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

IBTL.L vs. SUPR.L

Last updated Jun 4, 2026

IBTL.L (iShares USD Treasury Bond 20+yr UCITS ETF (Dist)) is Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index, while SUPR.L (Supermarket Income REIT PLC) is a stock. Over the past 5 years, IBTL.L returned -5.14%/yr vs 0.10%/yr for SUPR.L. At a 0.07 correlation, their price movements are largely independent.

Performance

IBTL.L vs. SUPR.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 Supermarket Income REIT PLC (SUPR.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 -1.02% return, which is significantly lower than SUPR.L's 4.93% return.

IBTL.L

1D
-0.23%
1M
1.40%
YTD
-1.02%
6M
-2.44%
1Y
5.37%
3Y*
-4.19%
5Y*
-5.14%
10Y*
-0.81%

SUPR.L

1D
0.24%
1M
-0.08%
YTD
4.93%
6M
4.42%
1Y
8.52%
3Y*
8.27%
5Y*
0.10%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IBTL.L
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)		-1.02%-2.80%-5.50%-3.62%-22.17%-3.32%13.07%12.05%3.06%0.16%
SUPR.L
Supermarket Income REIT PLC		4.93%29.84%-15.13%-8.83%-11.61%20.67%2.61%21.25%0.35%0.50%

Correlation

The correlation between IBTL.L and SUPR.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.17

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

0.25

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

0.11

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2017

0.07

The correlation between IBTL.L and SUPR.L shifts across timeframes, from 0.07 (all time) to 0.25 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares USD Treasury Bond 20+yr UCITS ETF (Dist)

Supermarket Income REIT PLC

Often compared with IBTL.L:
IBTL.L vs. IB01.LIBTL.L vs. VGTY.DEIBTL.L vs. IDTL.LIBTL.L vs. TLTIBTL.L vs. TMFIBTL.L vs. DTLA.LIBTL.L vs. JPM
Often compared with SUPR.L:
SUPR.L vs. DIASUPR.L vs. ICSHSUPR.L vs. VOOSUPR.L vs. OSUPR.L vs. IUKD.LSUPR.L vs. LMP.LSUPR.L vs. TSLY

Return for Risk

IBTL.L vs. SUPR.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
SUPR.L
SUPR.L Risk / Return Rank: 5454
Overall Rank
SUPR.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SUPR.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
SUPR.L Omega Ratio Rank: 4949
Omega Ratio Rank
SUPR.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
SUPR.L Martin Ratio Rank: 5757
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. SUPR.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 Supermarket Income REIT PLC (SUPR.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.

IBTL.LSUPR.LDifference
Sharpe ratioReturn per unit of total volatility
0.56
0.53

+0.03

Sortino ratioReturn per unit of downside risk
0.89
0.82

+0.07

Omega ratioGain probability vs. loss probability

1.10

1.10

0.00

Calmar ratioReturn relative to maximum drawdown

0.65

0.72

-0.08

Martin ratioReturn relative to average drawdown

1.41

1.55

-0.14

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IBTL.L Sharpe Ratio is 0.56, which is comparable to the SUPR.L Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of IBTL.L and SUPR.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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Sharpe Ratios by Period

IBTL.LSUPR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.53

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

0.00

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.22

-0.25

Drawdowns

IBTL.L vs. SUPR.L - Drawdown Comparison

The maximum IBTL.L drawdown since its inception was -48.85%, which is greater than SUPR.L's maximum drawdown of -43.91%. Use the drawdown chart below to compare losses from any high point for IBTL.L and SUPR.L.

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Drawdown Indicators

IBTL.LSUPR.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.85%

-43.91%

-4.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-11.74%

+3.49%

Max Drawdown (3Y)

Largest decline over 3 years

-17.70%

-19.85%

+2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-39.35%

-43.91%

+4.56%

Max Drawdown (10Y)

Largest decline over 10 years

-48.85%

—

—

Current Drawdown

Current decline from peak

-45.46%

-16.56%

-28.90%

Average Drawdown

Average peak-to-trough decline

-23.74%

-13.69%

-10.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

5.48%

-1.68%

Volatility

IBTL.L vs. SUPR.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IBTL.L) is 2.42%, while Supermarket Income REIT PLC (SUPR.L) has a volatility of 4.01%. This indicates that IBTL.L experiences smaller price fluctuations and is considered to be less risky than SUPR.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.LSUPR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

4.01%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

6.55%

11.26%

-4.71%

Volatility (1Y)

Calculated over the trailing 1-year period

9.53%

15.95%

-6.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

23.08%

-7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

18.52%

-1.98%

Dividends

IBTL.L vs. SUPR.L - Dividend Comparison

IBTL.L's dividend yield for the trailing twelve months is around 4.36%, less than SUPR.L's 7.48% yield.

PositionTTM20252024202320222021202020192018201720162015
IBTL.L
iShares USD Treasury Bond 20+yr UCITS ETF (Dist)		4.36%4.32%4.59%3.78%2.96%1.72%1.86%2.54%2.75%2.66%2.44%2.07%
SUPR.L
Supermarket Income REIT PLC		7.48%7.53%8.92%6.92%5.81%4.82%5.49%5.18%5.76%0.00%0.00%0.00%

Frequently Asked Questions

IBTL.L and SUPR.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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