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

Performance

IDBT.L vs. IBTU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF (IDBT.L) and iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDBT.L achieves a 0.76% return, which is significantly lower than IBTU.L's 1.76% return.


IDBT.L

1D
0.00%
1M
0.15%
6M
0.76%
YTD
0.76%
1Y
3.38%
3Y*
4.30%
5Y*
1.93%
10Y*
1.76%

IBTU.L

1D
0.00%
1M
0.40%
6M
1.76%
YTD
1.76%
1Y
3.93%
3Y*
4.63%
5Y*
3.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
IDBT.L
iShares $ Treasury Bond 1-3yr UCITS ETF
0.76%5.28%4.03%4.16%-3.71%-0.64%3.13%3.23%
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
1.76%4.33%5.31%4.92%1.05%0.10%0.88%2.02%

Correlation

The correlation between IDBT.L and IBTU.L is -0.01, 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

-0.01

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

0.08

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

0.09

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

0.05

The correlation between IDBT.L and IBTU.L shifts across timeframes, from -0.01 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IDBT.L vs. IBTU.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: 9292
Overall Rank
IDBT.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IDBT.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
IDBT.L Omega Ratio Rank: 9494
Omega Ratio Rank
IDBT.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IDBT.L Martin Ratio Rank: 9191
Martin Ratio Rank

IBTU.L
IBTU.L Risk / Return Rank: 9898
Overall Rank
IBTU.L Sharpe Ratio Rank: 9797
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
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. IBTU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF (IDBT.L) and iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.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.LIBTU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-3.43

Omega ratioGain probability vs. loss probability

1.52

3.84

-2.31

Calmar ratioReturn relative to maximum drawdown

4.37

19.33

-14.97

Martin ratioReturn relative to average drawdown

16.88

94.97

-78.09

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

The current IDBT.L Sharpe Ratio is 2.63, which is comparable to the IBTU.L Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of IDBT.L and IBTU.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. IBTU.L - Drawdown Comparison

The maximum IDBT.L drawdown since its inception was -5.66%, which is greater than IBTU.L's maximum drawdown of -0.72%. Use the drawdown chart below to compare losses from any high point for IDBT.L and IBTU.L.


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Drawdown Indicators


IDBT.LIBTU.LDifference

Max Drawdown

Largest peak-to-trough decline

-5.66%

-0.72%

-4.94%

Max Drawdown (1Y)

Largest decline over 1 year

-0.72%

-0.20%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-0.20%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-5.66%

-0.40%

-5.26%

Max Drawdown (10Y)

Largest decline over 10 years

-5.66%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.56%

-0.06%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.19%

0.04%

+0.15%

Volatility

IDBT.L vs. IBTU.L - Volatility Comparison

iShares $ Treasury Bond 1-3yr UCITS ETF (IDBT.L) has a higher volatility of 0.39% compared to iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) at 0.28%. This indicates that IDBT.L's price experiences larger fluctuations and is considered to be riskier than IBTU.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.LIBTU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.39%

0.28%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

0.92%

0.77%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

1.21%

1.11%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.99%

1.02%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.77%

0.95%

+0.82%

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

Both IDBT.L and IBTU.L 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

IDBT.L vs. IBTU.L - Dividend Comparison

IDBT.L's dividend yield for the trailing twelve months is around 3.99%, less than IBTU.L's 4.05% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
4.05%4.43%6.82%3.99%0.44%0.10%1.28%1.21%0.00%0.00%0.00%0.00%
IDBT.L
iShares $ Treasury Bond 1-3yr UCITS ETF
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 IBTU.L have a correlation of -0.01, 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.

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

IDBT.L tracks iShares $ Treasury Bond 1-3yr UCITS ETF, while IBTU.L tracks ICE U.S. Treasury Short Bond Index.

Portfolio Optimizer

Find the right allocation for IDBT.L and IBTU.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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