PortfoliosLab logoPortfoliosLab logo
IUSM.DE vs. ILTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSM.DE vs. ILTB - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) and iShares Core 10+ Year USD Bond ETF (ILTB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IUSM.DE is traded in EUR, while ILTB is traded in USD. To make them comparable, the ILTB values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUSM.DE achieves a 0.22% return, which is significantly lower than ILTB's 1.68% return. Over the past 10 years, IUSM.DE has underperformed ILTB with an annualized return of 0.29%, while ILTB has yielded a comparatively higher 1.15% annualized return.


IUSM.DE

1D
0.13%
1M
0.34%
YTD
0.22%
6M
-0.62%
1Y
1.33%
3Y*
-0.48%
5Y*
-0.31%
10Y*
0.29%

ILTB

1D
0.10%
1M
1.42%
YTD
1.68%
6M
0.09%
1Y
4.29%
3Y*
0.20%
5Y*
-1.93%
10Y*
1.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSM.DE vs. ILTB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
0.22%-4.06%5.00%-0.24%-9.67%4.92%-0.18%11.27%4.84%-10.05%
ILTB
iShares Core 10+ Year USD Bond ETF
1.68%-5.50%3.40%4.80%-22.08%4.61%6.53%22.31%-0.65%-2.43%

Correlation

The correlation between IUSM.DE and ILTB is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.70

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

0.71

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

0.68

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2009

0.67

The correlation between IUSM.DE and ILTB has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.

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

IUSM.DE vs. ILTB — Risk / Return Rank

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

IUSM.DE
IUSM.DE Risk / Return Rank: 1212
Overall Rank
IUSM.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IUSM.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
IUSM.DE Omega Ratio Rank: 1111
Omega Ratio Rank
IUSM.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IUSM.DE Martin Ratio Rank: 1313
Martin Ratio Rank

ILTB
ILTB Risk / Return Rank: 2323
Overall Rank
ILTB Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ILTB Sortino Ratio Rank: 2222
Sortino Ratio Rank
ILTB Omega Ratio Rank: 2121
Omega Ratio Rank
ILTB Calmar Ratio Rank: 2424
Calmar Ratio Rank
ILTB Martin Ratio Rank: 2323
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.

IUSM.DE vs. ILTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) and iShares Core 10+ Year USD Bond ETF (ILTB). 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.


IUSM.DEILTBDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.04

1.10

-0.05

Calmar ratioReturn relative to maximum drawdown

0.30

0.79

-0.49

Martin ratioReturn relative to average drawdown

0.74

1.83

-1.09

IUSM.DE vs. ILTB - Sharpe Ratio Comparison

The current IUSM.DE Sharpe Ratio is 0.23, which is lower than the ILTB Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of IUSM.DE and ILTB, 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...

Sharpe Ratios by Period


IUSM.DEILTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.53

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

-0.15

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.09

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.40

-0.14

Drawdowns

IUSM.DE vs. ILTB - Drawdown Comparison

The maximum IUSM.DE drawdown since its inception was -21.40%, smaller than the maximum ILTB drawdown of -30.72%. Use the drawdown chart below to compare losses from any high point for IUSM.DE and ILTB.


Loading charts...

Drawdown Indicators


IUSM.DEILTBDifference

Max Drawdown

Largest peak-to-trough decline

-21.40%

-30.72%

+9.32%

Max Drawdown (1Y)

Largest decline over 1 year

-4.45%

-5.44%

+0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-10.86%

-15.12%

+4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-15.69%

-30.72%

+15.03%

Max Drawdown (10Y)

Largest decline over 10 years

-21.40%

-30.72%

+9.32%

Current Drawdown

Current decline from peak

-17.38%

-21.10%

+3.72%

Average Drawdown

Average peak-to-trough decline

-10.30%

-11.08%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

2.36%

-0.57%

Volatility

IUSM.DE vs. ILTB - Volatility Comparison

The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) is 1.14%, while iShares Core 10+ Year USD Bond ETF (ILTB) has a volatility of 1.81%. This indicates that IUSM.DE experiences smaller price fluctuations and is considered to be less risky than ILTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IUSM.DEILTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.81%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

4.00%

6.11%

-2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

5.78%

8.20%

-2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.96%

12.90%

-3.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.33%

12.27%

-3.94%

IUSM.DE vs. ILTB - Expense Ratio Comparison

IUSM.DE has a 0.07% expense ratio, which is higher than ILTB's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUSM.DE vs. ILTB - Dividend Comparison

IUSM.DE's dividend yield for the trailing twelve months is around 3.72%, less than ILTB's 4.95% yield.


PositionTTM20252024202320222021202020192018201720162015
ILTB
iShares Core 10+ Year USD Bond ETF
4.95%4.83%4.91%4.38%4.31%3.04%3.32%3.45%4.13%3.97%3.99%4.20%
IUSM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
3.72%3.73%3.65%2.91%1.93%0.96%1.53%2.24%2.07%1.83%1.66%1.84%

Frequently Asked Questions


IUSM.DE and ILTB have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ILTB is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ILTB is cheaper with a 0.06% expense ratio, compared with 0.07% for IUSM.DE.

IUSM.DE is categorized as Government Bonds, while ILTB is Long-Term Bond. IUSM.DE tracks ICE US Treasury 7-10 Year, while ILTB tracks Bloomberg U.S. Universal 10+ Year Index (USD). Their fees differ too: 0.07% for IUSM.DE and 0.06% for ILTB.

Portfolio Optimizer

Find the right allocation for IUSM.DE and ILTB

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