IDAP.L vs. IBTA.L
IDAP.L (iShares Asia Pacific Dividend UCITS) and IBTA.L (iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)) are both exchange-traded funds - IDAP.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pacific NR USD, while IBTA.L is a Government Bonds fund tracking the ICE US Treasury 1-3 Year Index. Both are passively managed. Over the past 5 years, IDAP.L returned 9.72%/yr vs 1.87%/yr for IBTA.L. At a 0.01 correlation, their price movements are largely independent. IDAP.L charges 0.59%/yr vs 0.07%/yr for IBTA.L.
Performance
IDAP.L vs. IBTA.L - Performance Comparison
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Returns By Period
In the year-to-date period, IDAP.L achieves a 12.85% return, which is significantly higher than IBTA.L's 0.46% return.
IDAP.L
- 1D
- -0.38%
- 1M
- -0.35%
- YTD
- 12.85%
- 6M
- 13.89%
- 1Y
- 38.26%
- 3Y*
- 21.67%
- 5Y*
- 9.72%
- 10Y*
- 7.15%
IBTA.L
- 1D
- 0.13%
- 1M
- 0.13%
- YTD
- 0.46%
- 6M
- 0.92%
- 1Y
- 3.43%
- 3Y*
- 4.23%
- 5Y*
- 1.87%
- 10Y*
- —
IDAP.L vs. IBTA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDAP.L iShares Asia Pacific Dividend UCITS | 12.85% | 29.69% | 6.18% | 13.48% | -1.96% | 3.39% | -9.38% | 13.90% | -15.23% | 7.82% |
IBTA.L iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) | 0.46% | 5.30% | 4.11% | 4.15% | -3.75% | -0.64% | 3.14% | 3.58% | 1.44% | -0.05% |
Correlation
The correlation between IDAP.L and IBTA.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2017 | 0.01 |
Over the past year, IDAP.L and IBTA.L have become more correlated (0.31) than their long-term average of 0.01, meaning their price movements have been converging.
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Return for Risk
IDAP.L vs. IBTA.L — Risk / Return Rank
IDAP.L
IBTA.L
IDAP.L vs. IBTA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia Pacific Dividend UCITS (IDAP.L) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.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.
| IDAP.L | IBTA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.59 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.34 | 4.62 | -0.27 |
| Martin ratioReturn relative to average drawdown | 16.72 | 17.47 | -0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDAP.L | IBTA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.95 | 2.80 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.93 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 1.08 | -0.84 |
Drawdowns
IDAP.L vs. IBTA.L - Drawdown Comparison
The maximum IDAP.L drawdown since its inception was -69.37%, which is greater than IBTA.L's maximum drawdown of -5.80%. Use the drawdown chart below to compare losses from any high point for IDAP.L and IBTA.L.
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Drawdown Indicators
| IDAP.L | IBTA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.37% | -5.80% | -63.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -0.74% | -8.03% |
Max Drawdown (3Y)Largest decline over 3 years | -18.62% | -0.89% | -17.73% |
Max Drawdown (5Y)Largest decline over 5 years | -25.37% | -5.70% | -19.67% |
Max Drawdown (10Y)Largest decline over 10 years | -45.71% | — | — |
Current DrawdownCurrent decline from peak | -3.01% | -0.13% | -2.88% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -0.97% | -10.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 0.20% | +2.08% |
Volatility
IDAP.L vs. IBTA.L - Volatility Comparison
iShares Asia Pacific Dividend UCITS (IDAP.L) has a higher volatility of 4.29% compared to iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) at 0.43%. This indicates that IDAP.L's price experiences larger fluctuations and is considered to be riskier than IBTA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDAP.L | IBTA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | 0.43% | +3.86% |
Volatility (6M)Calculated over the trailing 6-month period | 10.41% | 0.86% | +9.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.92% | 1.23% | +11.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 2.00% | +12.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 1.76% | +14.97% |
IDAP.L vs. IBTA.L - Expense Ratio Comparison
IDAP.L has a 0.59% expense ratio, which is higher than IBTA.L's 0.07% expense ratio.
Dividends
IDAP.L vs. IBTA.L - Dividend Comparison
IDAP.L's dividend yield for the trailing twelve months is around 3.65%, while IBTA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBTA.L iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDAP.L iShares Asia Pacific Dividend UCITS | 3.65% | 4.22% | 5.36% | 5.72% | 6.92% | 5.59% | 3.49% | 5.52% | 6.04% | 4.55% | 4.54% | 5.47% |
Frequently Asked Questions
IDAP.L and IBTA.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBTA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBTA.L is cheaper with a 0.07% expense ratio, compared with 0.59% for IDAP.L.
IDAP.L is categorized as Asia Pacific Equities, while IBTA.L is Government Bonds. IDAP.L tracks MSCI AC Asia Pacific NR USD, while IBTA.L tracks ICE US Treasury 1-3 Year Index. Their fees differ too: 0.59% for IDAP.L and 0.07% for IBTA.L.
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