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0FLE.L vs. FLO5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

0FLE.L vs. FLO5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (0FLE.L) and iShares USD Floating Rate Bond UCITS ETF (FLO5.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

0FLE.L is traded in EUR, while FLO5.L is traded in GBp. To make them comparable, the FLO5.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0FLE.L achieves a 2.14% return, which is significantly lower than FLO5.L's 5.04% return.


0FLE.L

1D
0.47%
1M
0.94%
6M
2.14%
YTD
2.14%
1Y
3.33%
3Y*
3.92%
5Y*
2.58%
10Y*

FLO5.L

1D
-0.26%
1M
1.67%
6M
3.72%
YTD
5.04%
1Y
6.78%
3Y*
4.96%
5Y*
5.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

0FLE.L vs. FLO5.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
0FLE.L
iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)
2.14%2.69%4.89%4.20%-0.49%-0.51%-1.77%2.79%-1.65%-0.04%
FLO5.L
iShares USD Floating Rate Bond UCITS ETF
5.04%-7.16%13.32%2.89%7.70%8.37%-7.94%7.20%5.95%-0.04%

Correlation

The correlation between 0FLE.L and FLO5.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

-0.03

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2017

-0.02

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Return for Risk

0FLE.L vs. FLO5.L — Risk / Return Rank

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

0FLE.L
0FLE.L Risk / Return Rank: 6969
Overall Rank
0FLE.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
0FLE.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
0FLE.L Omega Ratio Rank: 8383
Omega Ratio Rank
0FLE.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
0FLE.L Martin Ratio Rank: 8383
Martin Ratio Rank

FLO5.L
FLO5.L Risk / Return Rank: 2424
Overall Rank
FLO5.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FLO5.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
FLO5.L Omega Ratio Rank: 2121
Omega Ratio Rank
FLO5.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
FLO5.L Martin Ratio Rank: 2626
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.

0FLE.L vs. FLO5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (0FLE.L) and iShares USD Floating Rate Bond UCITS ETF (FLO5.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.


0FLE.LFLO5.LDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.40

1.19

+0.20

Calmar ratioReturn relative to maximum drawdown

4.72

2.17

+2.55

Martin ratioReturn relative to average drawdown

13.03

5.01

+8.02

0FLE.L vs. FLO5.L - Sharpe Ratio Comparison

The current 0FLE.L Sharpe Ratio is 1.21, which is comparable to the FLO5.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of 0FLE.L and FLO5.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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Drawdowns

0FLE.L vs. FLO5.L - Drawdown Comparison

The maximum 0FLE.L drawdown since its inception was -3.91%, smaller than the maximum FLO5.L drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for 0FLE.L and FLO5.L.


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Drawdown Indicators


0FLE.LFLO5.LDifference

Max Drawdown

Largest peak-to-trough decline

-3.91%

-13.71%

+9.80%

Max Drawdown (1Y)

Largest decline over 1 year

-0.71%

-3.12%

+2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-2.86%

-11.33%

+8.47%

Max Drawdown (5Y)

Largest decline over 5 years

-2.86%

-11.33%

+8.47%

Current Drawdown

Current decline from peak

-0.00%

-4.27%

+4.27%

Average Drawdown

Average peak-to-trough decline

-1.25%

-4.65%

+3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.26%

1.34%

-1.08%

Volatility

0FLE.L vs. FLO5.L - Volatility Comparison

iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (0FLE.L) has a higher volatility of 1.55% compared to iShares USD Floating Rate Bond UCITS ETF (FLO5.L) at 1.47%. This indicates that 0FLE.L's price experiences larger fluctuations and is considered to be riskier than FLO5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


0FLE.LFLO5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

1.47%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.12%

4.51%

-2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

6.24%

-3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.74%

8.15%

-4.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.07%

8.23%

-5.16%

0FLE.L vs. FLO5.L - Expense Ratio Comparison

0FLE.L has a 0.12% expense ratio, which is higher than FLO5.L's 0.10% 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

0FLE.L vs. FLO5.L - Dividend Comparison

0FLE.L's dividend yield for the trailing twelve months is around 4.69%, less than FLO5.L's 4.74% yield.


PositionTTM202520242023202220212020201920182017
0FLE.L
iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)
4.69%5.04%6.01%5.52%1.49%0.58%1.60%2.96%2.07%0.36%
FLO5.L
iShares USD Floating Rate Bond UCITS ETF
4.74%5.11%5.98%5.63%1.47%0.59%1.73%3.00%2.16%0.48%

Frequently Asked Questions


0FLE.L and FLO5.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, FLO5.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLO5.L is cheaper with a 0.10% expense ratio, compared with 0.12% for 0FLE.L.

0FLE.L is categorized as Ultrashort Bond, while FLO5.L is Corporate Bonds. 0FLE.L tracks Bloomberg US Floating Rate Note<5 Years Index, while FLO5.L tracks Bloomberg US Corp Bond TR USD. Their fees differ too: 0.12% for 0FLE.L and 0.10% for FLO5.L.

Portfolio Optimizer

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