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IBTU.L vs. IITU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTU.L vs. IITU.L - 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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). 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 IITU.L is traded in GBp. To make them comparable, the IITU.L 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 1.39% return, which is significantly lower than IITU.L's 22.95% return.


IBTU.L

1D
0.01%
1M
0.28%
YTD
1.39%
6M
1.77%
1Y
3.95%
3Y*
4.74%
5Y*
3.38%
10Y*

IITU.L

1D
-2.03%
1M
13.27%
YTD
22.95%
6M
22.91%
1Y
51.92%
3Y*
34.31%
5Y*
24.18%
10Y*
26.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTU.L vs. IITU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
1.39%4.36%5.23%4.96%1.09%-0.01%0.96%1.94%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
22.96%23.07%38.50%58.65%-29.11%34.44%42.58%31.45%

Correlation

The correlation between IBTU.L and IITU.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.03

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

0.04

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2019

0.02

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Return for Risk

IBTU.L vs. IITU.L — 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: 9999
Overall Rank
IBTU.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBTU.L Sortino Ratio Rank: 9999
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

IITU.L
IITU.L Risk / Return Rank: 7070
Overall Rank
IITU.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 7676
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 4949
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. IITU.L - 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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.


IBTU.LIITU.LDifference
Sharpe ratioReturn per unit of total volatility

+5.54

Sortino ratioReturn per unit of downside risk

+13.88

Omega ratioGain probability vs. loss probability

3.95

1.41

+2.54

Calmar ratioReturn relative to maximum drawdown

24.79

3.07

+21.71

Martin ratioReturn relative to average drawdown

183.92

9.27

+174.65

IBTU.L vs. IITU.L - Sharpe Ratio Comparison

The current IBTU.L Sharpe Ratio is 8.12, which is higher than the IITU.L Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of IBTU.L and IITU.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


IBTU.LIITU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.12

2.58

+5.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

6.79

1.04

+5.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.20

Sharpe Ratio (All Time)

Calculated using the full available price history

5.05

1.14

+3.92

Drawdowns

IBTU.L vs. IITU.L - Drawdown Comparison

The maximum IBTU.L drawdown since its inception was -0.62%, smaller than the maximum IITU.L drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for IBTU.L and IITU.L.


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Drawdown Indicators


IBTU.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.62%

-34.22%

+33.60%

Max Drawdown (1Y)

Largest decline over 1 year

-0.16%

-16.80%

+16.64%

Max Drawdown (3Y)

Largest decline over 3 years

-0.16%

-26.42%

+26.26%

Max Drawdown (5Y)

Largest decline over 5 years

-0.29%

-34.22%

+33.93%

Max Drawdown (10Y)

Largest decline over 10 years

-34.22%

Current Drawdown

Current decline from peak

0.00%

-3.20%

+3.20%

Average Drawdown

Average peak-to-trough decline

-0.03%

-5.93%

+5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

5.59%

-5.57%

Volatility

IBTU.L vs. IITU.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) is 0.08%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.00%. This indicates that IBTU.L experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTU.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

7.00%

-6.92%

Volatility (6M)

Calculated over the trailing 6-month period

0.31%

15.11%

-14.80%

Volatility (1Y)

Calculated over the trailing 1-year period

0.49%

20.05%

-19.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.50%

23.19%

-22.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.54%

21.85%

-21.31%

IBTU.L vs. IITU.L - Expense Ratio Comparison

IBTU.L has a 0.07% expense ratio, which is lower than IITU.L's 0.15% 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. IITU.L - Dividend Comparison

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


PositionTTM2025202420232022202120202019
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%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBTU.L and IITU.L have a correlation of 0.12, 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 0.15% for IITU.L.

IBTU.L is categorized as Government Bonds, while IITU.L is Technology Equities. IBTU.L tracks ICE U.S. Treasury Short Bond Index, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.07% for IBTU.L and 0.15% for IITU.L.

Portfolio Optimizer

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