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

Performance

IBTS.L vs. IBTU.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 USD (Dist) (IBTU.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 IBTU.L is traded in USD. To make them comparable, the IBTU.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 0.65% return, which is significantly lower than IBTU.L's 1.80% return.


IBTS.L

1D
0.14%
1M
1.13%
YTD
0.65%
6M
0.29%
1Y
4.47%
3Y*
1.53%
5Y*
2.95%
10Y*
2.52%

IBTU.L

1D
0.01%
1M
1.22%
YTD
1.80%
6M
1.08%
1Y
4.99%
3Y*
2.11%
5Y*
4.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
0.65%-1.91%5.79%-1.41%7.61%0.64%-0.34%2.11%
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
1.80%-3.07%7.07%-0.29%13.11%0.93%-2.00%0.34%

Correlation

The correlation between IBTS.L and IBTU.L is 0.79, 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

0.79

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 IBTU.L has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.

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Return for Risk

IBTS.L vs. IBTU.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: 2222
Overall Rank
IBTS.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IBTS.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
IBTS.L Omega Ratio Rank: 2020
Omega Ratio Rank
IBTS.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IBTS.L Martin Ratio Rank: 2121
Martin Ratio Rank

IBTU.L
IBTU.L Risk / Return Rank: 9999
Overall Rank
IBTU.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBTU.L Sortino Ratio Rank: 9999
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.

IBTS.L vs. IBTU.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 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.


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

-0.03

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.13

1.13

-0.01

Calmar ratioReturn relative to maximum drawdown

0.99

0.97

+0.02

Martin ratioReturn relative to average drawdown

2.51

2.64

-0.13

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

The current IBTS.L Sharpe Ratio is 0.73, which is comparable to the IBTU.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of IBTS.L 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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Sharpe Ratios by Period


IBTS.LIBTU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.76

-0.03

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

0.27

+0.09

Drawdowns

IBTS.L vs. IBTU.L - Drawdown Comparison

The maximum IBTS.L drawdown since its inception was -19.02%, roughly equal to the maximum IBTU.L drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for IBTS.L and IBTU.L.


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Drawdown Indicators


IBTS.LIBTU.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.02%

-19.01%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-5.12%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-8.89%

-9.80%

+0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-16.28%

-15.91%

-0.37%

Max Drawdown (10Y)

Largest decline over 10 years

-19.02%

Current Drawdown

Current decline from peak

-7.51%

-6.04%

-1.47%

Average Drawdown

Average peak-to-trough decline

-7.93%

-9.25%

+1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.89%

-0.11%

Volatility

IBTS.L vs. IBTU.L - Volatility Comparison

iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) and iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) have volatilities of 1.67% and 1.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTS.LIBTU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

1.75%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

4.96%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

6.09%

6.55%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

8.45%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.24%

8.76%

+0.48%

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

Both IBTS.L 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

IBTS.L vs. IBTU.L - Dividend Comparison

IBTS.L's dividend yield for the trailing twelve months is around 3.99%, less than IBTU.L's 4.07% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
3.99%4.22%4.12%3.08%0.75%0.61%1.84%2.39%1.49%1.01%0.67%0.49%
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%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBTS.L and IBTU.L have a correlation of 0.79, 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 IBTU.L have the same expense ratio: 0.07% per year.

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

Portfolio Optimizer

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

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