PortfoliosLab logoPortfoliosLab logo
IBTS.L vs. XT01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTS.L vs. XT01.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 US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IBTS.L achieves a 0.51% return, which is significantly lower than XT01.L's 1.50% 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%

XT01.L

1D
0.25%
1M
1.63%
YTD
1.50%
6M
1.00%
1Y
4.55%
3Y*
2.12%
5Y*
4.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTS.L vs. XT01.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBTS.L
iShares $ Treasury Bond 1-3yr UCITS ETF
0.51%-1.91%5.79%-1.41%7.61%0.64%-5.64%
XT01.L
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C
1.50%-2.80%6.91%-0.75%12.89%1.36%-5.72%

Correlation

The correlation between IBTS.L and XT01.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2020

0.97

The correlation between IBTS.L and XT01.L has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IBTS.L vs. XT01.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

XT01.L
XT01.L Risk / Return Rank: 2121
Overall Rank
XT01.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XT01.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
XT01.L Omega Ratio Rank: 1919
Omega Ratio Rank
XT01.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
XT01.L Martin Ratio Rank: 2121
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. XT01.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 US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.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.LXT01.LDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.12

1.12

-0.01

Calmar ratioReturn relative to maximum drawdown

0.90

1.01

-0.11

Martin ratioReturn relative to average drawdown

2.29

2.53

-0.24

IBTS.L vs. XT01.L - Sharpe Ratio Comparison

The current IBTS.L Sharpe Ratio is 0.67, which is comparable to the XT01.L Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of IBTS.L and XT01.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.


Loading charts...

Sharpe Ratios by Period


IBTS.LXT01.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.70

-0.04

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

0.26

+0.10

Drawdowns

IBTS.L vs. XT01.L - Drawdown Comparison

The maximum IBTS.L drawdown since its inception was -19.02%, which is greater than XT01.L's maximum drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for IBTS.L and XT01.L.


Loading charts...

Drawdown Indicators


IBTS.LXT01.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.02%

-15.31%

-3.71%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-4.48%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-8.89%

-9.75%

+0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-16.28%

-15.31%

-0.97%

Max Drawdown (10Y)

Largest decline over 10 years

-19.02%

Current Drawdown

Current decline from peak

-7.64%

-5.71%

-1.93%

Average Drawdown

Average peak-to-trough decline

-7.93%

-7.30%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

1.79%

-0.02%

Volatility

IBTS.L vs. XT01.L - Volatility Comparison

The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF (IBTS.L) is 1.69%, while Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.L) has a volatility of 1.94%. This indicates that IBTS.L experiences smaller price fluctuations and is considered to be less risky than XT01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IBTS.LXT01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.94%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

4.49%

4.68%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

6.10%

6.45%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

8.37%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.24%

8.34%

+0.90%

IBTS.L vs. XT01.L - Expense Ratio Comparison

IBTS.L has a 0.07% expense ratio, which is higher than XT01.L's 0.06% expense ratio. However, 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. XT01.L - Dividend Comparison

IBTS.L's dividend yield for the trailing twelve months is around 4.00%, while XT01.L has not paid dividends to shareholders.


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%
XT01.L
Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, IBTS.L and XT01.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XT01.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XT01.L is cheaper with a 0.06% expense ratio, compared with 0.07% for IBTS.L.

IBTS.L tracks ICE U.S. Treasury 1-3 Year Bond Index, while XT01.L tracks FTSE US Treasury Short Duration Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for IBTS.L and 0.06% for XT01.L.

Portfolio Optimizer

Find the right allocation for IBTS.L and XT01.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer