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USRT vs. VBISX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USRT vs. VBISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. REIT ETF (USRT) and Vanguard Short-Term Bond Index Fund (VBISX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USRT achieves a 17.79% return, which is significantly higher than VBISX's 0.26% return. Over the past 10 years, USRT has outperformed VBISX with an annualized return of 6.67%, while VBISX has yielded a comparatively lower 1.77% annualized return.


USRT

1D
0.94%
1M
3.13%
YTD
17.79%
6M
17.95%
1Y
19.33%
3Y*
12.69%
5Y*
5.06%
10Y*
6.67%

VBISX

1D
0.20%
1M
0.24%
YTD
0.26%
6M
0.79%
1Y
3.44%
3Y*
4.18%
5Y*
1.40%
10Y*
1.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USRT vs. VBISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USRT
iShares Core U.S. REIT ETF
17.79%2.44%8.58%13.64%-24.43%43.26%-8.06%25.98%-4.67%5.27%
VBISX
Vanguard Short-Term Bond Index Fund
0.26%5.67%3.66%4.54%-5.61%-1.35%4.63%4.78%1.27%1.10%

Correlation

The correlation between USRT and VBISX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.28

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

0.24

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

0.17

Correlation (All Time)
Calculated using the full available price history since May 4, 2007

-0.01

The correlation between USRT and VBISX shifts across timeframes, from -0.01 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

USRT vs. VBISX — Risk / Return Rank

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

USRT
USRT Risk / Return Rank: 4848
Overall Rank
USRT Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
USRT Sortino Ratio Rank: 4444
Sortino Ratio Rank
USRT Omega Ratio Rank: 4444
Omega Ratio Rank
USRT Calmar Ratio Rank: 5555
Calmar Ratio Rank
USRT Martin Ratio Rank: 5252
Martin Ratio Rank

VBISX
VBISX Risk / Return Rank: 5555
Overall Rank
VBISX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VBISX Sortino Ratio Rank: 6969
Sortino Ratio Rank
VBISX Omega Ratio Rank: 5959
Omega Ratio Rank
VBISX Calmar Ratio Rank: 5656
Calmar Ratio Rank
VBISX Martin Ratio Rank: 4141
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.

USRT vs. VBISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. REIT ETF (USRT) and Vanguard Short-Term Bond Index Fund (VBISX). 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.


USRTVBISXDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.25

1.33

-0.08

Calmar ratioReturn relative to maximum drawdown

2.42

2.37

+0.05

Martin ratioReturn relative to average drawdown

7.79

7.35

+0.44

USRT vs. VBISX - Sharpe Ratio Comparison

The current USRT Sharpe Ratio is 1.43, which is comparable to the VBISX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of USRT and VBISX, 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

USRT vs. VBISX - Drawdown Comparison

The maximum USRT drawdown since its inception was -69.92%, which is greater than VBISX's maximum drawdown of -8.79%. Use the drawdown chart below to compare losses from any high point for USRT and VBISX.


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Drawdown Indicators


USRTVBISXDifference

Max Drawdown

Largest peak-to-trough decline

-69.92%

-8.79%

-61.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-1.54%

-6.50%

Max Drawdown (3Y)

Largest decline over 3 years

-18.70%

-1.55%

-17.15%

Max Drawdown (5Y)

Largest decline over 5 years

-31.03%

-8.72%

-22.31%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

-8.79%

-35.59%

Current Drawdown

Current decline from peak

0.00%

-0.66%

+0.66%

Average Drawdown

Average peak-to-trough decline

-12.96%

-0.87%

-12.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

0.50%

+1.99%

Volatility

USRT vs. VBISX - Volatility Comparison

iShares Core U.S. REIT ETF (USRT) has a higher volatility of 4.71% compared to Vanguard Short-Term Bond Index Fund (VBISX) at 0.70%. This indicates that USRT's price experiences larger fluctuations and is considered to be riskier than VBISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USRTVBISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

0.70%

+4.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

1.60%

+8.04%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

2.23%

+11.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

2.95%

+15.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.30%

2.39%

+18.91%

USRT vs. VBISX - Expense Ratio Comparison

USRT has a 0.08% expense ratio, which is lower than VBISX's 0.15% 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

USRT vs. VBISX - Dividend Comparison

USRT's dividend yield for the trailing twelve months is around 2.56%, less than VBISX's 3.90% yield.


PositionTTM20252024202320222021202020192018201720162015
USRT
iShares Core U.S. REIT ETF
2.56%3.07%2.85%3.18%3.46%2.27%3.12%3.34%5.66%3.44%3.98%3.59%
VBISX
Vanguard Short-Term Bond Index Fund
3.90%3.44%3.29%2.10%1.38%1.16%1.72%2.16%1.92%1.58%1.42%1.34%

Frequently Asked Questions


USRT and VBISX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USRT has higher volatility (4.71%) compared to VBISX (0.70%). In terms of maximum drawdown, USRT dropped -69.92% vs VBISX's -8.79%.

VBISX currently has the higher Sharpe Ratio (1.64 vs 1.43), 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

Find the right allocation for USRT and VBISX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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