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iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) Sharpe Ratio: 0.56

ETF · Currency in GBp · Last updated Jun 4, 2026

The investment objective of the Fund is to provide investors with a total return, taking into account both capital and income returns, which reflects the return of the ICE U.S. Treasury 20+ Years Bond Index.

IBTL.L's Sharpe Ratio of 0.56 indicates that for each unit of volatility, it generates 0.56 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

IBTL.L Sharpe Ratio Rank

IBTL.L Sharpe Ratio Rank: 17.918
Concerning

IBTL.L ranks above 17.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

IBTL.L Sharpe Ratio Market Positioning

The chart shows IBTL.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.84 or lower
  • Yellow zone (middle 50%): 0.84 to 2.40
  • Green zone (top 25%): 2.40 or higher
  • Top 1%: 7.81+
  • Median: 1.69 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares USD Treasury Bond 20+yr UCITS ETF (Dist)'s Sharpe Ratio with other ETFs in the Government Bonds, Long-Term Bond category across multiple time periods, showing how IBTL.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PR1T.LAmundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)12.94
IB01.LiShares USD Treasury Bond 0-1yr UCITS ETF (Acc)11.94
VDST.LVanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating9.29
IBTU.LiShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)8.19
USFR.LWisdomTree USD Floating Rate Treasury Bond UCITS ETF USD3.68
XUT3.LXtrackers II US Treasuries 1-3 UCITS ETF 1D3.07
IBTA.LiShares USD Treasury Bond 1-3yr UCITS ETF (Acc)2.82
TFRN.LWisdomTree USD Floating Rate Treasury Bond UCITS ETF - USD Acc1.97
TRSX.LSPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF1.24
TRS5.LSPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF1.16
IBTL.LiShares USD Treasury Bond 20+yr UCITS ETF (Dist)0.56

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How to choose period

Historical Sharpe Ratio

The chart shows IBTL.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IBTL.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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