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ISX5.L vs. IBTM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISX5.L vs. IBTM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core EURO STOXX 50 UCITS ETF (ISX5.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

ISX5.L is traded in USD, while IBTM.L is traded in GBP. To make them comparable, the IBTM.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISX5.L achieves a 7.24% return, which is significantly higher than IBTM.L's -0.89% return. Over the past 10 years, ISX5.L has outperformed IBTM.L with an annualized return of 13.05%, while IBTM.L has yielded a comparatively lower 0.65% annualized return.


ISX5.L

1D
2.46%
1M
4.58%
YTD
7.24%
6M
8.56%
1Y
18.08%
3Y*
18.31%
5Y*
10.63%
10Y*
13.05%

IBTM.L

1D
-0.43%
1M
0.17%
YTD
-0.89%
6M
-0.39%
1Y
3.30%
3Y*
2.85%
5Y*
-1.11%
10Y*
0.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISX5.L vs. IBTM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISX5.L
iShares Core EURO STOXX 50 UCITS ETF
7.24%37.35%4.59%26.91%-13.63%13.94%6.81%25.61%1.58%9.70%
IBTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
-0.89%8.50%-0.23%2.90%-14.92%-2.66%9.27%9.73%0.47%2.43%

Correlation

The correlation between ISX5.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

0.05

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

-0.02

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2010

-0.26

The correlation between ISX5.L and IBTM.L shifts across timeframes, from -0.26 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ISX5.L vs. IBTM.L — Risk / Return Rank

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

ISX5.L
ISX5.L Risk / Return Rank: 3232
Overall Rank
ISX5.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ISX5.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
ISX5.L Omega Ratio Rank: 3131
Omega Ratio Rank
ISX5.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
ISX5.L Martin Ratio Rank: 3535
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.

ISX5.L vs. IBTM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF (ISX5.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.


ISX5.LIBTM.LDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.19

1.10

+0.09

Calmar ratioReturn relative to maximum drawdown

1.39

0.79

+0.61

Martin ratioReturn relative to average drawdown

4.69

2.26

+2.43

ISX5.L vs. IBTM.L - Sharpe Ratio Comparison

The current ISX5.L Sharpe Ratio is 0.98, which is higher than the IBTM.L Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of ISX5.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

ISX5.L vs. IBTM.L - Drawdown Comparison

The maximum ISX5.L drawdown since its inception was -38.62%, smaller than the maximum IBTM.L drawdown of -53.26%. Use the drawdown chart below to compare losses from any high point for ISX5.L and IBTM.L.


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Drawdown Indicators


ISX5.LIBTM.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.62%

-53.26%

+14.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-4.18%

-8.74%

Max Drawdown (3Y)

Largest decline over 3 years

-15.36%

-7.61%

-7.75%

Max Drawdown (5Y)

Largest decline over 5 years

-34.86%

-21.13%

-13.73%

Max Drawdown (10Y)

Largest decline over 10 years

-38.62%

-23.64%

-14.98%

Current Drawdown

Current decline from peak

-0.19%

-20.74%

+20.55%

Average Drawdown

Average peak-to-trough decline

-8.34%

-29.38%

+21.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

1.46%

+2.39%

Volatility

ISX5.L vs. IBTM.L - Volatility Comparison

iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) has a higher volatility of 5.29% compared to iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) at 1.97%. This indicates that ISX5.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


ISX5.LIBTM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

1.97%

+3.32%

Volatility (6M)

Calculated over the trailing 6-month period

15.25%

4.20%

+11.05%

Volatility (1Y)

Calculated over the trailing 1-year period

18.30%

5.76%

+12.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.91%

8.51%

+13.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.97%

7.83%

+14.14%

ISX5.L vs. IBTM.L - Expense Ratio Comparison

ISX5.L has a 0.00% expense ratio, which is lower than IBTM.L's 0.07% 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

ISX5.L vs. IBTM.L - Dividend Comparison

ISX5.L has not paid dividends to shareholders, while IBTM.L's dividend yield for the trailing twelve months is around 4.36%.


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%
ISX5.L
iShares Core EURO STOXX 50 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ISX5.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.

On fees, ISX5.L is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISX5.L is cheaper with a 0.00% expense ratio, compared with 0.07% for IBTM.L.

ISX5.L is categorized as Europe Equities, while IBTM.L is Government Bonds. ISX5.L tracks MSCI EMU NR EUR, while IBTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index. Their fees differ too: 0.00% for ISX5.L and 0.07% for IBTM.L.

Portfolio Optimizer

Find the right allocation for ISX5.L and IBTM.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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