IXUS vs. IUSB
Compare and contrast key facts about iShares Core MSCI Total International Stock ETF (IXUS) and iShares Core Total USD Bond Market ETF (IUSB).
IXUS and IUSB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IXUS is a passively managed fund by iShares that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Oct 18, 2012. IUSB is a passively managed fund by iShares that tracks the performance of the Barclays U.S. Universal Index. It was launched on Jun 10, 2014. Both IXUS and IUSB 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: IXUS or IUSB.
Performance
IXUS vs. IUSB - Performance Comparison
Returns By Period
In the year-to-date period, IXUS achieves a 5.83% return, which is significantly higher than IUSB's 2.12% return. Over the past 10 years, IXUS has outperformed IUSB with an annualized return of 4.76%, while IUSB has yielded a comparatively lower 1.73% annualized return.
IXUS
5.83%
-4.89%
-1.94%
13.31%
5.12%
4.76%
IUSB
2.12%
-1.85%
2.97%
7.22%
0.10%
1.73%
Key characteristics
| IXUS | IUSB | |
|---|---|---|
| Sharpe Ratio | 1.01 | 1.44 |
| Sortino Ratio | 1.46 | 2.13 |
| Omega Ratio | 1.18 | 1.26 |
| Calmar Ratio | 1.01 | 0.59 |
| Martin Ratio | 5.31 | 5.21 |
| Ulcer Index | 2.42% | 1.50% |
| Daily Std Dev | 12.73% | 5.43% |
| Max Drawdown | -36.23% | -17.98% |
| Current Drawdown | -7.70% | -7.01% |
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IXUS vs. IUSB - Expense Ratio Comparison
IXUS has a 0.09% expense ratio, which is higher than IUSB'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%.
Correlation
The correlation between IXUS and IUSB is 0.08, 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.
Risk-Adjusted Performance
IXUS vs. IUSB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) and iShares Core Total USD Bond Market ETF (IUSB). 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
IXUS vs. IUSB - Dividend Comparison
IXUS's dividend yield for the trailing twelve months is around 3.05%, less than IUSB's 3.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXUS iShares Core MSCI Total International Stock ETF | 3.05% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.40% | 2.58% | 2.81% | 2.95% | 2.08% |
IUSB iShares Core Total USD Bond Market ETF | 3.94% | 3.46% | 2.53% | 1.74% | 2.45% | 3.04% | 2.98% | 2.56% | 2.60% | 1.95% | 1.39% | 0.00% |
Drawdowns
IXUS vs. IUSB - Drawdown Comparison
The maximum IXUS drawdown since its inception was -36.23%, which is greater than IUSB's maximum drawdown of -17.98%. Use the drawdown chart below to compare losses from any high point for IXUS and IUSB. For additional features, visit the drawdowns tool.
Volatility
IXUS vs. IUSB - Volatility Comparison
iShares Core MSCI Total International Stock ETF (IXUS) has a higher volatility of 3.94% compared to iShares Core Total USD Bond Market ETF (IUSB) at 1.54%. This indicates that IXUS's price experiences larger fluctuations and is considered to be riskier than IUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.