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EXSH.DE vs. IBTU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXSH.DE vs. IBTU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) and iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXSH.DE is traded in EUR, while IBTU.L is traded in USD. To make them comparable, the IBTU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXSH.DE achieves a 14.89% return, which is significantly higher than IBTU.L's 2.91% return.


EXSH.DE

1D
1.87%
1M
2.75%
YTD
14.89%
6M
19.58%
1Y
33.42%
3Y*
22.69%
5Y*
12.07%
10Y*
10.41%

IBTU.L

1D
0.08%
1M
1.47%
YTD
2.91%
6M
3.27%
1Y
4.11%
3Y*
2.29%
5Y*
4.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSH.DE vs. IBTU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
14.89%44.77%4.92%9.87%-11.13%23.58%-10.14%16.91%
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
2.91%-8.05%12.26%1.77%7.31%7.58%-7.43%3.17%

Correlation

The correlation between EXSH.DE and IBTU.L is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

-0.15

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

-0.20

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

-0.12

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Return for Risk

EXSH.DE vs. IBTU.L — Risk / Return Rank

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

EXSH.DE
EXSH.DE Risk / Return Rank: 8989
Overall Rank
EXSH.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EXSH.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
EXSH.DE Omega Ratio Rank: 8888
Omega Ratio Rank
EXSH.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EXSH.DE Martin Ratio Rank: 8787
Martin Ratio Rank

IBTU.L
IBTU.L Risk / Return Rank: 9898
Overall Rank
IBTU.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IBTU.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTU.L Omega Ratio Rank: 9999
Omega Ratio Rank
IBTU.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBTU.L Martin Ratio Rank: 9999
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.

EXSH.DE vs. IBTU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) and iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L). 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.


EXSH.DEIBTU.LDifference
Sharpe ratioReturn per unit of total volatility

+2.07

Sortino ratioReturn per unit of downside risk

+2.78

Omega ratioGain probability vs. loss probability

1.48

1.12

+0.37

Calmar ratioReturn relative to maximum drawdown

5.00

1.11

+3.89

Martin ratioReturn relative to average drawdown

16.25

2.58

+13.67

EXSH.DE vs. IBTU.L - Sharpe Ratio Comparison

The current EXSH.DE Sharpe Ratio is 2.72, which is higher than the IBTU.L Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of EXSH.DE and IBTU.L, 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

EXSH.DE vs. IBTU.L - Drawdown Comparison

The maximum EXSH.DE drawdown since its inception was -70.19%, which is greater than IBTU.L's maximum drawdown of -13.35%. Use the drawdown chart below to compare losses from any high point for EXSH.DE and IBTU.L.


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Drawdown Indicators


EXSH.DEIBTU.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.19%

-13.35%

-56.84%

Max Drawdown (1Y)

Largest decline over 1 year

-6.65%

-3.69%

-2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-14.42%

-11.54%

-2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

-11.84%

-11.62%

Max Drawdown (10Y)

Largest decline over 10 years

-40.37%

Current Drawdown

Current decline from peak

-1.10%

-6.38%

+5.28%

Average Drawdown

Average peak-to-trough decline

-24.76%

-5.82%

-18.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

1.59%

+0.46%

Volatility

EXSH.DE vs. IBTU.L - Volatility Comparison

iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) has a higher volatility of 3.75% compared to iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) at 1.27%. This indicates that EXSH.DE's price experiences larger fluctuations and is considered to be riskier than IBTU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXSH.DEIBTU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

1.27%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

4.35%

+5.66%

Volatility (1Y)

Calculated over the trailing 1-year period

12.22%

6.35%

+5.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

7.58%

+7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.13%

7.31%

+9.82%

EXSH.DE vs. IBTU.L - Expense Ratio Comparison

EXSH.DE has a 0.32% expense ratio, which is higher than IBTU.L's 0.07% expense ratio.


Dividends

EXSH.DE vs. IBTU.L - Dividend Comparison

EXSH.DE's dividend yield for the trailing twelve months is around 4.44%, more than IBTU.L's 4.07% yield.


PositionTTM20252024202320222021202020192018201720162015
EXSH.DE
iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)
4.44%5.06%5.08%5.55%5.26%3.26%3.11%3.90%3.85%4.36%4.33%3.44%
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
4.07%4.43%6.82%3.99%0.44%0.10%1.28%1.21%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXSH.DE and IBTU.L have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBTU.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTU.L is cheaper with a 0.07% expense ratio, compared with 0.32% for EXSH.DE.

EXSH.DE is categorized as Europe Equities, while IBTU.L is Government Bonds. EXSH.DE tracks STOXX® Europe Select Dividend 30, while IBTU.L tracks ICE U.S. Treasury Short Bond Index. Their fees differ too: 0.32% for EXSH.DE and 0.07% for IBTU.L.

Portfolio Optimizer

Find the right allocation for EXSH.DE and IBTU.L

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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