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

Performance

ISF.L vs. IBTM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core FTSE 100 UCITS ETF (Dist) (ISF.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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Different Trading Currencies

ISF.L is traded in GBp, while IBTM.L is traded in GBP. To make them comparable, the IBTM.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISF.L achieves a 7.07% return, which is significantly higher than IBTM.L's -0.44% return. Over the past 10 years, ISF.L has outperformed IBTM.L with an annualized return of 9.81%, while IBTM.L has yielded a comparatively lower 1.18% annualized return.


ISF.L

1D
1.50%
1M
1.56%
YTD
7.07%
6M
10.11%
1Y
21.22%
3Y*
15.23%
5Y*
11.88%
10Y*
9.81%

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)

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


2026 (YTD)202520242023202220212020201920182017
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
7.07%25.97%9.28%7.81%4.83%17.68%-11.67%17.11%-8.96%13.10%
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 ISF.L and IBTM.L is 0.04, 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

0.04

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

0.03

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

-0.15

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2006

-0.21

The correlation between ISF.L and IBTM.L shifts across timeframes, from -0.21 (all time) to 0.04 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ISF.L vs. IBTM.L — Risk / Return Rank

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

ISF.L
ISF.L Risk / Return Rank: 6363
Overall Rank
ISF.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 7171
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 5252
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.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.


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

+1.14

Sortino ratioReturn per unit of downside risk

+1.50

Omega ratioGain probability vs. loss probability

1.36

1.14

+0.23

Calmar ratioReturn relative to maximum drawdown

2.40

0.89

+1.51

Martin ratioReturn relative to average drawdown

7.89

2.08

+5.81

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

The current ISF.L Sharpe Ratio is 1.93, which is higher than the IBTM.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of ISF.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

ISF.L vs. IBTM.L - Drawdown Comparison

The maximum ISF.L drawdown since its inception was -45.00%, smaller than the maximum IBTM.L drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for ISF.L and IBTM.L.


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Drawdown Indicators


ISF.LIBTM.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-52.39%

+7.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-5.57%

-3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-7.57%

-5.12%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-16.29%

+3.60%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

-26.54%

-7.59%

Current Drawdown

Current decline from peak

-3.05%

-21.38%

+18.33%

Average Drawdown

Average peak-to-trough decline

-6.45%

-20.63%

+14.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.38%

+0.30%

Volatility

ISF.L vs. IBTM.L - Volatility Comparison

iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) has a higher volatility of 3.51% compared to iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) at 1.55%. This indicates that ISF.L's price experiences larger fluctuations and is considered to be riskier 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


ISF.LIBTM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.51%

1.55%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

4.49%

+5.04%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

6.25%

+4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.59%

9.47%

+3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

10.58%

+4.26%

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

Both ISF.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

ISF.L vs. IBTM.L - Dividend Comparison

ISF.L's dividend yield for the trailing twelve months is around 1.71%, 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%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
1.71%3.01%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%

Frequently Asked Questions


ISF.L and IBTM.L have a correlation of 0.04, 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.

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

ISF.L is categorized as Europe Equities, while IBTM.L is Government Bonds. ISF.L tracks FTSE AllSh TR GBP, while IBTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index.

Portfolio Optimizer

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