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

Performance

IBTA.L vs. CRWD - 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 CrowdStrike Holdings, Inc. (CRWD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBTA.L achieves a 0.51% return, which is significantly lower than CRWD's 47.82% return.


IBTA.L

1D
0.00%
1M
0.34%
YTD
0.51%
6M
0.85%
1Y
3.48%
3Y*
4.33%
5Y*
1.89%
10Y*

CRWD

1D
1.48%
1M
16.64%
YTD
47.82%
6M
42.14%
1Y
44.17%
3Y*
64.68%
5Y*
24.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTA.L vs. CRWD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%1.52%
CRWD
CrowdStrike Holdings, Inc.
47.82%37.00%34.01%142.49%-48.58%-3.34%324.74%-21.46%

Correlation

The correlation between IBTA.L and CRWD 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

-0.06

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

0.01

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2019

0.01

The correlation between IBTA.L and CRWD shifts across timeframes, from -0.13 (1 year) to 0.01 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBTA.L vs. CRWD — 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: 8787
Overall Rank
IBTA.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IBTA.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
IBTA.L Omega Ratio Rank: 9494
Omega Ratio Rank
IBTA.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IBTA.L Martin Ratio Rank: 8989
Martin Ratio Rank

CRWD
CRWD Risk / Return Rank: 6868
Overall Rank
CRWD Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CRWD Sortino Ratio Rank: 6868
Sortino Ratio Rank
CRWD Omega Ratio Rank: 6767
Omega Ratio Rank
CRWD Calmar Ratio Rank: 6666
Calmar Ratio Rank
CRWD Martin Ratio Rank: 6666
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. CRWD - 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 CrowdStrike Holdings, Inc. (CRWD). 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.LCRWDDifference
Sharpe ratioReturn per unit of total volatility

+1.22

Sortino ratioReturn per unit of downside risk

+2.03

Omega ratioGain probability vs. loss probability

1.63

1.19

+0.44

Calmar ratioReturn relative to maximum drawdown

5.15

1.19

+3.96

Martin ratioReturn relative to average drawdown

17.76

2.72

+15.05

IBTA.L vs. CRWD - Sharpe Ratio Comparison

The current IBTA.L Sharpe Ratio is 2.19, which is higher than the CRWD Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of IBTA.L and CRWD, 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. CRWD - Drawdown Comparison

The maximum IBTA.L drawdown since its inception was -5.80%, smaller than the maximum CRWD drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for IBTA.L and CRWD.


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Drawdown Indicators


IBTA.LCRWDDifference

Max Drawdown

Largest peak-to-trough decline

-5.80%

-67.69%

+61.89%

Max Drawdown (1Y)

Largest decline over 1 year

-0.67%

-37.18%

+36.51%

Max Drawdown (3Y)

Largest decline over 3 years

-0.89%

-44.44%

+43.55%

Max Drawdown (5Y)

Largest decline over 5 years

-5.70%

-67.69%

+61.99%

Current Drawdown

Current decline from peak

0.00%

-11.41%

+11.41%

Average Drawdown

Average peak-to-trough decline

-0.96%

-23.61%

+22.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

16.31%

-16.11%

Volatility

IBTA.L vs. CRWD - Volatility Comparison

The current volatility for iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) is 0.52%, while CrowdStrike Holdings, Inc. (CRWD) has a volatility of 18.35%. This indicates that IBTA.L experiences smaller price fluctuations and is considered to be less risky than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTA.LCRWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

18.35%

-17.83%

Volatility (6M)

Calculated over the trailing 6-month period

1.13%

37.68%

-36.55%

Volatility (1Y)

Calculated over the trailing 1-year period

1.58%

45.58%

-44.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.17%

50.79%

-48.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.93%

56.06%

-54.13%

Dividends

IBTA.L vs. CRWD - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IBTA.L and CRWD 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.

Portfolio Optimizer

Find the right allocation for IBTA.L and CRWD

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