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

Performance

IUSB vs. IBM - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IUSB achieves a 0.67% return, which is significantly higher than IBM's -6.89% return. Over the past 10 years, IUSB has underperformed IBM with an annualized return of 1.97%, while IBM has yielded a comparatively higher 11.09% annualized return.


IUSB

1D
-0.07%
1M
1.10%
YTD
0.67%
6M
1.05%
1Y
5.21%
3Y*
4.70%
5Y*
0.39%
10Y*
1.97%

IBM

1D
-0.95%
1M
24.14%
YTD
-6.89%
6M
-10.81%
1Y
0.72%
3Y*
29.65%
5Y*
18.01%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSB vs. IBM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSB
iShares Core Universal USD Bond ETF
0.67%7.38%2.11%6.23%-13.04%-1.33%7.62%9.13%-0.27%3.82%
IBM
International Business Machines Corporation
-6.89%38.23%39.27%21.85%10.64%16.65%-1.16%23.58%-22.56%-3.99%

Correlation

The correlation between IUSB and IBM is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

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

0.12

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

0.09

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.01

Over the past year, IUSB and IBM have become more correlated (0.22) than their long-term average of 0.01, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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


Return for Risk

IUSB vs. IBM — 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: 4444
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 4545
Sortino Ratio Rank
IUSB Omega Ratio Rank: 4242
Omega Ratio Rank
IUSB Calmar Ratio Rank: 4444
Calmar Ratio Rank
IUSB Martin Ratio Rank: 4040
Martin Ratio Rank

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core Universal USD Bond ETF (IUSB) and International Business Machines Corporation (IBM). 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.


IUSBIBMDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.24

1.04

+0.20

Calmar ratioReturn relative to maximum drawdown

1.92

-0.02

+1.94

Martin ratioReturn relative to average drawdown

5.62

-0.05

+5.66

IUSB vs. IBM - Sharpe Ratio Comparison

The current IUSB Sharpe Ratio is 1.35, which is higher than the IBM Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IUSB and IBM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IUSB vs. IBM - Drawdown Comparison

The maximum IUSB drawdown since its inception was -17.90%, smaller than the maximum IBM drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for IUSB and IBM.


Loading charts...

Drawdown Indicators


IUSBIBMDifference

Max Drawdown

Largest peak-to-trough decline

-17.90%

-69.40%

+51.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-30.96%

+28.43%

Max Drawdown (3Y)

Largest decline over 3 years

-5.82%

-30.96%

+25.14%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

-30.96%

+13.09%

Max Drawdown (10Y)

Largest decline over 10 years

-17.90%

-40.59%

+22.69%

Current Drawdown

Current decline from peak

-1.09%

-17.31%

+16.22%

Average Drawdown

Average peak-to-trough decline

-3.58%

-20.12%

+16.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

14.38%

-13.52%

Volatility

IUSB vs. IBM - Volatility Comparison

The current volatility for iShares Core Universal USD Bond ETF (IUSB) is 1.30%, while International Business Machines Corporation (IBM) has a volatility of 21.43%. This indicates that IUSB experiences smaller price fluctuations and is considered to be less risky than IBM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IUSBIBMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

21.43%

-20.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

34.62%

-31.93%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

39.45%

-35.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.80%

27.16%

-21.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

26.59%

-21.55%

Dividends

IUSB vs. IBM - Dividend Comparison

IUSB's dividend yield for the trailing twelve months is around 4.22%, more than IBM's 2.47% yield.


PositionTTM20252024202320222021202020192018201720162015
IBM
International Business Machines Corporation
2.47%2.27%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%
IUSB
iShares Core Universal USD Bond ETF
4.22%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


IUSB and IBM have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBM has higher volatility (21.43%) compared to IUSB (1.30%). In terms of maximum drawdown, IUSB dropped -17.90% vs IBM's -69.40%.

IUSB currently has the higher Sharpe Ratio (1.35 vs -0.02), 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

Find the right allocation for IUSB and IBM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer