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IBTU.L vs. EUNL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTU.L vs. EUNL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBTU.L is traded in USD, while EUNL.DE is traded in EUR. To make them comparable, the EUNL.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBTU.L achieves a 1.35% return, which is significantly lower than EUNL.DE's 8.25% return.


IBTU.L

1D
0.00%
1M
0.20%
YTD
1.35%
6M
1.76%
1Y
3.93%
3Y*
4.69%
5Y*
3.38%
10Y*

EUNL.DE

1D
1.55%
1M
0.77%
YTD
8.25%
6M
9.53%
1Y
23.25%
3Y*
19.50%
5Y*
11.45%
10Y*
13.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTU.L vs. EUNL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
1.35%4.33%5.31%4.92%1.05%0.10%0.88%2.02%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
8.25%21.82%18.73%23.92%-18.35%22.26%15.78%16.10%

Correlation

The correlation between IBTU.L and EUNL.DE is 0.04, 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

0.04

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

0.04

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

0.04

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

0.02

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Return for Risk

IBTU.L vs. EUNL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBTU.L
IBTU.L Risk / Return Rank: 9898
Overall Rank
IBTU.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IBTU.L Sortino Ratio Rank: 9898
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

EUNL.DE
EUNL.DE Risk / Return Rank: 7878
Overall Rank
EUNL.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 8585
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.

IBTU.L vs. EUNL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IBTU.LEUNL.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+4.27

Omega ratioGain probability vs. loss probability

3.47

1.34

+2.13

Calmar ratioReturn relative to maximum drawdown

19.33

2.74

+16.59

Martin ratioReturn relative to average drawdown

83.95

11.51

+72.44

IBTU.L vs. EUNL.DE - Sharpe Ratio Comparison

The current IBTU.L Sharpe Ratio is 3.41, which is higher than the EUNL.DE Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of IBTU.L and EUNL.DE, 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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Drawdowns

IBTU.L vs. EUNL.DE - Drawdown Comparison

The maximum IBTU.L drawdown since its inception was -0.72%, smaller than the maximum EUNL.DE drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for IBTU.L and EUNL.DE.


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Drawdown Indicators


IBTU.LEUNL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.72%

-34.10%

+33.38%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-8.45%

+8.25%

Max Drawdown (3Y)

Largest decline over 3 years

-0.20%

-17.99%

+17.79%

Max Drawdown (5Y)

Largest decline over 5 years

-0.40%

-25.82%

+25.42%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

Current Drawdown

Current decline from peak

0.00%

-1.67%

+1.67%

Average Drawdown

Average peak-to-trough decline

-0.06%

-4.67%

+4.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

2.01%

-1.96%

Volatility

IBTU.L vs. EUNL.DE - Volatility Comparison

The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) is 0.35%, while iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) has a volatility of 3.52%. This indicates that IBTU.L experiences smaller price fluctuations and is considered to be less risky than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTU.LEUNL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.35%

3.52%

-3.17%

Volatility (6M)

Calculated over the trailing 6-month period

0.82%

9.02%

-8.20%

Volatility (1Y)

Calculated over the trailing 1-year period

1.15%

11.94%

-10.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.01%

15.59%

-14.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.95%

15.94%

-14.99%

IBTU.L vs. EUNL.DE - Expense Ratio Comparison

IBTU.L has a 0.07% expense ratio, which is lower than EUNL.DE's 0.20% 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

IBTU.L vs. EUNL.DE - Dividend Comparison

IBTU.L's dividend yield for the trailing twelve months is around 4.07%, while EUNL.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


IBTU.L and EUNL.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IBTU.L is cheaper with a 0.07% expense ratio, compared with 0.20% for EUNL.DE.

IBTU.L is categorized as Government Bonds, while EUNL.DE is Global Equities. IBTU.L tracks ICE U.S. Treasury Short Bond Index, while EUNL.DE tracks MSCI World Index. Their fees differ too: 0.07% for IBTU.L and 0.20% for EUNL.DE.

Portfolio Optimizer

Find the right allocation for IBTU.L and EUNL.DE

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