LDUR vs. ISTB
Compare and contrast key facts about PIMCO Enhanced Low Duration Active ETF (LDUR) and iShares Core 1-5 Year USD Bond ETF (ISTB).
LDUR and ISTB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LDUR is an actively managed fund by PIMCO. It was launched on Jan 22, 2014. ISTB is a passively managed fund by iShares that tracks the performance of the BBG US Universal 1-5 Year Index (USD). It was launched on Oct 18, 2012.
Performance
LDUR vs. ISTB - Performance Comparison
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LDUR vs. ISTB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LDUR PIMCO Enhanced Low Duration Active ETF | 0.43% | 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 | 0.13% | 6.36% | 4.37% | 5.56% | -6.08% | -0.71% | 4.75% | 5.61% | 1.02% | 1.72% |
Returns By Period
In the year-to-date period, LDUR achieves a 0.43% return, which is significantly higher than ISTB's 0.13% return. Over the past 10 years, LDUR has outperformed ISTB with an annualized return of 2.51%, while ISTB has yielded a comparatively lower 2.32% annualized return.
LDUR
- 1D
- -0.08%
- 1M
- -0.28%
- YTD
- 0.43%
- 6M
- 1.60%
- 1Y
- 4.29%
- 3Y*
- 4.96%
- 5Y*
- 2.16%
- 10Y*
- 2.51%
ISTB
- 1D
- 0.03%
- 1M
- -0.61%
- YTD
- 0.13%
- 6M
- 1.16%
- 1Y
- 4.38%
- 3Y*
- 4.78%
- 5Y*
- 1.88%
- 10Y*
- 2.32%
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LDUR vs. ISTB - Expense Ratio Comparison
LDUR has a 0.54% expense ratio, which is higher than ISTB's 0.06% expense ratio.
Return for Risk
LDUR vs. ISTB — Risk / Return Rank
LDUR
ISTB
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.
| LDUR | ISTB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.32 | 2.27 | +0.05 |
Sortino ratioReturn per unit of downside risk | 3.50 | 3.47 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.45 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.69 | 3.60 | +0.09 |
Martin ratioReturn relative to average drawdown | 17.57 | 14.26 | +3.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LDUR | ISTB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 2.27 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.68 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.93 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.84 | +0.02 |
Correlation
The correlation between LDUR and ISTB is 0.44, 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.
Dividends
LDUR vs. ISTB - Dividend Comparison
LDUR's dividend yield for the trailing twelve months is around 4.43%, more than ISTB's 4.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDUR PIMCO Enhanced Low Duration Active ETF | 4.43% | 4.60% | 4.77% | 4.11% | 2.22% | 0.90% | 2.15% | 3.14% | 2.66% | 2.08% | 1.85% | 2.92% |
ISTB iShares Core 1-5 Year USD Bond ETF | 4.21% | 4.12% | 3.83% | 2.97% | 2.01% | 1.69% | 2.20% | 2.75% | 2.57% | 2.06% | 1.90% | 1.58% |
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
| LDUR | ISTB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.68% | -9.34% | +0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -1.17% | -1.26% | +0.09% |
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 DrawdownCurrent decline from peak | -0.44% | -0.78% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -0.86% | -1.23% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 0.32% | -0.07% |
Volatility
LDUR vs. ISTB - Volatility Comparison
PIMCO Enhanced Low Duration Active ETF (LDUR) and iShares Core 1-5 Year USD Bond ETF (ISTB) have volatilities of 0.75% and 0.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDUR | ISTB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.75% | 0.78% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 1.12% | 1.18% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.86% | 1.94% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.02% | 2.78% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.79% | 2.50% | +0.29% |