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

Performance

IBTU.L vs. SPYD - 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 State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBTU.L achieves a 1.35% return, which is significantly lower than SPYD's 13.63% return.


IBTU.L

1D
0.00%
1M
0.20%
YTD
1.35%
6M
1.76%
1Y
3.93%
3Y*
4.62%
5Y*
3.38%
10Y*

SPYD

1D
-0.96%
1M
5.26%
YTD
13.63%
6M
12.94%
1Y
19.77%
3Y*
14.01%
5Y*
7.70%
10Y*
8.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTU.L vs. SPYD - 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%
SPYD
State Street SPDR Portfolio S&P 500 High Dividend ETF
13.63%4.65%15.34%3.91%-1.17%32.73%-11.64%8.90%

Correlation

The correlation between IBTU.L and SPYD is -0.13, 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

-0.13

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

-0.03

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

-0.01

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

-0.02

The correlation between IBTU.L and SPYD shifts across timeframes, from -0.13 (1 year) to -0.01 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBTU.L vs. SPYD — 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

SPYD
SPYD Risk / Return Rank: 5656
Overall Rank
SPYD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SPYD Sortino Ratio Rank: 6161
Sortino Ratio Rank
SPYD Omega Ratio Rank: 5151
Omega Ratio Rank
SPYD Calmar Ratio Rank: 6262
Calmar Ratio Rank
SPYD Martin Ratio Rank: 5353
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. SPYD - 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 State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.LSPYDDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+4.55

Omega ratioGain probability vs. loss probability

3.47

1.29

+2.18

Calmar ratioReturn relative to maximum drawdown

19.33

2.82

+16.51

Martin ratioReturn relative to average drawdown

83.95

8.20

+75.75

IBTU.L vs. SPYD - Sharpe Ratio Comparison

The current IBTU.L Sharpe Ratio is 3.41, which is higher than the SPYD Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of IBTU.L and SPYD, 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. SPYD - Drawdown Comparison

The maximum IBTU.L drawdown since its inception was -0.72%, smaller than the maximum SPYD drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for IBTU.L and SPYD.


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Drawdown Indicators


IBTU.LSPYDDifference

Max Drawdown

Largest peak-to-trough decline

-0.72%

-46.42%

+45.70%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-7.05%

+6.85%

Max Drawdown (3Y)

Largest decline over 3 years

-0.20%

-16.13%

+15.93%

Max Drawdown (5Y)

Largest decline over 5 years

-0.40%

-22.25%

+21.85%

Max Drawdown (10Y)

Largest decline over 10 years

-46.42%

Current Drawdown

Current decline from peak

0.00%

-0.96%

+0.96%

Average Drawdown

Average peak-to-trough decline

-0.06%

-6.15%

+6.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

2.42%

-2.37%

Volatility

IBTU.L vs. SPYD - Volatility Comparison

The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) is 0.35%, while State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) has a volatility of 3.16%. This indicates that IBTU.L experiences smaller price fluctuations and is considered to be less risky than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBTU.LSPYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.35%

3.16%

-2.81%

Volatility (6M)

Calculated over the trailing 6-month period

0.82%

7.79%

-6.97%

Volatility (1Y)

Calculated over the trailing 1-year period

1.15%

11.71%

-10.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.01%

16.15%

-15.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.95%

19.79%

-18.84%

IBTU.L vs. SPYD - Expense Ratio Comparison

Both IBTU.L and SPYD have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IBTU.L vs. SPYD - Dividend Comparison

IBTU.L's dividend yield for the trailing twelve months is around 4.07%, which matches SPYD's 4.09% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
SPYD
State Street SPDR Portfolio S&P 500 High Dividend ETF
4.09%4.52%4.31%4.66%5.01%3.68%4.95%4.42%4.75%4.63%4.34%1.13%

Frequently Asked Questions


IBTU.L and SPYD have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IBTU.L and SPYD have the same expense ratio: 0.07% per year.

IBTU.L is categorized as Government Bonds, while SPYD is S&P 500. IBTU.L tracks ICE U.S. Treasury Short Bond Index, while SPYD tracks S&P 500 High Dividend Index. They also come from different issuers: iShares and State Street.

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