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

Performance

IBTS.L vs. IGLS.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 UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBTS.L achieves a 0.65% return, which is significantly higher than IGLS.L's 0.26% return. Over the past 10 years, IBTS.L has outperformed IGLS.L with an annualized return of 2.52%, while IGLS.L has yielded a comparatively lower 0.89% annualized 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%

IGLS.L

1D
0.08%
1M
0.69%
YTD
0.26%
6M
0.63%
1Y
3.12%
3Y*
4.24%
5Y*
1.32%
10Y*
0.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
0.65%-1.91%5.79%-1.41%7.61%0.64%-0.34%0.37%7.21%-8.60%
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
0.26%5.26%2.65%4.19%-4.45%-1.68%1.49%1.05%0.13%-0.38%

Correlation

The correlation between IBTS.L and IGLS.L is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.21

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

-0.05

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

-0.02

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

0.10

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2009

0.17

The correlation between IBTS.L and IGLS.L shifts across timeframes, from -0.21 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBTS.L vs. IGLS.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

IGLS.L
IGLS.L Risk / Return Rank: 4242
Overall Rank
IGLS.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IGLS.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
IGLS.L Omega Ratio Rank: 5050
Omega Ratio Rank
IGLS.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
IGLS.L Martin Ratio Rank: 3636
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. IGLS.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 UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.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.LIGLS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.13

1.31

-0.18

Calmar ratioReturn relative to maximum drawdown

0.99

1.59

-0.61

Martin ratioReturn relative to average drawdown

2.51

5.45

-2.94

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

The current IBTS.L Sharpe Ratio is 0.73, which is lower than the IGLS.L Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of IBTS.L and IGLS.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.LIGLS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.56

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.49

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.41

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.69

-0.33

Drawdowns

IBTS.L vs. IGLS.L - Drawdown Comparison

The maximum IBTS.L drawdown since its inception was -19.02%, which is greater than IGLS.L's maximum drawdown of -9.54%. Use the drawdown chart below to compare losses from any high point for IBTS.L and IGLS.L.


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Drawdown Indicators


IBTS.LIGLS.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.02%

-9.54%

-9.48%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-1.95%

-2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-8.89%

-1.95%

-6.94%

Max Drawdown (5Y)

Largest decline over 5 years

-16.28%

-8.85%

-7.43%

Max Drawdown (10Y)

Largest decline over 10 years

-19.02%

-9.54%

-9.48%

Current Drawdown

Current decline from peak

-7.51%

-0.65%

-6.86%

Average Drawdown

Average peak-to-trough decline

-7.93%

-1.10%

-6.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

0.57%

+1.21%

Volatility

IBTS.L vs. IGLS.L - Volatility Comparison

iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) has a higher volatility of 1.67% compared to iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) at 0.77%. This indicates that IBTS.L's price experiences larger fluctuations and is considered to be riskier than IGLS.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.LIGLS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

0.77%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

1.75%

+2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

6.09%

1.99%

+4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

2.67%

+5.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.24%

2.18%

+7.06%

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

Both IBTS.L and IGLS.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. IGLS.L - Dividend Comparison

IBTS.L's dividend yield for the trailing twelve months is around 3.99%, which matches IGLS.L's 3.99% 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%
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
3.99%3.88%3.67%1.62%0.30%0.25%0.53%0.46%0.33%0.53%0.88%0.48%

Frequently Asked Questions


IBTS.L and IGLS.L have a correlation of -0.21, 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 IGLS.L have the same expense ratio: 0.07% per year.

IBTS.L is categorized as Government Bonds, while IGLS.L is European Government Bonds. IBTS.L tracks ICE U.S. Treasury 1-3 Year Bond Index, while IGLS.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP.

Portfolio Optimizer

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