PortfoliosLab logoPortfoliosLab logo
UDVD.L vs. IBTU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDVD.L vs. IBTU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) and iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UDVD.L achieves a 6.88% return, which is significantly higher than IBTU.L's 1.38% return.


UDVD.L

1D
0.54%
1M
-0.35%
YTD
6.88%
6M
7.75%
1Y
13.07%
3Y*
9.70%
5Y*
5.64%
10Y*
8.88%

IBTU.L

1D
0.01%
1M
0.28%
YTD
1.38%
6M
1.77%
1Y
4.03%
3Y*
4.72%
5Y*
3.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDVD.L vs. IBTU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UDVD.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
6.88%8.57%7.64%2.06%-0.33%25.04%0.77%10.32%
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
1.38%4.36%5.23%4.96%1.09%-0.01%0.96%1.94%

Correlation

The correlation between UDVD.L and IBTU.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

0.01

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

0.03

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2019

-0.01

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

UDVD.L vs. IBTU.L — Risk / Return Rank

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

UDVD.L
UDVD.L Risk / Return Rank: 3535
Overall Rank
UDVD.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
UDVD.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
UDVD.L Omega Ratio Rank: 3434
Omega Ratio Rank
UDVD.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
UDVD.L Martin Ratio Rank: 3131
Martin Ratio Rank

IBTU.L
IBTU.L Risk / Return Rank: 9999
Overall Rank
IBTU.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBTU.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBTU.L Omega Ratio Rank: 9999
Omega Ratio Rank
IBTU.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBTU.L Martin Ratio Rank: 9999
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.

UDVD.L vs. IBTU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) and iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.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.


UDVD.LIBTU.LDifference
Sharpe ratioReturn per unit of total volatility

-6.88

Sortino ratioReturn per unit of downside risk

-15.50

Omega ratioGain probability vs. loss probability

1.23

3.99

-2.76

Calmar ratioReturn relative to maximum drawdown

1.84

25.11

-23.27

Martin ratioReturn relative to average drawdown

4.71

186.33

-181.62

UDVD.L vs. IBTU.L - Sharpe Ratio Comparison

The current UDVD.L Sharpe Ratio is 1.31, which is lower than the IBTU.L Sharpe Ratio of 8.19. The chart below compares the historical Sharpe Ratios of UDVD.L and IBTU.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.


Loading charts...

Sharpe Ratios by Period


UDVD.LIBTU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

8.19

-6.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

6.79

-6.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

5.05

-4.35

Drawdowns

UDVD.L vs. IBTU.L - Drawdown Comparison

The maximum UDVD.L drawdown since its inception was -36.12%, which is greater than IBTU.L's maximum drawdown of -0.62%. Use the drawdown chart below to compare losses from any high point for UDVD.L and IBTU.L.


Loading charts...

Drawdown Indicators


UDVD.LIBTU.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-0.62%

-35.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.06%

-0.16%

-6.90%

Max Drawdown (3Y)

Largest decline over 3 years

-15.26%

-0.16%

-15.10%

Max Drawdown (5Y)

Largest decline over 5 years

-15.26%

-0.29%

-14.97%

Max Drawdown (10Y)

Largest decline over 10 years

-36.12%

Current Drawdown

Current decline from peak

-3.71%

0.00%

-3.71%

Average Drawdown

Average peak-to-trough decline

-3.44%

-0.03%

-3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

0.02%

+2.75%

Volatility

UDVD.L vs. IBTU.L - Volatility Comparison

SPDR S&P US Dividend Aristocrats UCITS ETF Dis (UDVD.L) has a higher volatility of 2.84% compared to iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) at 0.08%. This indicates that UDVD.L's price experiences larger fluctuations and is considered to be riskier than IBTU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UDVD.LIBTU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

0.08%

+2.76%

Volatility (6M)

Calculated over the trailing 6-month period

7.08%

0.31%

+6.77%

Volatility (1Y)

Calculated over the trailing 1-year period

9.95%

0.49%

+9.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

0.50%

+13.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.70%

0.54%

+15.16%

UDVD.L vs. IBTU.L - Expense Ratio Comparison

UDVD.L has a 0.35% expense ratio, which is higher than IBTU.L's 0.07% expense ratio.


Dividends

UDVD.L vs. IBTU.L - Dividend Comparison

UDVD.L's dividend yield for the trailing twelve months is around 2.05%, less than IBTU.L's 4.07% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTU.L
iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist)
4.07%4.43%6.82%3.99%0.44%0.10%1.28%1.21%0.00%0.00%0.00%0.00%
UDVD.L
SPDR S&P US Dividend Aristocrats UCITS ETF Dis
2.05%2.17%2.03%2.24%2.13%2.15%2.36%2.01%2.27%1.78%1.83%2.06%

Frequently Asked Questions


UDVD.L and IBTU.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.

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

IBTU.L is cheaper with a 0.07% expense ratio, compared with 0.35% for UDVD.L.

UDVD.L is categorized as Large Cap Blend Equities, while IBTU.L is Government Bonds. UDVD.L tracks S&P High Yield Dividend Aristocrats Index, while IBTU.L tracks ICE U.S. Treasury Short Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for UDVD.L and 0.07% for IBTU.L.

Portfolio Optimizer

Find the right allocation for UDVD.L and IBTU.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer