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Issuer
iShares
Inception Date
Jun 26, 2019
Leveraged
1x (No leverage)
Index Tracked
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc)
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

IBTE.L Performance Chart

iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc) (IBTE.L) is down 0.1% since the beginning of the year. IBTE.L is currently trading at €5 per share. Investors who bought €1,000 worth of IBTE.L shares 5 years ago would now be looking at an investment worth €1,003.


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S&P 500 Index

Returns By Period

iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc) (IBTE.L) has returned -0.14% so far this year and 1.46% over the past 12 months.


iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc)

1D
0.06%
1M
0.06%
6M
-0.14%
YTD
-0.14%
1Y
1.46%
3Y*
2.43%
5Y*
0.06%
10Y*

Benchmark (S&P 500 Index)

1D
-0.09%
1M
1.27%
6M
10.98%
YTD
13.27%
1Y
22.64%
3Y*
18.04%
5Y*
12.49%
10Y*
12.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTE.L Monthly Returns History

Based on dividend-adjusted daily data since Apr 10, 2018, IBTE.L's average daily return is 0.00%, while the average monthly return is +0.02%. At this rate, an investment would double in approximately 288.8 years.

Historically, 50% of months were positive and 50% were negative. The best month was Mar 2023 with a return of +1.3%, while the worst month was Mar 2022 at -1.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 9 months.

On a daily basis, IBTE.L closed higher 33% of trading days. The best single day was Mar 15, 2023 with a return of +1.1%, while the worst single day was Mar 24, 2020 at -0.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.00%0.39%-0.59%0.00%0.00%0.00%0.06%-0.14%
20250.40%0.40%0.40%0.60%-0.40%0.40%-0.20%0.60%0.20%0.20%0.20%0.20%3.04%
20240.41%-0.62%0.21%-0.41%0.62%0.41%0.82%1.02%0.61%-0.80%0.20%-0.00%2.49%
20230.36%-0.89%1.28%0.20%-0.56%-0.62%0.21%0.21%-0.21%0.21%0.84%0.84%1.87%
2022-0.84%-0.44%-1.53%-0.57%0.38%-0.75%0.24%-0.98%-1.33%-0.45%0.08%0.31%-5.75%
2021-0.09%-0.19%-0.02%-0.03%0.02%-0.22%0.12%-0.10%-0.17%-0.41%-0.10%-0.29%-1.46%

Benchmark Metrics

iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc) has an annualized alpha of 0.35%, beta of -0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 10, 2018.

  • This ETF captured 0.28% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -1.03%) - a profile typical of hedging or uncorrelated assets.
  • Beta of -0.01 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.35%
Beta
-0.01
0.00
Upside Capture
0.28%
Downside Capture
-1.03%

Expense Ratio

IBTE.L has an expense ratio of 0.10%, which is considered low.


Return for Risk

Risk / Return Rank

IBTE.L ranks 28 for risk / return — below 28% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


IBTE.L Risk / Return Rank: 2828
Overall Rank
IBTE.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IBTE.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
IBTE.L Omega Ratio Rank: 3333
Omega Ratio Rank
IBTE.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
IBTE.L Martin Ratio Rank: 2828
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc) (IBTE.L) and compare them to S&P 500 Index.

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.


IBTE.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.19

1.33

-0.14

Calmar ratioReturn relative to maximum drawdown

1.28

3.01

-1.73

Martin ratioReturn relative to average drawdown

3.18

11.10

-7.92

Dividends

Dividend History


iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc) was 8.51%, occurring on Mar 8, 2023. The portfolio has not yet recovered.

The current iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc) drawdown is 0.78%.


Drawdown

Fall

Recovery

Underwater

Related event

-8.51%Mar 2023
2y 10mo
6y 3moApr 2020 - now
-1.07%Nov 2018
7mo 1d5mo 22d
1y 18dApr 2018 - Apr 2019
Rate-hike selloffLate 2018
-1.05%Mar 2020
6d4d
10dMar 2020 - Mar 2020
COVID crash2020
-0.77%Dec 2019
3mo 9d2mo 17d
5mo 26dSep 2019 - Feb 2020
-0.76%Mar 2020
0s22d
22dMar 2020 - Apr 2020
COVID crash2020

Drawdown Indicators


IBTE.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-8.51%

-51.17%

+42.66%

Max Drawdown (1Y)

Largest decline over 1 year

-0.98%

-7.57%

+6.59%

Max Drawdown (3Y)

Largest decline over 3 years

-1.03%

-23.99%

+22.96%

Max Drawdown (5Y)

Largest decline over 5 years

-7.66%

-23.99%

+16.33%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-0.78%

-0.52%

-0.26%

Average Drawdown

Average peak-to-trough decline

-2.71%

-8.90%

+6.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

2.04%

-1.65%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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