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IDBT.L vs. IBTE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDBT.L vs. IBTE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IDBT.L) and iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc) (IBTE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IDBT.L achieves a 0.80% return, which is significantly higher than IBTE.L's -2.81% return.


IDBT.L

1D
0.02%
1M
0.18%
6M
0.91%
YTD
0.80%
1Y
3.28%
3Y*
4.28%
5Y*
1.93%
10Y*
1.76%

IBTE.L

1D
-0.04%
1M
-0.55%
6M
-1.38%
YTD
-2.81%
1Y
-0.20%
3Y*
2.97%
5Y*
-0.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDBT.L vs. IBTE.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IDBT.L
iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)
0.80%5.28%4.03%4.16%-3.71%-0.64%3.13%3.67%1.53%
IBTE.L
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc)
-2.81%16.88%-3.85%5.09%-11.41%-8.18%10.86%-1.46%-7.74%

Correlation

The correlation between IDBT.L and IBTE.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.42

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

0.40

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2018

0.31

The correlation between IDBT.L and IBTE.L shifts across timeframes, from 0.31 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IDBT.L vs. IBTE.L — Risk / Return Rank

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

IDBT.L
IDBT.L Risk / Return Rank: 9494
Overall Rank
IDBT.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IDBT.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IDBT.L Omega Ratio Rank: 9494
Omega Ratio Rank
IDBT.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
IDBT.L Martin Ratio Rank: 9393
Martin Ratio Rank

IBTE.L
IBTE.L Risk / Return Rank: 2929
Overall Rank
IBTE.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IBTE.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
IBTE.L Omega Ratio Rank: 3434
Omega Ratio Rank
IBTE.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
IBTE.L Martin Ratio Rank: 2929
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.

IDBT.L vs. IBTE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IDBT.L) and iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc) (IBTE.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.

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.


IDBT.LIBTE.LDifference
Sharpe ratioReturn per unit of total volatility

+2.76

Sortino ratioReturn per unit of downside risk

+4.39

Omega ratioGain probability vs. loss probability

1.55

1.00

+0.55

Calmar ratioReturn relative to maximum drawdown

4.53

-0.03

+4.57

Martin ratioReturn relative to average drawdown

17.53

-0.07

+17.60

IDBT.L vs. IBTE.L - Sharpe Ratio Comparison

The current IDBT.L Sharpe Ratio is 2.74, which is higher than the IBTE.L Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of IDBT.L and IBTE.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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Drawdowns

IDBT.L vs. IBTE.L - Drawdown Comparison

The maximum IDBT.L drawdown since its inception was -5.66%, smaller than the maximum IBTE.L drawdown of -27.86%. Use the drawdown chart below to compare losses from any high point for IDBT.L and IBTE.L.


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Drawdown Indicators


IDBT.LIBTE.LDifference

Max Drawdown

Largest peak-to-trough decline

-5.66%

-27.86%

+22.20%

Max Drawdown (1Y)

Largest decline over 1 year

-0.72%

-6.04%

+5.32%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-9.10%

+8.13%

Max Drawdown (5Y)

Largest decline over 5 years

-5.66%

-24.93%

+19.27%

Max Drawdown (10Y)

Largest decline over 10 years

-5.66%

Current Drawdown

Current decline from peak

0.00%

-7.36%

+7.36%

Average Drawdown

Average peak-to-trough decline

-0.56%

-10.86%

+10.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.19%

2.80%

-2.61%

Volatility

IDBT.L vs. IBTE.L - Volatility Comparison

The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist) (IDBT.L) is 0.36%, while iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc) (IBTE.L) has a volatility of 1.42%. This indicates that IDBT.L experiences smaller price fluctuations and is considered to be less risky than IBTE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDBT.LIBTE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

1.42%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.92%

5.10%

-4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

1.20%

6.89%

-5.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.99%

8.38%

-6.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.77%

7.75%

-5.98%

IDBT.L vs. IBTE.L - Expense Ratio Comparison

IDBT.L has a 0.07% expense ratio, which is lower than IBTE.L's 0.10% 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

IDBT.L vs. IBTE.L - Dividend Comparison

IDBT.L's dividend yield for the trailing twelve months is around 3.99%, while IBTE.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBTE.L
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (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%
IDBT.L
iShares $ Treasury Bond 1-3yr UCITS ETF USD (Dist)
3.99%4.15%4.25%2.97%0.74%0.63%1.71%2.31%1.57%0.96%0.74%0.51%

Frequently Asked Questions


IDBT.L and IBTE.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IDBT.L is cheaper with a 0.07% expense ratio, compared with 0.10% for IBTE.L.

Both ETFs track ICE U.S. Treasury 1-3 Year Bond Index. Their fees differ too: 0.07% for IDBT.L and 0.10% for IBTE.L.

Portfolio Optimizer

Find the right allocation for IDBT.L and IBTE.L

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

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