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IXUS vs. ICSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXUS vs. ICSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Total International Stock ETF (IXUS) and iShares Ultra Short Duration Bond Active ETF (ICSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IXUS achieves a 15.55% return, which is significantly higher than ICSH's 1.57% return. Over the past 10 years, IXUS has outperformed ICSH with an annualized return of 10.24%, while ICSH has yielded a comparatively lower 2.79% annualized return.


IXUS

1D
1.49%
1M
4.72%
YTD
15.55%
6M
17.02%
1Y
32.06%
3Y*
18.58%
5Y*
8.74%
10Y*
10.24%

ICSH

1D
0.04%
1M
0.36%
YTD
1.57%
6M
1.81%
1Y
4.36%
3Y*
5.16%
5Y*
3.70%
10Y*
2.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXUS vs. ICSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXUS
iShares Core MSCI Total International Stock ETF
15.55%32.40%5.19%15.83%-16.47%8.86%10.80%21.71%-14.41%28.12%
ICSH
iShares Ultra Short Duration Bond Active ETF
1.57%4.96%5.52%5.58%0.97%0.16%1.61%3.17%2.25%1.63%

Correlation

The correlation between IXUS and ICSH is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.22

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

0.19

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

0.10

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2013

0.10

Over the past year, IXUS and ICSH have become more correlated (0.30) than their long-term average of 0.10, meaning their price movements have been converging.

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Return for Risk

IXUS vs. ICSH — Risk / Return Rank

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

IXUS
IXUS Risk / Return Rank: 6666
Overall Rank
IXUS Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IXUS Sortino Ratio Rank: 6666
Sortino Ratio Rank
IXUS Omega Ratio Rank: 6969
Omega Ratio Rank
IXUS Calmar Ratio Rank: 6363
Calmar Ratio Rank
IXUS Martin Ratio Rank: 6666
Martin Ratio Rank

ICSH
ICSH Risk / Return Rank: 9999
Overall Rank
ICSH Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
ICSH Sortino Ratio Rank: 9999
Sortino Ratio Rank
ICSH Omega Ratio Rank: 9999
Omega Ratio Rank
ICSH Calmar Ratio Rank: 9999
Calmar Ratio Rank
ICSH Martin Ratio Rank: 9999
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.

IXUS vs. ICSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) and iShares Ultra Short Duration Bond Active 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.

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.


IXUSICSHDifference
Sharpe ratioReturn per unit of total volatility

-9.10

Sortino ratioReturn per unit of downside risk

-25.04

Omega ratioGain probability vs. loss probability

1.37

6.64

-5.27

Calmar ratioReturn relative to maximum drawdown

2.84

44.30

-41.46

Martin ratioReturn relative to average drawdown

10.91

292.98

-282.07

IXUS vs. ICSH - Sharpe Ratio Comparison

The current IXUS Sharpe Ratio is 1.98, which is lower than the ICSH Sharpe Ratio of 11.08. The chart below compares the historical Sharpe Ratios of IXUS and ICSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IXUS vs. ICSH - Drawdown Comparison

The maximum IXUS drawdown since its inception was -36.22%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for IXUS and ICSH.


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Drawdown Indicators


IXUSICSHDifference

Max Drawdown

Largest peak-to-trough decline

-36.22%

-3.94%

-32.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-0.10%

-11.26%

Max Drawdown (3Y)

Largest decline over 3 years

-13.75%

-0.10%

-13.65%

Max Drawdown (5Y)

Largest decline over 5 years

-30.03%

-0.73%

-29.30%

Max Drawdown (10Y)

Largest decline over 10 years

-36.22%

-3.94%

-32.28%

Current Drawdown

Current decline from peak

-0.11%

0.00%

-0.11%

Average Drawdown

Average peak-to-trough decline

-7.49%

-0.08%

-7.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

0.01%

+2.94%

Volatility

IXUS vs. ICSH - Volatility Comparison

iShares Core MSCI Total International Stock ETF (IXUS) has a higher volatility of 7.02% compared to iShares Ultra Short Duration Bond Active ETF (ICSH) at 0.13%. This indicates that IXUS's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXUSICSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

0.13%

+6.89%

Volatility (6M)

Calculated over the trailing 6-month period

14.29%

0.30%

+13.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

0.40%

+15.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.40%

0.48%

+15.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.13%

1.06%

+16.07%

IXUS vs. ICSH - Expense Ratio Comparison

IXUS has a 0.07% 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%.


Dividends

IXUS vs. ICSH - Dividend Comparison

IXUS's dividend yield for the trailing twelve months is around 4.12%, less than ICSH's 4.33% yield.


PositionTTM20252024202320222021202020192018201720162015
ICSH
iShares Ultra Short Duration Bond Active ETF
4.33%4.55%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%
IXUS
iShares Core MSCI Total International Stock ETF
4.12%3.24%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.41%2.58%2.81%

Frequently Asked Questions


IXUS and ICSH have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXUS has higher volatility (7.02%) compared to ICSH (0.13%). In terms of maximum drawdown, IXUS dropped -36.22% vs ICSH's -3.94%.

On 10-year performance, IXUS leads with 10.24% vs 2.79% for ICSH. On fees, IXUS is cheaper at 0.07% per year. On volatility, ICSH has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IXUS has performed better with a 10.24% return vs 2.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IXUS is cheaper with a 0.07% expense ratio, compared with 0.08% for ICSH.

ICSH has the higher dividend yield at 4.33%, compared with 4.12% for IXUS.

IXUS is categorized as Foreign Large Cap Equities, while ICSH is Ultrashort Bond. Their fees differ too: 0.07% for IXUS and 0.08% for ICSH.

ICSH currently has the higher Sharpe Ratio (11.08 vs 1.98), 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

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