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

Performance

IBTS.L vs. XDJP.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 Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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 XDJP.L is traded in GBp. To make them comparable, the XDJP.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 XDJP.L's 31.98% return. Over the past 10 years, IBTS.L has underperformed XDJP.L with an annualized return of 2.52%, while XDJP.L has yielded a comparatively higher 13.14% 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%

XDJP.L

1D
-1.35%
1M
10.95%
YTD
31.98%
6M
29.24%
1Y
64.30%
3Y*
20.95%
5Y*
12.61%
10Y*
13.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTS.L vs. XDJP.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%
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D
31.98%21.04%9.67%15.52%-10.26%-3.79%21.77%16.58%-3.53%14.73%

Correlation

The correlation between IBTS.L and XDJP.L is -0.22, 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

-0.22

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

-0.10

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

-0.09

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

0.10

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2013

0.11

The correlation between IBTS.L and XDJP.L shifts across timeframes, from -0.22 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBTS.L vs. XDJP.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

XDJP.L
XDJP.L Risk / Return Rank: 8484
Overall Rank
XDJP.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XDJP.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
XDJP.L Omega Ratio Rank: 8181
Omega Ratio Rank
XDJP.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
XDJP.L Martin Ratio Rank: 7777
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. XDJP.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 Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.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.LXDJP.LDifference
Sharpe ratioReturn per unit of total volatility

-2.12

Sortino ratioReturn per unit of downside risk

-2.84

Omega ratioGain probability vs. loss probability

1.13

1.48

-0.35

Calmar ratioReturn relative to maximum drawdown

0.99

4.77

-3.79

Martin ratioReturn relative to average drawdown

2.51

14.50

-11.99

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

The current IBTS.L Sharpe Ratio is 0.73, which is lower than the XDJP.L Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of IBTS.L and XDJP.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.LXDJP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

2.85

-2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.71

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.78

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.75

-0.40

Drawdowns

IBTS.L vs. XDJP.L - Drawdown Comparison

The maximum IBTS.L drawdown since its inception was -19.02%, smaller than the maximum XDJP.L drawdown of -23.69%. Use the drawdown chart below to compare losses from any high point for IBTS.L and XDJP.L.


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Drawdown Indicators


IBTS.LXDJP.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.02%

-23.69%

+4.67%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-13.40%

+8.89%

Max Drawdown (3Y)

Largest decline over 3 years

-8.89%

-18.82%

+9.93%

Max Drawdown (5Y)

Largest decline over 5 years

-16.28%

-20.61%

+4.33%

Max Drawdown (10Y)

Largest decline over 10 years

-19.02%

-23.69%

+4.67%

Current Drawdown

Current decline from peak

-7.51%

-1.35%

-6.16%

Average Drawdown

Average peak-to-trough decline

-7.93%

-6.79%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

4.42%

-2.64%

Volatility

IBTS.L vs. XDJP.L - Volatility Comparison

The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) is 1.67%, while Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) has a volatility of 6.75%. This indicates that IBTS.L experiences smaller price fluctuations and is considered to be less risky than XDJP.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.LXDJP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

6.75%

-5.08%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

17.68%

-13.19%

Volatility (1Y)

Calculated over the trailing 1-year period

6.09%

22.44%

-16.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

17.72%

-9.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.24%

17.63%

-8.39%

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

IBTS.L has a 0.07% expense ratio, which is lower than XDJP.L's 0.09% 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. XDJP.L - Dividend Comparison

IBTS.L's dividend yield for the trailing twelve months is around 3.99%, more than XDJP.L's 1.04% 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%
XDJP.L
Xtrackers Nikkei 225 UCITS ETF 1D
1.04%1.33%1.41%1.59%2.47%1.20%1.11%1.13%1.24%0.72%0.83%0.16%

Frequently Asked Questions


IBTS.L and XDJP.L have a correlation of -0.22, 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 0.09% for XDJP.L.

IBTS.L is categorized as Government Bonds, while XDJP.L is Japan Equities. IBTS.L tracks ICE U.S. Treasury 1-3 Year Bond Index, while XDJP.L tracks TOPIX TR JPY. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for IBTS.L and 0.09% for XDJP.L.

Portfolio Optimizer

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