BIPS.L vs. CUKX.L
Compare and contrast key facts about Invesco Bond Income Plus Limited (BIPS.L) and iShares FTSE 100 UCITS ETF (CUKX.L).
CUKX.L is a passively managed fund by iShares that tracks the performance of the FTSE 100 Index. It was launched on Jan 26, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIPS.L or CUKX.L.
Key characteristics
| BIPS.L | CUKX.L | |
|---|---|---|
| YTD Return | 7.28% | 7.43% |
| 1Y Return | 13.77% | 11.85% |
| 3Y Return (Ann) | 4.66% | 7.40% |
| 5Y Return (Ann) | 2.37% | 5.42% |
| 10Y Return (Ann) | 1.75% | 5.82% |
| Sharpe Ratio | 1.24 | 1.36 |
| Sortino Ratio | 1.76 | 2.03 |
| Omega Ratio | 1.31 | 1.24 |
| Calmar Ratio | 2.65 | 2.76 |
| Martin Ratio | 17.76 | 8.00 |
| Ulcer Index | 0.75% | 1.66% |
| Daily Std Dev | 10.62% | 9.87% |
| Max Drawdown | -95.01% | -34.50% |
| Current Drawdown | -0.29% | -3.80% |
Correlation
The correlation between BIPS.L and CUKX.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BIPS.L vs. CUKX.L - Performance Comparison
The year-to-date returns for both investments are quite close, with BIPS.L having a 7.28% return and CUKX.L slightly higher at 7.43%. Over the past 10 years, BIPS.L has underperformed CUKX.L with an annualized return of 1.75%, while CUKX.L has yielded a comparatively higher 5.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BIPS.L vs. CUKX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Bond Income Plus Limited (BIPS.L) and iShares FTSE 100 UCITS ETF (CUKX.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.
Dividends
BIPS.L vs. CUKX.L - Dividend Comparison
BIPS.L's dividend yield for the trailing twelve months is around 6.72%, while CUKX.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIPS.L Invesco Bond Income Plus Limited | 6.72% | 6.74% | 6.70% | 2.96% | 0.05% | 1.32% | 0.06% | 0.05% | 0.05% | 0.06% | 0.05% | 5.43% |
CUKX.L iShares FTSE 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BIPS.L vs. CUKX.L - Drawdown Comparison
The maximum BIPS.L drawdown since its inception was -95.01%, which is greater than CUKX.L's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for BIPS.L and CUKX.L. For additional features, visit the drawdowns tool.
Volatility
BIPS.L vs. CUKX.L - Volatility Comparison
Invesco Bond Income Plus Limited (BIPS.L) has a higher volatility of 6.45% compared to iShares FTSE 100 UCITS ETF (CUKX.L) at 3.68%. This indicates that BIPS.L's price experiences larger fluctuations and is considered to be riskier than CUKX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.