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

Performance

HYUS.L vs. IBTA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.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, HYUS.L achieves a 1.22% return, which is significantly higher than IBTA.L's 0.46% return.


HYUS.L

1D
-0.00%
1M
0.51%
YTD
1.22%
6M
2.18%
1Y
6.91%
3Y*
8.87%
5Y*
10Y*

IBTA.L

1D
0.13%
1M
0.13%
YTD
0.46%
6M
0.92%
1Y
3.43%
3Y*
4.23%
5Y*
1.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
HYUS.L
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
1.22%8.62%8.28%12.85%-5.88%
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.46%5.30%4.11%4.15%-1.03%

Correlation

The correlation between HYUS.L and IBTA.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.35

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2022

0.34

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Return for Risk

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

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

HYUS.L
HYUS.L Risk / Return Rank: 6161
Overall Rank
HYUS.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HYUS.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
HYUS.L Omega Ratio Rank: 5757
Omega Ratio Rank
HYUS.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
HYUS.L Martin Ratio Rank: 6868
Martin Ratio Rank

IBTA.L
IBTA.L Risk / Return Rank: 8888
Overall Rank
IBTA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IBTA.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
IBTA.L Omega Ratio Rank: 9191
Omega Ratio Rank
IBTA.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
IBTA.L Martin Ratio Rank: 8585
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.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.


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

-0.97

Sortino ratioReturn per unit of downside risk

-1.78

Omega ratioGain probability vs. loss probability

1.35

1.59

-0.24

Calmar ratioReturn relative to maximum drawdown

3.01

4.62

-1.61

Martin ratioReturn relative to average drawdown

12.39

17.47

-5.08

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

The current HYUS.L Sharpe Ratio is 1.84, which is lower than the IBTA.L Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of HYUS.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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Sharpe Ratios by Period


HYUS.LIBTA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.80

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

1.08

-0.21

Drawdowns

HYUS.L vs. IBTA.L - Drawdown Comparison

The maximum HYUS.L drawdown since its inception was -10.49%, 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 HYUS.L and IBTA.L.


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Drawdown Indicators


HYUS.LIBTA.LDifference

Max Drawdown

Largest peak-to-trough decline

-10.49%

-5.80%

-4.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.29%

-0.74%

-1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-5.06%

-0.89%

-4.17%

Max Drawdown (5Y)

Largest decline over 5 years

-5.70%

Current Drawdown

Current decline from peak

-0.13%

-0.13%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.67%

-0.97%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

0.20%

+0.36%

Volatility

HYUS.L vs. IBTA.L - Volatility Comparison

iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist) (HYUS.L) has a higher volatility of 1.39% compared to iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) at 0.43%. This indicates that HYUS.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


HYUS.LIBTA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

0.43%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

0.86%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

1.23%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.69%

2.00%

+4.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.69%

1.76%

+4.93%

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

HYUS.L has a 0.20% 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

HYUS.L vs. IBTA.L - Dividend Comparison

HYUS.L's dividend yield for the trailing twelve months is around 9.21%, while IBTA.L has not paid dividends to shareholders.


PositionTTM2025202420232022
HYUS.L
iShares Broad USD High Yield Corporate Bond UCITS ETF USD (Dist)
9.21%7.38%7.54%6.30%1.52%
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYUS.L and IBTA.L have a correlation of 0.31, 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 0.20% for HYUS.L.

HYUS.L is categorized as High Yield Bonds, while IBTA.L is Government Bonds. HYUS.L tracks Bloomberg US Corporate High Yield TR USD, while IBTA.L tracks ICE US Treasury 1-3 Year Index. Their fees differ too: 0.20% for HYUS.L and 0.07% for IBTA.L.

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