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

Performance

TFRN.L vs. IBTM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree USD Floating Rate Treasury Bond UCITS ETF - USD Acc (TFRN.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

TFRN.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, TFRN.L achieves a 1.58% return, which is significantly higher than IBTM.L's -0.33% return.


TFRN.L

1D
0.04%
1M
0.30%
YTD
1.58%
6M
1.88%
1Y
3.85%
3Y*
4.69%
5Y*
3.60%
10Y*

IBTM.L

1D
-0.37%
1M
0.53%
YTD
-0.33%
6M
-0.03%
1Y
5.07%
3Y*
3.82%
5Y*
-0.08%
10Y*
1.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
TFRN.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF - USD Acc
1.58%4.11%5.44%4.93%2.04%-0.15%0.57%1.48%
IBTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
-0.33%9.99%0.85%3.70%-14.60%-2.24%9.71%7.03%

Correlation

The correlation between TFRN.L and IBTM.L is 0.03, 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

0.03

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

-0.03

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2019

-0.01

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Return for Risk

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

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

TFRN.L
TFRN.L Risk / Return Rank: 7979
Overall Rank
TFRN.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TFRN.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
TFRN.L Omega Ratio Rank: 9090
Omega Ratio Rank
TFRN.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
TFRN.L Martin Ratio Rank: 9696
Martin Ratio Rank

IBTM.L
IBTM.L Risk / Return Rank: 2626
Overall Rank
IBTM.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IBTM.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
IBTM.L Omega Ratio Rank: 2626
Omega Ratio Rank
IBTM.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
IBTM.L Martin Ratio Rank: 2323
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree USD Floating Rate Treasury Bond UCITS ETF - USD Acc (TFRN.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.


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

+1.03

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.57

1.17

+0.40

Calmar ratioReturn relative to maximum drawdown

3.97

1.33

+2.63

Martin ratioReturn relative to average drawdown

34.35

4.24

+30.11

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

The current TFRN.L Sharpe Ratio is 2.00, which is higher than the IBTM.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of TFRN.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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Sharpe Ratios by Period


TFRN.LIBTM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

0.97

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.40

-0.01

+2.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.47

0.52

+0.95

Drawdowns

TFRN.L vs. IBTM.L - Drawdown Comparison

The maximum TFRN.L drawdown since its inception was -3.10%, smaller than the maximum IBTM.L drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for TFRN.L and IBTM.L.


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Drawdown Indicators


TFRN.LIBTM.LDifference

Max Drawdown

Largest peak-to-trough decline

-3.10%

-22.58%

+19.48%

Max Drawdown (1Y)

Largest decline over 1 year

-0.97%

-4.18%

+3.21%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-7.61%

+6.64%

Max Drawdown (5Y)

Largest decline over 5 years

-0.97%

-20.39%

+19.42%

Max Drawdown (10Y)

Largest decline over 10 years

-22.58%

Current Drawdown

Current decline from peak

-0.12%

-6.39%

+6.27%

Average Drawdown

Average peak-to-trough decline

-0.09%

-5.60%

+5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

1.32%

-1.21%

Volatility

TFRN.L vs. IBTM.L - Volatility Comparison

The current volatility for WisdomTree USD Floating Rate Treasury Bond UCITS ETF - USD Acc (TFRN.L) is 0.50%, while iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) has a volatility of 2.07%. This indicates that TFRN.L experiences smaller price fluctuations and is considered to be less risky 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


TFRN.LIBTM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

2.07%

-1.57%

Volatility (6M)

Calculated over the trailing 6-month period

0.98%

4.18%

-3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

1.92%

5.76%

-3.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.50%

8.55%

-7.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.89%

7.86%

-5.97%

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

TFRN.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

TFRN.L vs. IBTM.L - Dividend Comparison

TFRN.L has not paid dividends to shareholders, while IBTM.L's dividend yield for the trailing twelve months is around 5.82%.


PositionTTM20252024202320222021202020192018201720162015
IBTM.L
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)
5.82%5.55%5.00%3.93%2.34%1.57%2.13%3.25%3.07%2.64%2.40%3.01%
TFRN.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF - USD Acc
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


TFRN.L and IBTM.L have a correlation of 0.03, 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 TFRN.L.

TFRN.L tracks Bloomberg US Treasury Floating Rate Bond Index, while IBTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.15% for TFRN.L and 0.07% for IBTM.L.

Portfolio Optimizer

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

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