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IBTL.L vs. SBEM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTL.L vs. SBEM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) and UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBTL.L achieves a -0.34% return, which is significantly lower than SBEM.L's 2.82% return. Over the past 10 years, IBTL.L has underperformed SBEM.L with an annualized return of -1.26%, while SBEM.L has yielded a comparatively higher 4.44% annualized return.


IBTL.L

1D
-0.17%
1M
1.43%
YTD
-0.34%
6M
0.20%
1Y
5.42%
3Y*
-3.32%
5Y*
-5.44%
10Y*
-1.26%

SBEM.L

1D
0.16%
1M
1.55%
YTD
2.82%
6M
3.45%
1Y
14.87%
3Y*
9.07%
5Y*
3.36%
10Y*
4.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTL.L vs. SBEM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBTL.L
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
-0.34%-2.80%-5.51%-3.61%-22.17%-3.32%13.06%12.05%3.88%-0.83%
SBEM.L
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis
2.82%7.42%9.45%5.95%-10.24%-1.29%1.29%10.91%1.42%0.47%

Correlation

The correlation between IBTL.L and SBEM.L is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

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

0.67

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

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2016

0.58

The correlation between IBTL.L and SBEM.L has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.

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Return for Risk

IBTL.L vs. SBEM.L — Risk / Return Rank

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

IBTL.L
IBTL.L Risk / Return Rank: 1717
Overall Rank
IBTL.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IBTL.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
IBTL.L Omega Ratio Rank: 1616
Omega Ratio Rank
IBTL.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
IBTL.L Martin Ratio Rank: 1616
Martin Ratio Rank

SBEM.L
SBEM.L Risk / Return Rank: 7979
Overall Rank
SBEM.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SBEM.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
SBEM.L Omega Ratio Rank: 7777
Omega Ratio Rank
SBEM.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
SBEM.L Martin Ratio Rank: 7171
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.

IBTL.L vs. SBEM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) and UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.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.


IBTL.LSBEM.LDifference
Sharpe ratioReturn per unit of total volatility

-1.73

Sortino ratioReturn per unit of downside risk

-2.47

Omega ratioGain probability vs. loss probability

1.09

1.40

-0.31

Calmar ratioReturn relative to maximum drawdown

0.58

4.05

-3.47

Martin ratioReturn relative to average drawdown

1.23

11.69

-10.46

IBTL.L vs. SBEM.L - Sharpe Ratio Comparison

The current IBTL.L Sharpe Ratio is 0.50, which is lower than the SBEM.L Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of IBTL.L and SBEM.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

IBTL.L vs. SBEM.L - Drawdown Comparison

The maximum IBTL.L drawdown since its inception was -48.85%, which is greater than SBEM.L's maximum drawdown of -21.61%. Use the drawdown chart below to compare losses from any high point for IBTL.L and SBEM.L.


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Drawdown Indicators


IBTL.LSBEM.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.85%

-21.61%

-27.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.26%

-3.53%

-4.73%

Max Drawdown (3Y)

Largest decline over 3 years

-17.10%

-9.79%

-7.31%

Max Drawdown (5Y)

Largest decline over 5 years

-39.34%

-17.20%

-22.14%

Max Drawdown (10Y)

Largest decline over 10 years

-48.85%

-21.61%

-27.24%

Current Drawdown

Current decline from peak

-45.09%

0.00%

-45.09%

Average Drawdown

Average peak-to-trough decline

-22.69%

-7.22%

-15.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

1.23%

+2.68%

Volatility

IBTL.L vs. SBEM.L - Volatility Comparison

iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) has a higher volatility of 2.35% compared to UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis (SBEM.L) at 1.48%. This indicates that IBTL.L's price experiences larger fluctuations and is considered to be riskier than SBEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTL.LSBEM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

1.48%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

6.40%

4.51%

+1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

9.51%

6.40%

+3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

9.13%

+6.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

10.97%

+5.34%

IBTL.L vs. SBEM.L - Expense Ratio Comparison

IBTL.L has a 0.07% expense ratio, which is lower than SBEM.L's 0.42% expense ratio.


Dividends

IBTL.L vs. SBEM.L - Dividend Comparison

IBTL.L's dividend yield for the trailing twelve months is around 2.27%, less than SBEM.L's 6.51% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTL.L
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)
2.27%4.31%4.58%3.79%2.96%1.72%1.86%2.54%2.75%2.68%2.45%2.09%
SBEM.L
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis
6.51%7.69%6.27%6.49%5.73%4.35%4.92%4.83%4.47%4.84%2.27%0.00%

Frequently Asked Questions


IBTL.L and SBEM.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBTL.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTL.L is cheaper with a 0.07% expense ratio, compared with 0.42% for SBEM.L.

IBTL.L is categorized as Government Bonds, while SBEM.L is Emerging Markets Bonds. IBTL.L tracks ICE U.S. Treasury 20+ Year Bond Index, while SBEM.L tracks JPM EMBI Global Diversified TR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.07% for IBTL.L and 0.42% for SBEM.L.

Portfolio Optimizer

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