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2B7S.DE vs. CBU0.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

2B7S.DE vs. CBU0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) and iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE). The values are adjusted to include any dividend payments, if applicable.

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2B7S.DE vs. CBU0.DE - Yearly Performance Comparison


2026 (YTD)202520242023
2B7S.DE
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc
-0.07%2.92%2.36%0.59%
CBU0.DE
iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc
-2.48%4.58%-0.25%5.06%

Returns By Period

In the year-to-date period, 2B7S.DE achieves a -0.07% return, which is significantly higher than CBU0.DE's -2.48% return.


2B7S.DE

1D
0.08%
1M
-0.57%
YTD
-0.07%
6M
0.43%
1Y
1.56%
3Y*
2.13%
5Y*
10Y*

CBU0.DE

1D
0.27%
1M
-3.60%
YTD
-2.48%
6M
-0.43%
1Y
2.33%
3Y*
2.38%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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2B7S.DE vs. CBU0.DE - Expense Ratio Comparison

2B7S.DE has a 0.10% expense ratio, which is lower than CBU0.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

2B7S.DE vs. CBU0.DE — Risk / Return Rank

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

2B7S.DE
2B7S.DE Risk / Return Rank: 5757
Overall Rank
2B7S.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
2B7S.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
2B7S.DE Omega Ratio Rank: 5252
Omega Ratio Rank
2B7S.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
2B7S.DE Martin Ratio Rank: 4949
Martin Ratio Rank

CBU0.DE
CBU0.DE Risk / Return Rank: 2424
Overall Rank
CBU0.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CBU0.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
CBU0.DE Omega Ratio Rank: 2323
Omega Ratio Rank
CBU0.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
CBU0.DE 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.

2B7S.DE vs. CBU0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) and iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE). 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.


2B7S.DECBU0.DEDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.44

+0.63

Sortino ratio

Return per unit of downside risk

1.52

0.61

+0.91

Omega ratio

Gain probability vs. loss probability

1.20

1.09

+0.11

Calmar ratio

Return relative to maximum drawdown

1.71

0.50

+1.20

Martin ratio

Return relative to average drawdown

4.80

2.01

+2.80

2B7S.DE vs. CBU0.DE - Sharpe Ratio Comparison

The current 2B7S.DE Sharpe Ratio is 1.07, which is higher than the CBU0.DE Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of 2B7S.DE and CBU0.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


2B7S.DECBU0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.44

+0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.39

-0.39

Correlation

The correlation between 2B7S.DE and CBU0.DE is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

2B7S.DE vs. CBU0.DE - Dividend Comparison

Neither 2B7S.DE nor CBU0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

2B7S.DE vs. CBU0.DE - Drawdown Comparison

The maximum 2B7S.DE drawdown since its inception was -7.76%, which is greater than CBU0.DE's maximum drawdown of -6.02%. Use the drawdown chart below to compare losses from any high point for 2B7S.DE and CBU0.DE.


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Drawdown Indicators


2B7S.DECBU0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-7.76%

-6.02%

-1.74%

Max Drawdown (1Y)

Largest decline over 1 year

-0.85%

-4.20%

+3.35%

Current Drawdown

Current decline from peak

-0.57%

-3.60%

+3.03%

Average Drawdown

Average peak-to-trough decline

-3.40%

-1.59%

-1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

1.05%

-0.75%

Volatility

2B7S.DE vs. CBU0.DE - Volatility Comparison

The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) is 0.46%, while iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) has a volatility of 2.68%. This indicates that 2B7S.DE experiences smaller price fluctuations and is considered to be less risky than CBU0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2B7S.DECBU0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

2.68%

-2.22%

Volatility (6M)

Calculated over the trailing 6-month period

0.85%

3.45%

-2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

1.45%

5.33%

-3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.97%

5.69%

-3.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.97%

5.69%

-3.72%