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IUSB vs. ICSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IUSB and ICSH is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

IUSB vs. ICSH - Performance Comparison

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

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Key characteristics

Daily Std Dev

IUSB:

5.19%

ICSH:

0.79%

Max Drawdown

IUSB:

-0.48%

ICSH:

-0.06%

Current Drawdown

IUSB:

-0.44%

ICSH:

0.00%

Returns By Period


IUSB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

ICSH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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IUSB vs. ICSH - Expense Ratio Comparison

IUSB has a 0.06% expense ratio, which is lower than ICSH's 0.08% 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%.


Risk-Adjusted Performance

IUSB vs. ICSH — Risk-Adjusted Performance Rank

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

IUSB
The Risk-Adjusted Performance Rank of IUSB is 7878
Overall Rank
The Sharpe Ratio Rank of IUSB is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of IUSB is 8585
Sortino Ratio Rank
The Omega Ratio Rank of IUSB is 8080
Omega Ratio Rank
The Calmar Ratio Rank of IUSB is 6464
Calmar Ratio Rank
The Martin Ratio Rank of IUSB is 7575
Martin Ratio Rank

ICSH
The Risk-Adjusted Performance Rank of ICSH is 100100
Overall Rank
The Sharpe Ratio Rank of ICSH is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of ICSH is 100100
Sortino Ratio Rank
The Omega Ratio Rank of ICSH is 9999
Omega Ratio Rank
The Calmar Ratio Rank of ICSH is 100100
Calmar Ratio Rank
The Martin Ratio Rank of ICSH is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IUSB vs. ICSH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Total USD Bond Market ETF (IUSB) and iShares Ultra Short-Term Bond ETF (ICSH). 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.



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Dividends

IUSB vs. ICSH - Dividend Comparison

IUSB's dividend yield for the trailing twelve months is around 4.13%, less than ICSH's 4.97% yield.


TTM20242023202220212020201920182017201620152014
IUSB
iShares Core Total USD Bond Market ETF
4.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICSH
iShares Ultra Short-Term Bond ETF
4.97%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IUSB vs. ICSH - Drawdown Comparison

The maximum IUSB drawdown since its inception was -0.48%, which is greater than ICSH's maximum drawdown of -0.06%. Use the drawdown chart below to compare losses from any high point for IUSB and ICSH. For additional features, visit the drawdowns tool.


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Volatility

IUSB vs. ICSH - Volatility Comparison


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