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IBTS.L vs. TI5G.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTS.L vs. TI5G.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 $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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 0.51% return, which is significantly lower than TI5G.L's 2.03% 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%

TI5G.L

1D
-0.05%
1M
-0.13%
YTD
2.03%
6M
2.04%
1Y
4.34%
3Y*
4.91%
5Y*
2.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTS.L vs. TI5G.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
0.51%-1.91%5.79%-1.41%7.61%0.64%-0.34%0.37%10.02%
TI5G.L
iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)
2.03%5.70%4.60%3.62%-3.69%5.28%4.05%3.05%-0.77%

Correlation

The correlation between IBTS.L and TI5G.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

-0.07

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

-0.11

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2018

-0.12

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Return for Risk

IBTS.L vs. TI5G.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

TI5G.L
TI5G.L Risk / Return Rank: 6464
Overall Rank
TI5G.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TI5G.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
TI5G.L Omega Ratio Rank: 4949
Omega Ratio Rank
TI5G.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
TI5G.L Martin Ratio Rank: 8484
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. TI5G.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 $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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.LTI5G.LDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

1.12

1.31

-0.19

Calmar ratioReturn relative to maximum drawdown

0.90

5.21

-4.31

Martin ratioReturn relative to average drawdown

2.29

17.29

-15.00

IBTS.L vs. TI5G.L - Sharpe Ratio Comparison

The current IBTS.L Sharpe Ratio is 0.67, which is lower than the TI5G.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of IBTS.L and TI5G.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.LTI5G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.66

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.94

-0.57

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

0.88

-0.53

Drawdowns

IBTS.L vs. TI5G.L - Drawdown Comparison

The maximum IBTS.L drawdown since its inception was -19.02%, which is greater than TI5G.L's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for IBTS.L and TI5G.L.


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Drawdown Indicators


IBTS.LTI5G.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.02%

-5.63%

-13.39%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-0.83%

-3.68%

Max Drawdown (3Y)

Largest decline over 3 years

-8.89%

-1.55%

-7.34%

Max Drawdown (5Y)

Largest decline over 5 years

-16.28%

-5.63%

-10.65%

Max Drawdown (10Y)

Largest decline over 10 years

-19.02%

Current Drawdown

Current decline from peak

-7.64%

-0.13%

-7.51%

Average Drawdown

Average peak-to-trough decline

-7.93%

-1.02%

-6.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

0.25%

+1.52%

Volatility

IBTS.L vs. TI5G.L - Volatility Comparison

iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) has a higher volatility of 1.69% compared to iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) at 0.60%. This indicates that IBTS.L's price experiences larger fluctuations and is considered to be riskier than TI5G.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.LTI5G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

0.60%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

1.69%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

6.10%

2.60%

+3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

3.08%

+5.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.24%

3.23%

+6.01%

IBTS.L vs. TI5G.L - Expense Ratio Comparison

IBTS.L has a 0.07% expense ratio, which is lower than TI5G.L's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBTS.L vs. TI5G.L - Dividend Comparison

IBTS.L's dividend yield for the trailing twelve months is around 4.00%, less than TI5G.L's 5.85% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TI5G.L
iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)
5.85%5.98%6.83%5.19%0.32%0.34%3.06%3.28%2.36%0.00%0.00%0.00%

Frequently Asked Questions


IBTS.L and TI5G.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, IBTS.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTS.L is cheaper with a 0.07% expense ratio, compared with 0.12% for TI5G.L.

IBTS.L is categorized as Government Bonds, while TI5G.L is Inflation-Protected Bonds. IBTS.L tracks ICE U.S. Treasury 1-3 Year Bond Index, while TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5. Their fees differ too: 0.07% for IBTS.L and 0.12% for TI5G.L.

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