PortfoliosLab logoPortfoliosLab logo
IITU.L vs. IBTA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IITU.L vs. IBTA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) and iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IITU.L is traded in GBp, while IBTA.L is traded in USD. To make them comparable, the IBTA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IITU.L achieves a 17.02% return, which is significantly higher than IBTA.L's 2.61% return.


IITU.L

1D
-1.82%
1M
-2.19%
YTD
17.02%
6M
17.25%
1Y
39.79%
3Y*
29.16%
5Y*
22.73%
10Y*
26.33%

IBTA.L

1D
-0.22%
1M
2.24%
YTD
2.61%
6M
3.21%
1Y
6.74%
3Y*
3.03%
5Y*
2.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IITU.L vs. IBTA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
17.02%14.44%40.85%50.70%-20.63%35.67%38.34%44.21%4.28%16.50%
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
2.61%-2.17%5.89%-1.00%7.69%0.30%0.11%-0.32%7.41%-7.63%

Correlation

The correlation between IITU.L and IBTA.L is 0.06, 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

0.06

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

0.09

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

0.02

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2017

0.12

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IITU.L vs. IBTA.L — Risk / Return Rank

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

IITU.L
IITU.L Risk / Return Rank: 5858
Overall Rank
IITU.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 6161
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 4141
Martin Ratio Rank

IBTA.L
IBTA.L Risk / Return Rank: 8484
Overall Rank
IBTA.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IBTA.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
IBTA.L Omega Ratio Rank: 9393
Omega Ratio Rank
IBTA.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
IBTA.L Martin Ratio Rank: 8686
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.

IITU.L vs. IBTA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.

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.


IITU.LIBTA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.32

1.18

+0.14

Calmar ratioReturn relative to maximum drawdown

2.36

1.26

+1.11

Martin ratioReturn relative to average drawdown

5.92

3.46

+2.45

IITU.L vs. IBTA.L - Sharpe Ratio Comparison

The current IITU.L Sharpe Ratio is 1.90, which is higher than the IBTA.L Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of IITU.L and IBTA.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.


Loading charts...

Drawdowns

IITU.L vs. IBTA.L - Drawdown Comparison

The maximum IITU.L drawdown since its inception was -41.09%, which is greater than IBTA.L's maximum drawdown of -18.45%. Use the drawdown chart below to compare losses from any high point for IITU.L and IBTA.L.


Loading charts...

Drawdown Indicators


IITU.LIBTA.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.09%

-18.45%

-22.64%

Max Drawdown (1Y)

Largest decline over 1 year

-16.76%

-5.34%

-11.42%

Max Drawdown (3Y)

Largest decline over 3 years

-28.03%

-9.28%

-18.75%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

-16.66%

-11.37%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

Current Drawdown

Current decline from peak

-7.80%

-6.21%

-1.59%

Average Drawdown

Average peak-to-trough decline

-8.10%

-8.99%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.71%

1.94%

+4.77%

Volatility

IITU.L vs. IBTA.L - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a higher volatility of 8.67% compared to iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (IBTA.L) at 1.59%. This indicates that IITU.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.


Loading charts...

Volatility by Period


IITU.LIBTA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.67%

1.59%

+7.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.74%

5.00%

+10.74%

Volatility (1Y)

Calculated over the trailing 1-year period

20.82%

6.51%

+14.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.28%

8.28%

+18.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.66%

8.54%

+15.12%

IITU.L vs. IBTA.L - Expense Ratio Comparison

IITU.L has a 0.15% expense ratio, which is higher than IBTA.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IITU.L vs. IBTA.L - Dividend Comparison

Neither IITU.L nor IBTA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IITU.L and IBTA.L have a correlation of 0.06, 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 0.15% for IITU.L.

IITU.L is categorized as Technology Equities, while IBTA.L is Government Bonds. IITU.L tracks S&P 500 Capped 35/20 Information Technology Index, while IBTA.L tracks ICE US Treasury 1-3 Year Index. Their fees differ too: 0.15% for IITU.L and 0.07% for IBTA.L.

Portfolio Optimizer

Find the right allocation for IITU.L and IBTA.L

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

Open Portfolio Optimizer