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

Performance

IUIT.L vs. IBTM.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 (IUIT.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

IUIT.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, IUIT.L achieves a 17.28% return, which is significantly higher than IBTM.L's -0.89% return. Over the past 10 years, IUIT.L has outperformed IBTM.L with an annualized return of 26.03%, while IBTM.L has yielded a comparatively lower 0.65% annualized return.


IUIT.L

1D
2.98%
1M
1.46%
YTD
17.28%
6M
18.91%
1Y
42.46%
3Y*
31.45%
5Y*
22.66%
10Y*
26.03%

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)

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


2026 (YTD)202520242023202220212020201920182017
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
17.28%22.93%38.51%59.45%-29.15%34.09%43.14%48.83%-1.41%37.94%
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 IUIT.L and IBTM.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

-0.05

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

-0.07

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

-0.14

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

-0.15

The correlation between IUIT.L and IBTM.L shifts across timeframes, from -0.15 (all time) to -0.01 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IUIT.L
IUIT.L Risk / Return Rank: 6262
Overall Rank
IUIT.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 6464
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 4949
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.

IUIT.L vs. IBTM.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 (IUIT.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.


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

+1.43

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.33

1.10

+0.23

Calmar ratioReturn relative to maximum drawdown

2.48

0.79

+1.69

Martin ratioReturn relative to average drawdown

7.17

2.26

+4.91

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

The current IUIT.L Sharpe Ratio is 2.01, which is higher than the IBTM.L Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of IUIT.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

IUIT.L vs. IBTM.L - Drawdown Comparison

The maximum IUIT.L drawdown since its inception was -33.46%, smaller than the maximum IBTM.L drawdown of -53.26%. Use the drawdown chart below to compare losses from any high point for IUIT.L and IBTM.L.


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Drawdown Indicators


IUIT.LIBTM.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.46%

-53.26%

+19.80%

Max Drawdown (1Y)

Largest decline over 1 year

-17.03%

-4.18%

-12.85%

Max Drawdown (3Y)

Largest decline over 3 years

-26.40%

-7.61%

-18.79%

Max Drawdown (5Y)

Largest decline over 5 years

-33.46%

-21.13%

-12.33%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

-23.64%

-9.82%

Current Drawdown

Current decline from peak

-7.68%

-20.74%

+13.06%

Average Drawdown

Average peak-to-trough decline

-5.90%

-29.38%

+23.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

1.46%

+4.45%

Volatility

IUIT.L vs. IBTM.L - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a higher volatility of 8.88% compared to iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) at 1.97%. This indicates that IUIT.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


IUIT.LIBTM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.88%

1.97%

+6.91%

Volatility (6M)

Calculated over the trailing 6-month period

16.62%

4.20%

+12.42%

Volatility (1Y)

Calculated over the trailing 1-year period

21.07%

5.76%

+15.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.74%

8.51%

+15.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.26%

7.83%

+14.43%

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

IUIT.L has a 0.15% expense ratio, which is higher than IBTM.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

IUIT.L vs. IBTM.L - Dividend Comparison

IUIT.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%
IUIT.L
iShares S&P 500 Information Technology Sector 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


IUIT.L and IBTM.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.

On fees, IBTM.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTM.L is cheaper with a 0.07% expense ratio, compared with 0.15% for IUIT.L.

IUIT.L is categorized as Technology Equities, while IBTM.L is Government Bonds. IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index, while IBTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index. Their fees differ too: 0.15% for IUIT.L and 0.07% for IBTM.L.

Portfolio Optimizer

Find the right allocation for IUIT.L and IBTM.L

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