PortfoliosLab logoPortfoliosLab logo
IBTM.L vs. IITU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTM.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IBTM.L is traded in GBP, while IITU.L is traded in GBp. To make them comparable, the IITU.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBTM.L achieves a -0.03% return, which is significantly lower than IITU.L's 25.87% return. Over the past 10 years, IBTM.L has underperformed IITU.L with an annualized return of 2.30%, while IITU.L has yielded a comparatively higher 27.67% annualized return.


IBTM.L

1D
0.15%
1M
1.68%
YTD
-0.03%
6M
-0.91%
1Y
6.38%
3Y*
1.26%
5Y*
0.99%
10Y*
2.30%

IITU.L

1D
-0.83%
1M
18.53%
YTD
25.87%
6M
24.64%
1Y
56.89%
3Y*
32.15%
5Y*
26.03%
10Y*
27.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTM.L vs. IITU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
-0.03%2.28%2.56%-1.50%-4.38%-1.34%6.45%6.25%7.34%-5.92%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
25.87%14.44%40.85%50.70%-20.63%35.67%38.34%44.21%4.28%25.57%

Correlation

The correlation between IBTM.L and IITU.L is 0.01, 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

0.01

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

0.02

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

-0.04

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

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.08

The correlation between IBTM.L and IITU.L shifts across timeframes, from -0.04 (5 years) to 0.08 (all time), 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.


Return for Risk

IBTM.L vs. IITU.L — Risk / Return Rank

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

IBTM.L
IBTM.L Risk / Return Rank: 2626
Overall Rank
IBTM.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IBTM.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
IBTM.L Omega Ratio Rank: 2626
Omega Ratio Rank
IBTM.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
IBTM.L Martin Ratio Rank: 2222
Martin Ratio Rank

IITU.L
IITU.L Risk / Return Rank: 7373
Overall Rank
IITU.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 7878
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 5151
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.

IBTM.L vs. IITU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.


IBTM.LIITU.LDifference
Sharpe ratioReturn per unit of total volatility

-1.87

Sortino ratioReturn per unit of downside risk

-2.08

Omega ratioGain probability vs. loss probability

1.18

1.48

-0.30

Calmar ratioReturn relative to maximum drawdown

1.17

3.38

-2.21

Martin ratioReturn relative to average drawdown

2.86

8.71

-5.85

IBTM.L vs. IITU.L - Sharpe Ratio Comparison

The current IBTM.L Sharpe Ratio is 1.03, which is lower than the IITU.L Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of IBTM.L and IITU.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.


Loading charts...

Sharpe Ratios by Period


IBTM.LIITU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

2.91

-1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

1.19

-1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

1.30

-1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

1.24

-0.67

Drawdowns

IBTM.L vs. IITU.L - Drawdown Comparison

The maximum IBTM.L drawdown since its inception was -25.39%, smaller than the maximum IITU.L drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for IBTM.L and IITU.L.


Loading charts...

Drawdown Indicators


IBTM.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.39%

-28.03%

+2.64%

Max Drawdown (1Y)

Largest decline over 1 year

-5.58%

-16.76%

+11.18%

Max Drawdown (3Y)

Largest decline over 3 years

-6.93%

-28.03%

+21.10%

Max Drawdown (5Y)

Largest decline over 5 years

-15.83%

-28.03%

+12.20%

Max Drawdown (10Y)

Largest decline over 10 years

-25.39%

-28.03%

+2.64%

Current Drawdown

Current decline from peak

-17.49%

-0.83%

-16.66%

Average Drawdown

Average peak-to-trough decline

-10.52%

-5.14%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

6.51%

-4.23%

Volatility

IBTM.L vs. IITU.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) is 1.86%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 6.45%. This indicates that IBTM.L experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IBTM.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.86%

6.45%

-4.59%

Volatility (6M)

Calculated over the trailing 6-month period

4.69%

14.27%

-9.58%

Volatility (1Y)

Calculated over the trailing 1-year period

6.35%

19.57%

-13.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.51%

21.93%

-12.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.63%

21.31%

-10.68%

IBTM.L vs. IITU.L - Expense Ratio Comparison

IBTM.L has a 0.07% expense ratio, which is lower than IITU.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

IBTM.L vs. IITU.L - Dividend Comparison

IBTM.L's dividend yield for the trailing twelve months is around 5.82%, while IITU.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
5.82%5.55%5.00%3.93%2.34%1.57%2.13%3.25%3.07%2.64%2.40%3.01%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBTM.L and IITU.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IBTM.L is cheaper with a 0.07% expense ratio, compared with 0.15% for IITU.L.

IBTM.L is categorized as Government Bonds, while IITU.L is Technology Equities. IBTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.07% for IBTM.L and 0.15% for IITU.L.

Portfolio Optimizer

Find the right allocation for IBTM.L and IITU.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer