IBTM.L vs. ISX5.L
IBTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)) and ISX5.L (iShares Core EURO STOXX 50 UCITS ETF) are both exchange-traded funds - IBTM.L is a Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while ISX5.L is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, IBTM.L returned 1.18%/yr vs 13.63%/yr for ISX5.L. At a correlation of -0.12, they often move in opposite directions. IBTM.L charges 0.07%/yr vs 0.00%/yr for ISX5.L.
Performance
IBTM.L vs. ISX5.L - Performance Comparison
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Different Trading Currencies
IBTM.L is traded in GBP, while ISX5.L is traded in USD. To make them comparable, the ISX5.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 -0.44% return, which is significantly lower than ISX5.L's 7.79% return. Over the past 10 years, IBTM.L has underperformed ISX5.L with an annualized return of 1.18%, while ISX5.L has yielded a comparatively higher 13.63% annualized return.
IBTM.L
- 1D
- -0.27%
- 1M
- 1.13%
- YTD
- -0.44%
- 6M
- -0.61%
- 1Y
- 4.98%
- 3Y*
- 0.81%
- 5Y*
- -0.07%
- 10Y*
- 1.18%
ISX5.L
- 1D
- 2.55%
- 1M
- 5.50%
- YTD
- 7.79%
- 6M
- 8.29%
- 1Y
- 19.95%
- 3Y*
- 15.93%
- 5Y*
- 11.77%
- 10Y*
- 13.63%
IBTM.L vs. ISX5.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBTM.L iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | -0.44% | 0.89% | 1.46% | -2.26% | -4.74% | -1.77% | 6.02% | 5.50% | 6.50% | -6.47% |
ISX5.L iShares Core EURO STOXX 50 UCITS ETF | 7.79% | 27.56% | 6.42% | 20.56% | -3.36% | 15.02% | 3.68% | 20.83% | 7.60% | 0.22% |
Correlation
The correlation between IBTM.L and ISX5.L is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Jan 26, 2010 | -0.12 |
The correlation between IBTM.L and ISX5.L shifts across timeframes, from -0.22 (5 years) to -0.08 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IBTM.L vs. ISX5.L — Risk / Return Rank
IBTM.L
ISX5.L
IBTM.L vs. ISX5.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 Core EURO STOXX 50 UCITS ETF (ISX5.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.
| IBTM.L | ISX5.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.74 | -0.85 |
| Martin ratioReturn relative to average drawdown | 2.08 | 5.85 | -3.77 |
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Drawdowns
IBTM.L vs. ISX5.L - Drawdown Comparison
The maximum IBTM.L drawdown since its inception was -52.39%, which is greater than ISX5.L's maximum drawdown of -32.96%. Use the drawdown chart below to compare losses from any high point for IBTM.L and ISX5.L.
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Drawdown Indicators
| IBTM.L | ISX5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.39% | -32.96% | -19.43% |
Max Drawdown (1Y)Largest decline over 1 year | -5.57% | -11.40% | +5.83% |
Max Drawdown (3Y)Largest decline over 3 years | -7.57% | -14.17% | +6.60% |
Max Drawdown (5Y)Largest decline over 5 years | -16.29% | -21.77% | +5.48% |
Max Drawdown (10Y)Largest decline over 10 years | -26.54% | -31.41% | +4.87% |
Current DrawdownCurrent decline from peak | -21.38% | 0.00% | -21.38% |
Average DrawdownAverage peak-to-trough decline | -20.63% | -6.89% | -13.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 3.40% | -1.02% |
Volatility
IBTM.L vs. ISX5.L - Volatility Comparison
The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) is 1.55%, while iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a volatility of 4.92%. This indicates that IBTM.L experiences smaller price fluctuations and is considered to be less risky than ISX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBTM.L | ISX5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 4.92% | -3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 4.49% | 14.15% | -9.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.25% | 16.91% | -10.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.47% | 19.38% | -9.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.58% | 20.45% | -9.87% |
IBTM.L vs. ISX5.L - Expense Ratio Comparison
IBTM.L has a 0.07% expense ratio, which is higher than ISX5.L's 0.00% expense ratio. However, 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. ISX5.L - Dividend Comparison
IBTM.L's dividend yield for the trailing twelve months is around 4.36%, while ISX5.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBTM.L iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 4.36% | 4.19% | 3.94% | 3.16% | 1.96% | 1.14% | 1.69% | 2.53% | 2.34% | 2.02% | 1.79% | 1.97% |
ISX5.L iShares Core EURO STOXX 50 UCITS ETF | 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 ISX5.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISX5.L is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISX5.L is cheaper with a 0.00% expense ratio, compared with 0.07% for IBTM.L.
IBTM.L is categorized as Government Bonds, while ISX5.L is Europe Equities. IBTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index, while ISX5.L tracks MSCI EMU NR EUR. Their fees differ too: 0.07% for IBTM.L and 0.00% for ISX5.L.
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