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

Correlation

The correlation between IUSB and IXUS is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

IUSB vs. IXUS - 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 Core MSCI Total International Stock ETF (IXUS). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
22.85%
60.33%
IUSB
IXUS

Key characteristics

Sharpe Ratio

IUSB:

1.39

IXUS:

0.68

Sortino Ratio

IUSB:

2.04

IXUS:

1.07

Omega Ratio

IUSB:

1.24

IXUS:

1.14

Calmar Ratio

IUSB:

0.61

IXUS:

0.85

Martin Ratio

IUSB:

3.79

IXUS:

2.70

Ulcer Index

IUSB:

1.86%

IXUS:

4.32%

Daily Std Dev

IUSB:

5.06%

IXUS:

17.08%

Max Drawdown

IUSB:

-17.98%

IXUS:

-36.22%

Current Drawdown

IUSB:

-4.96%

IXUS:

-1.62%

Returns By Period

In the year-to-date period, IUSB achieves a 2.22% return, which is significantly lower than IXUS's 7.56% return. Over the past 10 years, IUSB has underperformed IXUS with an annualized return of 1.64%, while IXUS has yielded a comparatively higher 4.75% annualized return.


IUSB

YTD

2.22%

1M

0.02%

6M

1.45%

1Y

7.14%

5Y*

-0.28%

10Y*

1.64%

IXUS

YTD

7.56%

1M

-0.91%

6M

3.19%

1Y

10.74%

5Y*

10.83%

10Y*

4.75%

*Annualized

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IUSB vs. IXUS - Expense Ratio Comparison

IUSB has a 0.06% expense ratio, which is lower than IXUS's 0.09% 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%.


Expense ratio chart for IXUS: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IXUS: 0.09%
Expense ratio chart for IUSB: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IUSB: 0.06%

Risk-Adjusted Performance

IUSB vs. IXUS — 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 8383
Overall Rank
The Sharpe Ratio Rank of IUSB is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of IUSB is 8989
Sortino Ratio Rank
The Omega Ratio Rank of IUSB is 8686
Omega Ratio Rank
The Calmar Ratio Rank of IUSB is 7171
Calmar Ratio Rank
The Martin Ratio Rank of IUSB is 8080
Martin Ratio Rank

IXUS
The Risk-Adjusted Performance Rank of IXUS is 7272
Overall Rank
The Sharpe Ratio Rank of IXUS is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of IXUS is 7070
Sortino Ratio Rank
The Omega Ratio Rank of IXUS is 6969
Omega Ratio Rank
The Calmar Ratio Rank of IXUS is 8080
Calmar Ratio Rank
The Martin Ratio Rank of IXUS is 7171
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. IXUS - 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 Core MSCI Total International Stock ETF (IXUS). 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.


The chart of Sharpe ratio for IUSB, currently valued at 1.39, compared to the broader market-1.000.001.002.003.004.00
IUSB: 1.39
IXUS: 0.68
The chart of Sortino ratio for IUSB, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.00
IUSB: 2.04
IXUS: 1.07
The chart of Omega ratio for IUSB, currently valued at 1.24, compared to the broader market0.501.001.502.002.50
IUSB: 1.24
IXUS: 1.14
The chart of Calmar ratio for IUSB, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
IUSB: 0.61
IXUS: 0.85
The chart of Martin ratio for IUSB, currently valued at 3.79, compared to the broader market0.0020.0040.0060.00
IUSB: 3.79
IXUS: 2.70

The current IUSB Sharpe Ratio is 1.39, which is higher than the IXUS Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of IUSB and IXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.39
0.68
IUSB
IXUS

Dividends

IUSB vs. IXUS - Dividend Comparison

IUSB's dividend yield for the trailing twelve months is around 4.09%, more than IXUS's 3.09% yield.


TTM20242023202220212020201920182017201620152014
IUSB
iShares Core Total USD Bond Market ETF
4.09%4.04%3.46%2.53%1.74%2.45%3.04%2.98%2.56%2.60%1.95%1.39%
IXUS
iShares Core MSCI Total International Stock ETF
3.09%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.40%2.58%2.81%2.95%

Drawdowns

IUSB vs. IXUS - Drawdown Comparison

The maximum IUSB drawdown since its inception was -17.98%, smaller than the maximum IXUS drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for IUSB and IXUS. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.96%
-1.62%
IUSB
IXUS

Volatility

IUSB vs. IXUS - Volatility Comparison

The current volatility for iShares Core Total USD Bond Market ETF (IUSB) is 2.18%, while iShares Core MSCI Total International Stock ETF (IXUS) has a volatility of 11.45%. This indicates that IUSB experiences smaller price fluctuations and is considered to be less risky than IXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
2.18%
11.45%
IUSB
IXUS