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IBTS.L vs. IB01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTS.L vs. IB01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBTS.L is traded in GBP, while IB01.L is traded in USD. To make them comparable, the IB01.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBTS.L achieves a 0.51% return, which is significantly lower than IB01.L's 1.79% return.


IBTS.L

1D
0.19%
1M
1.36%
YTD
0.51%
6M
0.07%
1Y
4.08%
3Y*
1.62%
5Y*
2.92%
10Y*
2.54%

IB01.L

1D
0.25%
1M
1.39%
YTD
1.79%
6M
1.25%
1Y
4.71%
3Y*
2.14%
5Y*
4.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTS.L vs. IB01.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
0.51%-1.91%5.79%-1.41%7.61%0.64%-0.34%2.11%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
1.79%-3.10%7.09%-0.32%13.10%0.95%-2.08%0.41%

Correlation

The correlation between IBTS.L and IB01.L is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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

0.80

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

0.79

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2019

0.80

The correlation between IBTS.L and IB01.L has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.

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Return for Risk

IBTS.L vs. IB01.L — Risk / Return Rank

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

IBTS.L
IBTS.L Risk / Return Rank: 1919
Overall Rank
IBTS.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IBTS.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
IBTS.L Omega Ratio Rank: 1818
Omega Ratio Rank
IBTS.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
IBTS.L Martin Ratio Rank: 2020
Martin Ratio Rank

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 100100
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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.

IBTS.L vs. IB01.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.


IBTS.LIB01.LDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.12

1.12

-0.01

Calmar ratioReturn relative to maximum drawdown

0.90

0.91

-0.01

Martin ratioReturn relative to average drawdown

2.29

2.48

-0.18

IBTS.L vs. IB01.L - Sharpe Ratio Comparison

The current IBTS.L Sharpe Ratio is 0.67, which is comparable to the IB01.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of IBTS.L and IB01.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


IBTS.LIB01.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.71

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.53

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.26

+0.09

Drawdowns

IBTS.L vs. IB01.L - Drawdown Comparison

The maximum IBTS.L drawdown since its inception was -19.02%, roughly equal to the maximum IB01.L drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for IBTS.L and IB01.L.


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Drawdown Indicators


IBTS.LIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.02%

-19.26%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-5.16%

+0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-8.89%

-9.81%

+0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-16.28%

-15.94%

-0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-19.02%

Current Drawdown

Current decline from peak

-7.64%

-6.11%

-1.53%

Average Drawdown

Average peak-to-trough decline

-7.93%

-9.36%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

1.90%

-0.13%

Volatility

IBTS.L vs. IB01.L - Volatility Comparison

The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) is 1.69%, while iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) has a volatility of 1.82%. This indicates that IBTS.L experiences smaller price fluctuations and is considered to be less risky than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTS.LIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.82%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

4.97%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

6.10%

6.60%

-0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

8.47%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.24%

8.82%

+0.42%

IBTS.L vs. IB01.L - Expense Ratio Comparison

Both IBTS.L and IB01.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

IBTS.L vs. IB01.L - Dividend Comparison

IBTS.L's dividend yield for the trailing twelve months is around 4.00%, while IB01.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (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%
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
4.00%4.22%4.12%3.08%0.75%0.61%1.84%2.39%1.49%1.01%0.67%0.49%

Frequently Asked Questions


IBTS.L and IB01.L have a correlation of 0.78, 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.

IBTS.L and IB01.L have the same expense ratio: 0.07% per year.

IBTS.L tracks ICE U.S. Treasury 1-3 Year Bond Index, while IB01.L tracks ICE U.S. Treasury Short Bond Index.

Portfolio Optimizer

Find the right allocation for IBTS.L and IB01.L

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