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iShares Euro Government Bond 1-3yr UCITS ETF (Acc)...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B3VTMJ91
WKNA0X8SK
IssueriShares
Inception DateJun 2, 2009
CategoryEuropean Government Bonds
Index TrackedBloomberg Euro Agg Govt 1-3 Yr TR EUR
DomicileIreland
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

The iShares Euro Government Bond 1-3yr UCITS ETF (Acc) features an expense ratio of 0.15%, falling within the medium range.


0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Compare to other instruments

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iShares Euro Government Bond 1-3yr UCITS ETF (Acc)

Popular comparisons: CE31.L vs. CE01.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in iShares Euro Government Bond 1-3yr UCITS ETF (Acc), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2024FebruaryMarchApril
7.79%
449.92%
CE31.L (iShares Euro Government Bond 1-3yr UCITS ETF (Acc))
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Euro Government Bond 1-3yr UCITS ETF (Acc) had a return of -1.84% year-to-date (YTD) and -0.51% in the last 12 months. Over the past 10 years, iShares Euro Government Bond 1-3yr UCITS ETF (Acc) had an annualized return of 0.35%, while the S&P 500 had an annualized return of 10.50%, indicating that iShares Euro Government Bond 1-3yr UCITS ETF (Acc) did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-1.84%5.90%
1 month0.12%-1.28%
6 months0.56%15.51%
1 year-0.51%21.68%
5 years (annualized)-0.63%11.74%
10 years (annualized)0.35%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.80%-0.19%0.22%
20231.02%1.00%-0.20%1.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CE31.L is 14, indicating that it is in the bottom 14% 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 CE31.L is 1414
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)(CE31.L)
The Sharpe Ratio Rank of CE31.L is 1414Sharpe Ratio Rank
The Sortino Ratio Rank of CE31.L is 1313Sortino Ratio Rank
The Omega Ratio Rank of CE31.L is 1313Omega Ratio Rank
The Calmar Ratio Rank of CE31.L is 1515Calmar Ratio Rank
The Martin Ratio Rank of CE31.L is 1515Martin 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 Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CE31.L
Sharpe ratio
The chart of Sharpe ratio for CE31.L, currently valued at -0.13, compared to the broader market-1.000.001.002.003.004.005.00-0.13
Sortino ratio
The chart of Sortino ratio for CE31.L, currently valued at -0.15, compared to the broader market-2.000.002.004.006.008.00-0.15
Omega ratio
The chart of Omega ratio for CE31.L, currently valued at 0.98, compared to the broader market1.001.502.002.500.98
Calmar ratio
The chart of Calmar ratio for CE31.L, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.00-0.04
Martin ratio
The chart of Martin ratio for CE31.L, currently valued at -0.25, compared to the broader market0.0020.0040.0060.0080.00-0.25
^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-2.000.002.004.006.008.002.74
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 Euro Government Bond 1-3yr UCITS ETF (Acc) Sharpe ratio is -0.13. 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-0.500.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
-0.13
1.73
CE31.L (iShares Euro Government Bond 1-3yr UCITS ETF (Acc))
Benchmark (^GSPC)

Dividends

Dividend History


iShares Euro Government Bond 1-3yr UCITS ETF (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-10.12%
-2.55%
CE31.L (iShares Euro Government Bond 1-3yr UCITS ETF (Acc))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Euro Government Bond 1-3yr UCITS ETF (Acc). 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 Euro Government Bond 1-3yr UCITS ETF (Acc) was 18.33%, occurring on Jul 17, 2015. Recovery took 244 trading sessions.

The current iShares Euro Government Bond 1-3yr UCITS ETF (Acc) drawdown is 10.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.33%Aug 1, 2013496Jul 17, 2015244Jul 5, 2016740
-13.14%Aug 13, 2019665Apr 14, 2022
-8.61%Aug 30, 2017388Mar 14, 2019103Aug 12, 2019491
-7.72%Oct 12, 2016131Apr 19, 201774Aug 3, 2017205
-6.28%Nov 5, 20121Nov 5, 20121Mar 1, 20132

Volatility

Volatility Chart

The current iShares Euro Government Bond 1-3yr UCITS ETF (Acc) volatility is 0.79%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
0.79%
4.15%
CE31.L (iShares Euro Government Bond 1-3yr UCITS ETF (Acc))
Benchmark (^GSPC)