IUSM.DE vs. ILTB
Compare and contrast key facts about iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) and iShares Core 10+ Year USD Bond ETF (ILTB).
IUSM.DE and ILTB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSM.DE is a passively managed fund by iShares that tracks the performance of the ICE US Treasury 7-10 Year. It was launched on Dec 8, 2006. ILTB is a passively managed fund by iShares that tracks the performance of the Barclays U.S. Long Government/Credit Bond Index. It was launched on Dec 8, 2009. Both IUSM.DE and ILTB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSM.DE or ILTB.
Key characteristics
| IUSM.DE | ILTB | |
|---|---|---|
| YTD Return | 2.61% | -1.57% |
| 1Y Return | 3.95% | 8.91% |
| 3Y Return (Ann) | -2.98% | -7.88% |
| 5Y Return (Ann) | -1.46% | -2.36% |
| Sharpe Ratio | 0.86 | 0.94 |
| Sortino Ratio | 1.34 | 1.40 |
| Omega Ratio | 1.16 | 1.16 |
| Calmar Ratio | 0.26 | 0.34 |
| Martin Ratio | 2.44 | 2.75 |
| Ulcer Index | 2.43% | 4.07% |
| Daily Std Dev | 6.99% | 11.86% |
| Max Drawdown | -23.19% | -36.88% |
| Current Drawdown | -18.09% | -25.72% |
Correlation
The correlation between IUSM.DE and ILTB is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IUSM.DE vs. ILTB - Performance Comparison
In the year-to-date period, IUSM.DE achieves a 2.61% return, which is significantly higher than ILTB's -1.57% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
IUSM.DE vs. ILTB - Risk-Adjusted Performance 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.
Dividends
IUSM.DE vs. ILTB - Dividend Comparison
IUSM.DE has not paid dividends to shareholders, while ILTB's dividend yield for the trailing twelve months is around 4.81%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 0.00% | 0.00% | 1.93% | 0.95% | 1.53% | 2.24% | 2.07% | 1.83% | 1.66% | 1.83% | 0.00% | 0.00% |
ILTB iShares Core 10+ Year USD Bond ETF | 4.81% | 4.38% | 4.31% | 3.04% | 3.32% | 3.45% | 4.13% | 3.97% | 3.99% | 4.21% | 3.88% | 5.66% |
Drawdowns
IUSM.DE vs. ILTB - Drawdown Comparison
The maximum IUSM.DE drawdown since its inception was -23.19%, smaller than the maximum ILTB drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for IUSM.DE and ILTB. For additional features, visit the drawdowns tool.
Volatility
IUSM.DE vs. ILTB - Volatility Comparison
The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) is 2.10%, while iShares Core 10+ Year USD Bond ETF (ILTB) has a volatility of 3.89%. 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.