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iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE000BI0GCN3
WKNA3DUXZ
IssueriShares
Inception DateOct 5, 2022
CategoryEuropean Government Bonds
Index TrackedFTSE Actuaries UK Conventional Gilts All Stocks (EUR Hedged)
DomicileIreland
Distribution PolicyDistributing
Asset ClassBond

Expense Ratio

The iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist has an expense ratio of 0.09% which is considered to be low.


0.50%1.00%1.50%2.00%0.09%

Share Price Chart


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iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
3.30%
15.04%
CBUS.DE (iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist had a return of -4.60% year-to-date (YTD) and -2.72% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-4.60%5.90%
1 month-1.47%-1.28%
6 months3.31%15.51%
1 year-2.72%21.68%
5 years (annualized)N/A11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.31%-1.21%1.54%
2023-1.13%-0.29%2.91%5.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CBUS.DE is 10, indicating that it is in the bottom 10% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of CBUS.DE is 1010
iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist(CBUS.DE)
The Sharpe Ratio Rank of CBUS.DE is 1111Sharpe Ratio Rank
The Sortino Ratio Rank of CBUS.DE is 1010Sortino Ratio Rank
The Omega Ratio Rank of CBUS.DE is 1010Omega Ratio Rank
The Calmar Ratio Rank of CBUS.DE is 99Calmar Ratio Rank
The Martin Ratio Rank of CBUS.DE is 1111Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist (CBUS.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CBUS.DE
Sharpe ratio
The chart of Sharpe ratio for CBUS.DE, currently valued at -0.27, compared to the broader market-1.000.001.002.003.004.005.00-0.27
Sortino ratio
The chart of Sortino ratio for CBUS.DE, currently valued at -0.32, compared to the broader market-2.000.002.004.006.008.0010.00-0.32
Omega ratio
The chart of Omega ratio for CBUS.DE, currently valued at 0.96, compared to the broader market1.001.502.002.500.96
Calmar ratio
The chart of Calmar ratio for CBUS.DE, currently valued at -0.17, compared to the broader market0.002.004.006.008.0010.0012.00-0.17
Martin ratio
The chart of Martin ratio for CBUS.DE, currently valued at -0.51, compared to the broader market0.0020.0040.0060.0080.00-0.51
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist Sharpe ratio is -0.27. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.27
2.34
CBUS.DE (iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist granted a 2.52% dividend yield in the last twelve months. The annual payout for that period amounted to €0.12 per share.


PeriodTTM20232022
Dividend€0.12€0.12€0.01

Dividend yield

2.52%2.40%0.13%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€0.05€0.00€0.00€0.00€0.00€0.00€0.07€0.00
2022€0.01€0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.58%
-2.54%
CBUS.DE (iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist was 12.79%, occurring on Aug 17, 2023. The portfolio has not yet recovered.

The current iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist drawdown is 8.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.79%Nov 24, 2022187Aug 17, 2023
-2.56%Oct 10, 20223Oct 12, 20223Oct 17, 20226
-2.19%Oct 28, 20227Nov 7, 20223Nov 10, 202210
-1.8%Oct 21, 20221Oct 21, 20221Oct 24, 20222
-0.84%Nov 17, 20222Nov 18, 20223Nov 23, 20225

Volatility

Volatility Chart

The current iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist volatility is 2.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%NovemberDecember2024FebruaryMarchApril
2.21%
3.22%
CBUS.DE (iShares Core UK Gilts UCITS ETF (EUR Hedged) Dist)
Benchmark (^GSPC)