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

Performance

IBTA.L vs. BCOG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) and L&G All Commodities UCITS ETF (BCOG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBTA.L is traded in USD, while BCOG.L is traded in GBp. To make them comparable, the BCOG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBTA.L achieves a 0.51% return, which is significantly lower than BCOG.L's 13.79% return.


IBTA.L

1D
0.00%
1M
0.34%
YTD
0.51%
6M
0.85%
1Y
3.12%
3Y*
4.33%
5Y*
1.92%
10Y*

BCOG.L

1D
0.71%
1M
-10.06%
YTD
13.79%
6M
12.19%
1Y
24.17%
3Y*
11.17%
5Y*
9.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%3.62%1.40%-0.00%
BCOG.L
L&G All Commodities UCITS ETF
13.79%16.33%4.36%-7.69%15.53%27.87%-3.37%5.91%-7.01%-20.38%

Correlation

The correlation between IBTA.L and BCOG.L is -0.23, 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

-0.23

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

-0.04

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2017

-0.02

Over the past year, the inverse relationship between IBTA.L and BCOG.L has strengthened: their correlation has moved from -0.02 to -0.23, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

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

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

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

BCOG.L
BCOG.L Risk / Return Rank: 5252
Overall Rank
BCOG.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BCOG.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
BCOG.L Omega Ratio Rank: 5353
Omega Ratio Rank
BCOG.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
BCOG.L Martin Ratio Rank: 5555
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) and L&G All Commodities UCITS ETF (BCOG.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.


IBTA.LBCOG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.55

1.25

+0.31

Calmar ratioReturn relative to maximum drawdown

4.62

1.67

+2.95

Martin ratioReturn relative to average drawdown

15.80

6.79

+9.00

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

The current IBTA.L Sharpe Ratio is 1.97, which is higher than the BCOG.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of IBTA.L and BCOG.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

IBTA.L vs. BCOG.L - Drawdown Comparison

The maximum IBTA.L drawdown since its inception was -5.80%, smaller than the maximum BCOG.L drawdown of -42.15%. Use the drawdown chart below to compare losses from any high point for IBTA.L and BCOG.L.


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Drawdown Indicators


IBTA.LBCOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-5.80%

-42.15%

+36.35%

Max Drawdown (1Y)

Largest decline over 1 year

-0.67%

-14.41%

+13.74%

Max Drawdown (3Y)

Largest decline over 3 years

-0.89%

-23.60%

+22.71%

Max Drawdown (5Y)

Largest decline over 5 years

-5.70%

-25.85%

+20.15%

Current Drawdown

Current decline from peak

0.00%

-13.80%

+13.80%

Average Drawdown

Average peak-to-trough decline

-0.96%

-17.80%

+16.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

3.55%

-3.35%

Volatility

IBTA.L vs. BCOG.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) is 0.52%, while L&G All Commodities UCITS ETF (BCOG.L) has a volatility of 4.45%. This indicates that IBTA.L experiences smaller price fluctuations and is considered to be less risky than BCOG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTA.LBCOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

4.45%

-3.93%

Volatility (6M)

Calculated over the trailing 6-month period

1.13%

15.95%

-14.82%

Volatility (1Y)

Calculated over the trailing 1-year period

1.58%

17.46%

-15.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.17%

21.84%

-19.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.93%

20.17%

-18.24%

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

IBTA.L has a 0.07% expense ratio, which is lower than BCOG.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBTA.L vs. BCOG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IBTA.L and BCOG.L have a correlation of -0.23, 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 0.15% for BCOG.L.

IBTA.L is categorized as Government Bonds, while BCOG.L is Commodities. IBTA.L tracks ICE US Treasury 1-3 Year Index, while BCOG.L tracks Bloomberg Commodity. They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.07% for IBTA.L and 0.15% for BCOG.L.

Portfolio Optimizer

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