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

Performance

IBTL.L vs. UBTS.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 TIPS 1-10 UCITS ETF (USD) A-dis (UBTS.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 UBTS.L's 1.63% 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%

UBTS.L

1D
-0.54%
1M
-0.11%
YTD
1.63%
6M
1.00%
1Y
6.12%
3Y*
2.62%
5Y*
3.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTL.L vs. UBTS.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%
UBTS.L
UBS ETF (LU) Bloomberg TIPS 1-10 UCITS ETF (USD) A-dis
1.63%-0.11%4.94%-1.60%3.40%6.97%4.62%3.52%5.25%-7.29%

Correlation

The correlation between IBTL.L and UBTS.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.51

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

0.53

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2016

0.61

The correlation between IBTL.L and UBTS.L shifts across timeframes, from 0.49 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBTL.L vs. UBTS.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

UBTS.L
UBTS.L Risk / Return Rank: 2727
Overall Rank
UBTS.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UBTS.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
UBTS.L Omega Ratio Rank: 2727
Omega Ratio Rank
UBTS.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
UBTS.L Martin Ratio Rank: 2626
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. UBTS.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 TIPS 1-10 UCITS ETF (USD) A-dis (UBTS.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.LUBTS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.09

1.16

-0.08

Calmar ratioReturn relative to maximum drawdown

0.58

1.18

-0.60

Martin ratioReturn relative to average drawdown

1.23

3.14

-1.91

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

The current IBTL.L Sharpe Ratio is 0.50, which is lower than the UBTS.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of IBTL.L and UBTS.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. UBTS.L - Drawdown Comparison

The maximum IBTL.L drawdown since its inception was -48.85%, which is greater than UBTS.L's maximum drawdown of -30.43%. Use the drawdown chart below to compare losses from any high point for IBTL.L and UBTS.L.


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Drawdown Indicators


IBTL.LUBTS.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.85%

-30.43%

-18.42%

Max Drawdown (1Y)

Largest decline over 1 year

-8.26%

-4.97%

-3.29%

Max Drawdown (3Y)

Largest decline over 3 years

-17.10%

-7.52%

-9.58%

Max Drawdown (5Y)

Largest decline over 5 years

-39.34%

-16.00%

-23.34%

Max Drawdown (10Y)

Largest decline over 10 years

-48.85%

Current Drawdown

Current decline from peak

-45.09%

-5.92%

-39.17%

Average Drawdown

Average peak-to-trough decline

-22.69%

-14.03%

-8.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

1.88%

+2.03%

Volatility

IBTL.L vs. UBTS.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 TIPS 1-10 UCITS ETF (USD) A-dis (UBTS.L) at 1.63%. This indicates that IBTL.L's price experiences larger fluctuations and is considered to be riskier than UBTS.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.LUBTS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

1.63%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

6.40%

4.57%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

9.51%

6.31%

+3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

8.16%

+7.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

10.65%

+5.66%

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

IBTL.L has a 0.07% expense ratio, which is lower than UBTS.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBTL.L vs. UBTS.L - Dividend Comparison

IBTL.L's dividend yield for the trailing twelve months is around 2.27%, less than UBTS.L's 4.02% 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%
UBTS.L
UBS ETF (LU) Bloomberg TIPS 1-10 UCITS ETF (USD) A-dis
4.02%3.26%4.41%4.56%6.66%2.83%0.84%2.30%2.38%1.27%0.00%0.00%

Frequently Asked Questions


IBTL.L and UBTS.L have a correlation of 0.49, 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 0.15% for UBTS.L.

IBTL.L is categorized as Government Bonds, while UBTS.L is Inflation-Protected Bonds. IBTL.L tracks ICE U.S. Treasury 20+ Year Bond Index, while UBTS.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.07% for IBTL.L and 0.15% for UBTS.L.

Portfolio Optimizer

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