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GLAD.L vs. IBTA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLAD.L vs. IBTA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLAD.L achieves a 1.23% return, which is significantly higher than IBTA.L's 0.51% return.


GLAD.L

1D
0.09%
1M
0.88%
YTD
1.23%
6M
1.33%
1Y
3.59%
3Y*
4.28%
5Y*
0.77%
10Y*

IBTA.L

1D
0.00%
1M
0.34%
YTD
0.51%
6M
0.85%
1Y
3.12%
3Y*
4.33%
5Y*
1.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLAD.L vs. IBTA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GLAD.L
SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc)
1.23%4.70%3.25%6.73%-11.31%-1.51%5.21%-0.04%
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.51%5.34%4.07%4.21%-3.75%-0.64%3.14%0.24%

Correlation

The correlation between GLAD.L and IBTA.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.58

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

0.64

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2019

0.57

The correlation between GLAD.L and IBTA.L shifts across timeframes, from 0.44 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GLAD.L vs. IBTA.L — Risk / Return Rank

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

GLAD.L
GLAD.L Risk / Return Rank: 3333
Overall Rank
GLAD.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GLAD.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
GLAD.L Omega Ratio Rank: 3232
Omega Ratio Rank
GLAD.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
GLAD.L Martin Ratio Rank: 3333
Martin Ratio Rank

IBTA.L
IBTA.L Risk / Return Rank: 8484
Overall Rank
IBTA.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IBTA.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
IBTA.L Omega Ratio Rank: 9393
Omega Ratio Rank
IBTA.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
IBTA.L Martin Ratio Rank: 8686
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.

GLAD.L vs. IBTA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.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.


GLAD.LIBTA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

1.20

1.55

-0.35

Calmar ratioReturn relative to maximum drawdown

1.55

4.62

-3.07

Martin ratioReturn relative to average drawdown

4.53

15.80

-11.26

GLAD.L vs. IBTA.L - Sharpe Ratio Comparison

The current GLAD.L Sharpe Ratio is 1.12, which is lower than the IBTA.L Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of GLAD.L and IBTA.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

GLAD.L vs. IBTA.L - Drawdown Comparison

The maximum GLAD.L drawdown since its inception was -15.20%, which is greater than IBTA.L's maximum drawdown of -5.80%. Use the drawdown chart below to compare losses from any high point for GLAD.L and IBTA.L.


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Drawdown Indicators


GLAD.LIBTA.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.20%

-5.80%

-9.40%

Max Drawdown (1Y)

Largest decline over 1 year

-2.30%

-0.67%

-1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-3.78%

-0.89%

-2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-15.05%

-5.70%

-9.35%

Current Drawdown

Current decline from peak

-0.34%

0.00%

-0.34%

Average Drawdown

Average peak-to-trough decline

-4.48%

-0.96%

-3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.20%

+0.59%

Volatility

GLAD.L vs. IBTA.L - Volatility Comparison

SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged (Acc) (GLAD.L) has a higher volatility of 0.91% compared to iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) at 0.52%. This indicates that GLAD.L's price experiences larger fluctuations and is considered to be riskier than IBTA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLAD.LIBTA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

0.52%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

1.13%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

1.58%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.53%

2.17%

+2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.29%

1.93%

+2.36%

GLAD.L vs. IBTA.L - Expense Ratio Comparison

GLAD.L has a 0.10% expense ratio, which is higher than IBTA.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GLAD.L vs. IBTA.L - Dividend Comparison

Neither GLAD.L nor IBTA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLAD.L and IBTA.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IBTA.L is cheaper with a 0.07% expense ratio, compared with 0.10% for GLAD.L.

GLAD.L is categorized as Global Bonds, while IBTA.L is Government Bonds. GLAD.L tracks Bloomberg Global Aggregate TR Hdg USD, while IBTA.L tracks ICE US Treasury 1-3 Year Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.10% for GLAD.L and 0.07% for IBTA.L.

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