IBTL.L vs. JPM
Compare and contrast key facts about iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) and JPMorgan Chase & Co. (JPM).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBTL.L or JPM.
Key characteristics
| IBTL.L | JPM | |
|---|---|---|
| YTD Return | -6.69% | 44.20% |
| 1Y Return | 0.14% | 68.25% |
| 3Y Return (Ann) | -13.37% | 16.09% |
| 5Y Return (Ann) | -7.87% | 16.63% |
| Sharpe Ratio | -0.05 | 2.93 |
| Sortino Ratio | 0.03 | 3.74 |
| Omega Ratio | 1.00 | 1.59 |
| Calmar Ratio | -0.01 | 6.66 |
| Martin Ratio | -0.10 | 20.31 |
| Ulcer Index | 6.00% | 3.32% |
| Daily Std Dev | 13.66% | 23.01% |
| Max Drawdown | -51.49% | -74.02% |
| Current Drawdown | -49.30% | -3.04% |
Correlation
The correlation between IBTL.L and JPM is -0.22. 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. JPM - Performance Comparison
In the year-to-date period, IBTL.L achieves a -6.69% return, which is significantly lower than JPM's 44.20% 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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Risk-Adjusted Performance
IBTL.L vs. JPM - 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 JPMorgan Chase & Co. (JPM). 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. JPM - Dividend Comparison
IBTL.L's dividend yield for the trailing twelve months is around 4.34%, more than JPM's 1.92% 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% |
JPM JPMorgan Chase & Co. | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
IBTL.L vs. JPM - Drawdown Comparison
The maximum IBTL.L drawdown since its inception was -51.49%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for IBTL.L and JPM. For additional features, visit the drawdowns tool.
Volatility
IBTL.L vs. JPM - Volatility Comparison
The current volatility for iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) is 4.84%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.51%. This indicates that IBTL.L experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.