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IGLS.L vs. IBTM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLS.L vs. IBTM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) and iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.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, IGLS.L achieves a 0.53% return, which is significantly higher than IBTM.L's -0.44% return. Over the past 10 years, IGLS.L has underperformed IBTM.L with an annualized return of 0.91%, while IBTM.L has yielded a comparatively higher 1.18% annualized return.


IGLS.L

1D
0.21%
1M
0.79%
YTD
0.53%
6M
1.02%
1Y
2.97%
3Y*
4.62%
5Y*
1.36%
10Y*
0.91%

IBTM.L

1D
-0.27%
1M
1.13%
YTD
-0.44%
6M
-0.61%
1Y
4.98%
3Y*
0.81%
5Y*
-0.07%
10Y*
1.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLS.L vs. IBTM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
0.53%5.26%2.65%4.19%-4.44%-1.68%1.48%1.05%0.14%-0.38%
IBTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
-0.44%0.89%1.46%-2.26%-4.74%-1.77%6.02%5.50%6.50%-6.47%

Correlation

The correlation between IGLS.L and IBTM.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.34

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

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2009

0.47

Over the past year, the correlation between IGLS.L and IBTM.L has dropped to 0.11 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

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Return for Risk

IGLS.L vs. IBTM.L — Risk / Return Rank

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

IGLS.L
IGLS.L Risk / Return Rank: 4545
Overall Rank
IGLS.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IGLS.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
IGLS.L Omega Ratio Rank: 5353
Omega Ratio Rank
IGLS.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
IGLS.L Martin Ratio Rank: 3737
Martin Ratio Rank

IBTM.L
IBTM.L Risk / Return Rank: 2323
Overall Rank
IBTM.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IBTM.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
IBTM.L Omega Ratio Rank: 2222
Omega Ratio Rank
IBTM.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IBTM.L Martin Ratio Rank: 2020
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.

IGLS.L vs. IBTM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) and iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.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.


IGLS.LIBTM.LDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.29

1.14

+0.16

Calmar ratioReturn relative to maximum drawdown

1.52

0.89

+0.63

Martin ratioReturn relative to average drawdown

5.12

2.08

+3.04

IGLS.L vs. IBTM.L - Sharpe Ratio Comparison

The current IGLS.L Sharpe Ratio is 1.49, which is higher than the IBTM.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of IGLS.L and IBTM.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

IGLS.L vs. IBTM.L - Drawdown Comparison

The maximum IGLS.L drawdown since its inception was -9.54%, smaller than the maximum IBTM.L drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for IGLS.L and IBTM.L.


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Drawdown Indicators


IGLS.LIBTM.LDifference

Max Drawdown

Largest peak-to-trough decline

-9.54%

-52.39%

+42.85%

Max Drawdown (1Y)

Largest decline over 1 year

-1.95%

-5.57%

+3.62%

Max Drawdown (3Y)

Largest decline over 3 years

-1.95%

-7.57%

+5.62%

Max Drawdown (5Y)

Largest decline over 5 years

-8.85%

-16.29%

+7.44%

Max Drawdown (10Y)

Largest decline over 10 years

-9.54%

-26.54%

+17.00%

Current Drawdown

Current decline from peak

-0.38%

-21.38%

+21.00%

Average Drawdown

Average peak-to-trough decline

-1.19%

-20.63%

+19.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

2.38%

-1.80%

Volatility

IGLS.L vs. IBTM.L - Volatility Comparison

The current volatility for iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) is 0.66%, while iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) has a volatility of 1.55%. This indicates that IGLS.L experiences smaller price fluctuations and is considered to be less risky than IBTM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLS.LIBTM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

1.55%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

4.49%

-2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

1.99%

6.25%

-4.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.67%

9.47%

-6.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.18%

10.58%

-8.40%

IGLS.L vs. IBTM.L - Expense Ratio Comparison

Both IGLS.L and IBTM.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

IGLS.L vs. IBTM.L - Dividend Comparison

IGLS.L's dividend yield for the trailing twelve months is around 3.97%, less than IBTM.L's 4.36% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
4.36%4.19%3.94%3.16%1.96%1.14%1.69%2.53%2.34%2.02%1.79%1.97%
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
3.97%3.88%3.67%1.62%0.30%0.25%0.53%0.46%0.33%0.53%0.88%0.48%

Frequently Asked Questions


IGLS.L and IBTM.L have a correlation of 0.11, 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.

IGLS.L and IBTM.L have the same expense ratio: 0.07% per year.

IGLS.L is categorized as European Government Bonds, while IBTM.L is Government Bonds. IGLS.L tracks FTSE Act UK Cnvt Gilts All Stocks TR GBP, while IBTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index.

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