IBTL.L vs. IUSA.DE
Compare and contrast key facts about iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) and iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE).
IBTL.L and IUSA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBTL.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jan 20, 2015. IUSA.DE is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 15, 2002. Both IBTL.L and IUSA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBTL.L or IUSA.DE.
Key characteristics
| IBTL.L | IUSA.DE | |
|---|---|---|
| YTD Return | -6.78% | 31.76% |
| 1Y Return | -1.13% | 39.45% |
| 3Y Return (Ann) | -13.42% | 12.68% |
| 5Y Return (Ann) | -7.72% | 16.48% |
| Sharpe Ratio | 0.00 | 3.13 |
| Sortino Ratio | 0.10 | 4.25 |
| Omega Ratio | 1.01 | 1.65 |
| Calmar Ratio | 0.00 | 4.55 |
| Martin Ratio | 0.01 | 20.19 |
| Ulcer Index | 5.98% | 1.86% |
| Daily Std Dev | 13.69% | 11.93% |
| Max Drawdown | -51.49% | -50.54% |
| Current Drawdown | -49.35% | 0.00% |
Correlation
The correlation between IBTL.L and IUSA.DE is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
IBTL.L vs. IUSA.DE - Performance Comparison
In the year-to-date period, IBTL.L achieves a -6.78% return, which is significantly lower than IUSA.DE's 31.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IBTL.L vs. IUSA.DE - Expense Ratio Comparison
Both IBTL.L and IUSA.DE 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%.
Risk-Adjusted Performance
IBTL.L vs. IUSA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) and iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE). 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.
Dividends
IBTL.L vs. IUSA.DE - Dividend Comparison
IBTL.L's dividend yield for the trailing twelve months is around 4.34%, more than IUSA.DE's 0.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBTL.L iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 4.34% | 3.82% | 2.95% | 1.73% | 1.86% | 2.54% | 2.75% | 2.66% | 2.42% | 2.07% | 0.00% | 0.00% |
IUSA.DE iShares Core S&P 500 UCITS ETF USD (Dist) | 0.97% | 1.25% | 1.46% | 0.99% | 1.40% | 1.48% | 1.71% | 1.84% | 1.36% | 1.85% | 1.67% | 1.43% |
Drawdowns
IBTL.L vs. IUSA.DE - Drawdown Comparison
The maximum IBTL.L drawdown since its inception was -51.49%, roughly equal to the maximum IUSA.DE drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for IBTL.L and IUSA.DE. For additional features, visit the drawdowns tool.
Volatility
IBTL.L vs. IUSA.DE - Volatility Comparison
iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) has a higher volatility of 4.78% compared to iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE) at 3.55%. This indicates that IBTL.L's price experiences larger fluctuations and is considered to be riskier than IUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.