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

Performance

IBTL vs. IBTU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2031 Term Treasury ETF (IBTL) and iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.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 achieves a -0.07% return, which is significantly lower than IBTU.L's 1.35% return.


IBTL

1D
0.15%
1M
0.89%
YTD
-0.07%
6M
-0.06%
1Y
4.05%
3Y*
3.11%
5Y*
10Y*

IBTU.L

1D
0.00%
1M
0.20%
YTD
1.35%
6M
1.56%
1Y
3.93%
3Y*
4.62%
5Y*
3.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTL vs. IBTU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBTL
iShares iBonds Dec 2031 Term Treasury ETF
-0.07%7.85%0.36%3.60%-15.60%-1.22%
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
1.35%4.33%5.31%4.92%1.05%0.01%

Correlation

The correlation between IBTL and IBTU.L is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

0.04

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2021

0.05

The correlation between IBTL and IBTU.L shifts across timeframes, from -0.07 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBTL vs. IBTU.L — Risk / Return Rank

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

IBTL
IBTL Risk / Return Rank: 3131
Overall Rank
IBTL Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IBTL Sortino Ratio Rank: 3434
Sortino Ratio Rank
IBTL Omega Ratio Rank: 3131
Omega Ratio Rank
IBTL Calmar Ratio Rank: 2929
Calmar Ratio Rank
IBTL Martin Ratio Rank: 2828
Martin Ratio Rank

IBTU.L
IBTU.L Risk / Return Rank: 9898
Overall Rank
IBTU.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IBTU.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBTU.L Omega Ratio Rank: 9999
Omega Ratio Rank
IBTU.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBTU.L Martin Ratio Rank: 9999
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 vs. IBTU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2031 Term Treasury ETF (IBTL) and iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.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.


IBTLIBTU.LDifference
Sharpe ratioReturn per unit of total volatility

-2.24

Sortino ratioReturn per unit of downside risk

-5.31

Omega ratioGain probability vs. loss probability

1.21

3.47

-2.27

Calmar ratioReturn relative to maximum drawdown

1.44

19.33

-17.89

Martin ratioReturn relative to average drawdown

3.90

83.95

-80.05

IBTL vs. IBTU.L - Sharpe Ratio Comparison

The current IBTL Sharpe Ratio is 1.17, which is lower than the IBTU.L Sharpe Ratio of 3.41. The chart below compares the historical Sharpe Ratios of IBTL and IBTU.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 vs. IBTU.L - Drawdown Comparison

The maximum IBTL drawdown since its inception was -20.93%, which is greater than IBTU.L's maximum drawdown of -0.72%. Use the drawdown chart below to compare losses from any high point for IBTL and IBTU.L.


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Drawdown Indicators


IBTLIBTU.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.93%

-0.72%

-20.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-0.20%

-2.63%

Max Drawdown (3Y)

Largest decline over 3 years

-7.38%

-0.20%

-7.18%

Max Drawdown (5Y)

Largest decline over 5 years

-0.40%

Current Drawdown

Current decline from peak

-6.88%

0.00%

-6.88%

Average Drawdown

Average peak-to-trough decline

-11.42%

-0.06%

-11.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.05%

+0.99%

Volatility

IBTL vs. IBTU.L - Volatility Comparison

iShares iBonds Dec 2031 Term Treasury ETF (IBTL) has a higher volatility of 0.96% compared to iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) at 0.35%. This indicates that IBTL's price experiences larger fluctuations and is considered to be riskier than IBTU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTLIBTU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

0.35%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

0.82%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

3.49%

1.15%

+2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.43%

1.01%

+6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.43%

0.95%

+6.48%

IBTL vs. IBTU.L - Expense Ratio Comparison

Both IBTL and IBTU.L 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%.


Dividends

IBTL vs. IBTU.L - Dividend Comparison

IBTL's dividend yield for the trailing twelve months is around 3.96%, less than IBTU.L's 4.07% yield.


PositionTTM2025202420232022202120202019
IBTL
iShares iBonds Dec 2031 Term Treasury ETF
3.96%3.93%4.07%3.04%2.36%0.70%0.00%0.00%
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
4.07%4.43%6.82%3.99%0.44%0.10%1.28%1.21%

Frequently Asked Questions


IBTL and IBTU.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBTL and IBTU.L have the same expense ratio: 0.07% per year.

IBTL tracks ICE 2031 Maturity US Treasury Index, while IBTU.L tracks ICE U.S. Treasury Short Bond Index.

Portfolio Optimizer

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