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

Performance

IBTA.L vs. IBTG - 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 iShares iBonds Dec 2026 Term Treasury ETF (IBTG). The values are adjusted to include any dividend payments, if applicable.

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IBTA.L vs. IBTG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.10%5.30%4.11%4.15%-3.75%-0.64%1.83%
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
0.82%4.40%3.97%4.34%-8.18%-3.04%3.99%

Returns By Period

In the year-to-date period, IBTA.L achieves a 0.10% return, which is significantly lower than IBTG's 0.82% return.


IBTA.L

1D
0.03%
1M
-0.49%
YTD
0.10%
6M
1.39%
1Y
3.72%
3Y*
4.06%
5Y*
1.81%
10Y*

IBTG

1D
0.00%
1M
0.26%
YTD
0.82%
6M
1.82%
1Y
3.98%
3Y*
3.77%
5Y*
0.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBTA.L vs. IBTG - Expense Ratio Comparison

Both IBTA.L and IBTG have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

IBTA.L vs. IBTG — 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: 9797
Overall Rank
IBTA.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBTA.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTA.L Omega Ratio Rank: 9797
Omega Ratio Rank
IBTA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBTA.L Martin Ratio Rank: 9696
Martin Ratio Rank

IBTG
IBTG Risk / Return Rank: 9999
Overall Rank
IBTG Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBTG Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBTG Omega Ratio Rank: 9999
Omega Ratio Rank
IBTG Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBTG 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.

IBTA.L vs. IBTG - 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 iShares iBonds Dec 2026 Term Treasury ETF (IBTG). 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.


IBTA.LIBTGDifference

Sharpe ratio

Return per unit of total volatility

2.65

6.12

-3.47

Sortino ratio

Return per unit of downside risk

4.17

11.94

-7.77

Omega ratio

Gain probability vs. loss probability

1.56

2.98

-1.42

Calmar ratio

Return relative to maximum drawdown

4.95

17.55

-12.60

Martin ratio

Return relative to average drawdown

16.20

84.44

-68.23

IBTA.L vs. IBTG - Sharpe Ratio Comparison

The current IBTA.L Sharpe Ratio is 2.65, which is lower than the IBTG Sharpe Ratio of 6.12. The chart below compares the historical Sharpe Ratios of IBTA.L and IBTG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBTA.LIBTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

6.12

-3.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.26

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.26

+0.81

Correlation

The correlation between IBTA.L and IBTG is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IBTA.L vs. IBTG - Dividend Comparison

IBTA.L has not paid dividends to shareholders, while IBTG's dividend yield for the trailing twelve months is around 4.01%.


TTM202520242023202220212020
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBTG
iShares iBonds Dec 2026 Term Treasury ETF
4.01%4.03%4.08%3.61%2.06%0.66%0.53%

Drawdowns

IBTA.L vs. IBTG - Drawdown Comparison

The maximum IBTA.L drawdown since its inception was -5.80%, smaller than the maximum IBTG drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for IBTA.L and IBTG.


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Drawdown Indicators


IBTA.LIBTGDifference

Max Drawdown

Largest peak-to-trough decline

-5.80%

-13.62%

+7.82%

Max Drawdown (1Y)

Largest decline over 1 year

-0.74%

-0.23%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-5.70%

-12.31%

+6.61%

Current Drawdown

Current decline from peak

-0.49%

0.00%

-0.49%

Average Drawdown

Average peak-to-trough decline

-0.98%

-5.04%

+4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

0.05%

+0.18%

Volatility

IBTA.L vs. IBTG - Volatility Comparison

iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) has a higher volatility of 0.44% compared to iShares iBonds Dec 2026 Term Treasury ETF (IBTG) at 0.12%. This indicates that IBTA.L's price experiences larger fluctuations and is considered to be riskier than IBTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTA.LIBTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

0.12%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

0.78%

0.34%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

1.40%

0.66%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.98%

3.29%

-1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.77%

3.50%

-1.73%