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LDUR vs. ISTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDUR vs. ISTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Enhanced Low Duration Active ETF (LDUR) and iShares Core 1-5 Year USD Bond ETF (ISTB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LDUR achieves a 0.91% return, which is significantly higher than ISTB's 0.49% return. Over the past 10 years, LDUR has outperformed ISTB with an annualized return of 2.43%, while ISTB has yielded a comparatively lower 2.27% annualized return.


LDUR

1D
-0.02%
1M
0.15%
YTD
0.91%
6M
1.29%
1Y
4.37%
3Y*
5.11%
5Y*
2.23%
10Y*
2.43%

ISTB

1D
-0.08%
1M
0.15%
YTD
0.49%
6M
0.71%
1Y
4.19%
3Y*
4.95%
5Y*
1.85%
10Y*
2.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDUR vs. ISTB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LDUR
PIMCO Enhanced Low Duration Active ETF
0.91%5.76%5.14%4.78%-4.23%-0.55%4.49%4.27%1.05%2.06%
ISTB
iShares Core 1-5 Year USD Bond ETF
0.49%6.36%4.37%5.56%-6.08%-0.71%4.75%5.61%1.02%1.72%

Correlation

The correlation between LDUR and ISTB is 0.76, 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

0.76

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

0.72

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

0.67

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2014

0.44

Over the past year, LDUR and ISTB have become more correlated (0.76) than their long-term average of 0.44, meaning their price movements have been converging.

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Return for Risk

LDUR vs. ISTB — Risk / Return Rank

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

LDUR
LDUR Risk / Return Rank: 8888
Overall Rank
LDUR Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LDUR Sortino Ratio Rank: 9191
Sortino Ratio Rank
LDUR Omega Ratio Rank: 8888
Omega Ratio Rank
LDUR Calmar Ratio Rank: 8585
Calmar Ratio Rank
LDUR Martin Ratio Rank: 9292
Martin Ratio Rank

ISTB
ISTB Risk / Return Rank: 7373
Overall Rank
ISTB Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ISTB Sortino Ratio Rank: 8181
Sortino Ratio Rank
ISTB Omega Ratio Rank: 7777
Omega Ratio Rank
ISTB Calmar Ratio Rank: 6767
Calmar Ratio Rank
ISTB Martin Ratio Rank: 6868
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.

LDUR vs. ISTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Low Duration Active ETF (LDUR) and iShares Core 1-5 Year USD Bond ETF (ISTB). 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.


LDURISTBDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.56

1.46

+0.10

Calmar ratioReturn relative to maximum drawdown

4.70

3.34

+1.36

Martin ratioReturn relative to average drawdown

22.64

12.72

+9.92

LDUR vs. ISTB - Sharpe Ratio Comparison

The current LDUR Sharpe Ratio is 2.83, which is comparable to the ISTB Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of LDUR and ISTB, 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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Sharpe Ratios by Period


LDURISTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.83

2.37

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.10

0.67

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.91

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.84

+0.03

Drawdowns

LDUR vs. ISTB - Drawdown Comparison

The maximum LDUR drawdown since its inception was -8.68%, smaller than the maximum ISTB drawdown of -9.34%. Use the drawdown chart below to compare losses from any high point for LDUR and ISTB.


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Drawdown Indicators


LDURISTBDifference

Max Drawdown

Largest peak-to-trough decline

-8.68%

-9.34%

+0.66%

Max Drawdown (1Y)

Largest decline over 1 year

-0.93%

-1.26%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-1.17%

-1.36%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-6.75%

-9.34%

+2.59%

Max Drawdown (10Y)

Largest decline over 10 years

-8.68%

-9.34%

+0.66%

Current Drawdown

Current decline from peak

-0.04%

-0.42%

+0.38%

Average Drawdown

Average peak-to-trough decline

-0.85%

-1.22%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.19%

0.33%

-0.14%

Volatility

LDUR vs. ISTB - Volatility Comparison

The current volatility for PIMCO Enhanced Low Duration Active ETF (LDUR) is 0.44%, while iShares Core 1-5 Year USD Bond ETF (ISTB) has a volatility of 0.54%. This indicates that LDUR experiences smaller price fluctuations and is considered to be less risky than ISTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDURISTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

0.54%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.08%

1.28%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

1.55%

1.77%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.03%

2.79%

-0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.77%

2.51%

+0.26%

LDUR vs. ISTB - Expense Ratio Comparison

LDUR has a 0.54% expense ratio, which is higher than ISTB's 0.06% expense ratio.


Dividends

LDUR vs. ISTB - Dividend Comparison

LDUR's dividend yield for the trailing twelve months is around 4.35%, more than ISTB's 4.25% yield.


PositionTTM20252024202320222021202020192018201720162015
ISTB
iShares Core 1-5 Year USD Bond ETF
4.25%4.12%3.83%2.97%2.01%1.69%2.20%2.75%2.57%2.06%1.90%1.58%
LDUR
PIMCO Enhanced Low Duration Active ETF
4.35%4.60%4.77%4.11%2.22%0.90%2.15%3.14%2.66%2.08%1.85%2.92%

Frequently Asked Questions


LDUR and ISTB have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISTB has higher volatility (0.54%) compared to LDUR (0.44%). In terms of maximum drawdown, LDUR dropped -8.68% vs ISTB's -9.34%.

On 10-year performance, LDUR leads with 2.43% vs 2.27% for ISTB. On fees, ISTB is cheaper at 0.06% per year. On volatility, LDUR has been the lower-risk option at 0.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, LDUR has performed better with a 2.43% return vs 2.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISTB is cheaper with a 0.06% expense ratio, compared with 0.54% for LDUR.

LDUR has the higher dividend yield at 4.35%, compared with 4.25% for ISTB.

They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.54% for LDUR and 0.06% for ISTB.

LDUR currently has the higher Sharpe Ratio (2.83 vs 2.37), 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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