adjusted Trends Comparison

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


IUSBFBNDDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.07

+0.04

Sortino ratio

Return per unit of downside risk

1.56

1.50

+0.06

Omega ratio

Gain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

1.92

1.82

+0.09

Martin ratio

Return relative to average drawdown

5.96

5.71

+0.25

IUSB vs. FBND - Sharpe Ratio Comparison

The current IUSB Sharpe Ratio is 1.11, which is comparable to the FBND Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of IUSB and FBND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IUSBFBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.07

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.17

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.46

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.44

+0.01

Correlation

The correlation between IUSB and FBND is 0.85, 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. FBND - Dividend Comparison

IUSB's dividend yield for the trailing twelve months is around 4.23%, less than FBND's 4.73% yield.


TTM20252024202320222021202020192018201720162015
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%
FBND
Fidelity Total Bond ETF
4.73%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%

Drawdowns

IUSB vs. FBND - Drawdown Comparison

The maximum IUSB drawdown since its inception was -17.90%, roughly equal to the maximum FBND drawdown of -17.25%. Use the drawdown chart below to compare losses from any high point for IUSB and FBND.


Loading graphics...

Drawdown Indicators


IUSBFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-17.90%

-17.25%

-0.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

-2.79%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

-17.25%

-0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-17.90%

-17.25%

-0.65%

Current Drawdown

Current decline from peak

-1.81%

-1.78%

-0.03%

Average Drawdown

Average peak-to-trough decline

-3.62%

-3.38%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.89%

-0.09%

Volatility

IUSB vs. FBND - Volatility Comparison

iShares Core Universal USD Bond ETF (IUSB) and Fidelity Total Bond ETF (FBND) have volatilities of 1.62% and 1.66%, 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.


Loading graphics...

Volatility by Period


IUSBFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

1.66%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

2.62%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

4.45%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.77%

5.90%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

6.09%

-1.06%