RR.L vs. IBTM.L
RR.L (Rolls-Royce Holdings PLC) is a stock, while IBTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)) is Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index. Over the past 10 years, RR.L returned 20.98%/yr vs 1.18%/yr for IBTM.L. At a correlation of -0.19, they often move in opposite directions.
Performance
RR.L vs. IBTM.L - Performance Comparison
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Different Trading Currencies
RR.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, RR.L achieves a 14.24% return, which is significantly higher than IBTM.L's -0.44% return. Over the past 10 years, RR.L has outperformed IBTM.L with an annualized return of 20.98%, while IBTM.L has yielded a comparatively lower 1.18% annualized return.
RR.L
- 1D
- 4.41%
- 1M
- 8.55%
- YTD
- 14.24%
- 6M
- 19.81%
- 1Y
- 48.66%
- 3Y*
- 106.71%
- 5Y*
- 64.05%
- 10Y*
- 20.98%
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%
RR.L vs. IBTM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RR.L Rolls-Royce Holdings PLC | 14.24% | 104.79% | 89.72% | 221.57% | -24.15% | 10.45% | -52.55% | -16.52% | -0.63% | 27.42% |
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 RR.L and IBTM.L is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.13 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2006 | -0.19 |
The correlation between RR.L and IBTM.L shifts across timeframes, from -0.19 (5 years) to -0.06 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
RR.L vs. IBTM.L — Risk / Return Rank
RR.L
IBTM.L
RR.L vs. IBTM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings PLC (RR.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.
| RR.L | IBTM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.14 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 0.89 | +1.65 |
| Martin ratioReturn relative to average drawdown | 7.03 | 2.08 | +4.94 |
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Drawdowns
RR.L vs. IBTM.L - Drawdown Comparison
The maximum RR.L drawdown since its inception was -90.25%, which is greater than IBTM.L's maximum drawdown of -52.39%. Use the drawdown chart below to compare losses from any high point for RR.L and IBTM.L.
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Drawdown Indicators
| RR.L | IBTM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.25% | -52.39% | -37.86% |
Max Drawdown (1Y)Largest decline over 1 year | -19.04% | -5.57% | -13.47% |
Max Drawdown (3Y)Largest decline over 3 years | -21.78% | -7.57% | -14.21% |
Max Drawdown (5Y)Largest decline over 5 years | -55.09% | -16.29% | -38.80% |
Max Drawdown (10Y)Largest decline over 10 years | -89.41% | -26.54% | -62.87% |
Current DrawdownCurrent decline from peak | -3.61% | -21.38% | +17.77% |
Average DrawdownAverage peak-to-trough decline | -28.29% | -20.63% | -7.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.91% | 2.38% | +4.53% |
Volatility
RR.L vs. IBTM.L - Volatility Comparison
Rolls-Royce Holdings PLC (RR.L) has a higher volatility of 11.80% compared to iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) at 1.55%. This indicates that RR.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
| RR.L | IBTM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.80% | 1.55% | +10.25% |
Volatility (6M)Calculated over the trailing 6-month period | 31.08% | 4.49% | +26.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.24% | 6.25% | +29.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.06% | 9.47% | +32.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.60% | 10.58% | +38.02% |
Dividends
RR.L vs. IBTM.L - Dividend Comparison
RR.L's dividend yield for the trailing twelve months is around 0.73%, less than IBTM.L's 4.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RR.L Rolls-Royce Holdings PLC | 0.73% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.71% | 1.41% | 0.54% | 1.75% | 4.06% |
Frequently Asked Questions
RR.L and IBTM.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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