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VBND vs. IUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBND vs. IUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vident U.S. Bond Strategy ETF (VBND) and iShares Core Universal USD Bond ETF (IUSB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VBND achieves a 0.55% return, which is significantly lower than IUSB's 0.60% return. Over the past 10 years, VBND has underperformed IUSB with an annualized return of 1.60%, while IUSB has yielded a comparatively higher 1.96% annualized return.


VBND

1D
0.11%
1M
0.49%
YTD
0.55%
6M
1.02%
1Y
6.14%
3Y*
4.80%
5Y*
0.55%
10Y*
1.60%

IUSB

1D
-0.02%
1M
0.18%
YTD
0.60%
6M
0.66%
1Y
5.68%
3Y*
4.57%
5Y*
0.55%
10Y*
1.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBND vs. IUSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBND
Vident U.S. Bond Strategy ETF
0.55%7.31%1.26%8.16%-14.18%-0.43%5.37%9.50%-0.96%3.15%
IUSB
iShares Core Universal USD Bond ETF
0.60%7.38%2.11%6.23%-13.04%-1.33%7.62%9.13%-0.27%3.82%

Correlation

The correlation between VBND and IUSB is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.89

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

0.91

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

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2014

0.80

The correlation between VBND and IUSB shifts across timeframes, from 0.80 (all time) to 0.91 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VBND vs. IUSB — Risk / Return Rank

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

VBND
VBND Risk / Return Rank: 3838
Overall Rank
VBND Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VBND Sortino Ratio Rank: 4141
Sortino Ratio Rank
VBND Omega Ratio Rank: 3737
Omega Ratio Rank
VBND Calmar Ratio Rank: 4040
Calmar Ratio Rank
VBND Martin Ratio Rank: 3434
Martin Ratio Rank

IUSB
IUSB Risk / Return Rank: 4444
Overall Rank
IUSB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 4848
Sortino Ratio Rank
IUSB Omega Ratio Rank: 4343
Omega Ratio Rank
IUSB Calmar Ratio Rank: 4343
Calmar Ratio Rank
IUSB 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.

VBND vs. IUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vident U.S. Bond Strategy ETF (VBND) and iShares Core Universal USD Bond 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.


VBNDIUSBDifference

Sharpe ratio

Return per unit of total volatility

1.41

1.58

-0.16

Sortino ratio

Return per unit of downside risk

2.14

2.36

-0.22

Omega ratio

Gain probability vs. loss probability

1.25

1.28

-0.04

Calmar ratio

Return relative to maximum drawdown

2.01

2.13

-0.12

Martin ratio

Return relative to average drawdown

5.43

6.52

-1.09

VBND vs. IUSB - Sharpe Ratio Comparison

The current VBND Sharpe Ratio is 1.41, which is comparable to the IUSB Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of VBND and IUSB, 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


VBNDIUSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

1.58

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.09

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.39

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.46

-0.15

Drawdowns

VBND vs. IUSB - Drawdown Comparison

The maximum VBND drawdown since its inception was -18.97%, which is greater than IUSB's maximum drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for VBND and IUSB.


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Drawdown Indicators


VBNDIUSBDifference

Max Drawdown

Largest peak-to-trough decline

-18.97%

-17.90%

-1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-2.53%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-4.60%

-5.82%

+1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-18.97%

-17.87%

-1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-18.97%

-17.90%

-1.07%

Current Drawdown

Current decline from peak

-0.71%

-1.15%

+0.44%

Average Drawdown

Average peak-to-trough decline

-4.21%

-3.59%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.83%

+0.22%

Volatility

VBND vs. IUSB - Volatility Comparison

Vident U.S. Bond Strategy ETF (VBND) has a higher volatility of 1.51% compared to iShares Core Universal USD Bond ETF (IUSB) at 1.27%. This indicates that VBND'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.


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Volatility by Period


VBNDIUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.27%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.94%

2.64%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

3.62%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.12%

5.79%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.45%

5.04%

+0.41%

VBND vs. IUSB - Expense Ratio Comparison

VBND has a 0.41% expense ratio, which is higher than IUSB's 0.06% expense ratio.


Dividends

VBND vs. IUSB - Dividend Comparison

VBND's dividend yield for the trailing twelve months is around 4.22%, which matches IUSB's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
IUSB
iShares Core Universal USD Bond ETF
4.22%4.17%4.04%3.46%2.53%1.74%2.68%3.04%2.98%2.56%2.60%1.95%
VBND
Vident U.S. Bond Strategy ETF
4.22%4.22%4.41%3.88%2.55%1.56%1.98%3.14%2.82%2.00%3.12%1.49%

Frequently Asked Questions


VBND and IUSB have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VBND has higher volatility (1.51%) compared to IUSB (1.27%). In terms of maximum drawdown, VBND dropped -18.97% vs IUSB's -17.90%.

On 10-year performance, IUSB leads with 1.96% vs 1.60% for VBND. On fees, IUSB is cheaper at 0.06% per year. On volatility, IUSB has been the lower-risk option at 1.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IUSB has performed better with a 1.96% return vs 1.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSB is cheaper with a 0.06% expense ratio, compared with 0.41% for VBND.

VBND and IUSB have nearly identical dividend yields, around 4.22%.

VBND tracks Vident Core U.S. Bond Strategy Index, while IUSB tracks Bloomberg U.S. Universal Index. They also come from different issuers: Vident and iShares. Their fees differ too: 0.41% for VBND and 0.06% for IUSB.

IUSB currently has the higher Sharpe Ratio (1.58 vs 1.41), 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 VBND and IUSB

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