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

Performance

IBTS.L vs. IBTE - 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 iBonds Dec 2024 Term Treasury ETF (IBTE). 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 IBTE is traded in USD. To make them comparable, the IBTE values have been converted to GBP using the latest available exchange rates.

Returns By Period


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%

IBTE

1D
0.27%
1M
0.88%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTS.L vs. IBTE - Yearly Performance Comparison


Correlation

The correlation between IBTS.L and IBTE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 9, 2026

0.60

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Return for Risk

IBTS.L vs. IBTE — 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

IBTE
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. IBTE - 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 iBonds Dec 2024 Term Treasury ETF (IBTE). 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.LIBTEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.90

Martin ratioReturn relative to average drawdown

2.29

IBTS.L vs. IBTE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBTS.LIBTEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

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

0.74

-0.38

Drawdowns

IBTS.L vs. IBTE - Drawdown Comparison

The maximum IBTS.L drawdown since its inception was -19.02%, which is greater than IBTE's maximum drawdown of -3.29%. Use the drawdown chart below to compare losses from any high point for IBTS.L and IBTE.


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Drawdown Indicators


IBTS.LIBTEDifference

Max Drawdown

Largest peak-to-trough decline

-19.02%

-3.29%

-15.73%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-8.89%

Max Drawdown (5Y)

Largest decline over 5 years

-16.28%

Max Drawdown (10Y)

Largest decline over 10 years

-19.02%

Current Drawdown

Current decline from peak

-7.64%

-1.79%

-5.85%

Average Drawdown

Average peak-to-trough decline

-7.93%

-1.34%

-6.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

Volatility

IBTS.L vs. IBTE - Volatility Comparison


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Volatility by Period


IBTS.LIBTEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

6.10%

6.42%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

6.42%

+1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.24%

6.42%

+2.82%

IBTS.L vs. IBTE - Expense Ratio Comparison

Both IBTS.L and IBTE 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. IBTE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
IBTE
iShares iBonds Dec 2024 Term Treasury 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%
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 IBTE have a correlation of 0.60, 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 IBTE have the same expense ratio: 0.07% per year.

IBTS.L tracks ICE U.S. Treasury 1-3 Year Bond Index, while IBTE tracks ICE 2024 Maturity US Treasury Index.

Portfolio Optimizer

Find the right allocation for IBTS.L and IBTE

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