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BRWM.L vs. IB01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BRWM.L vs. IB01.L

Last updated Jul 14, 2026
Documentation

BRWM.L (Blackrock World Mining Trust plc) is a stock, while IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) is Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index. Over the past 5 years, BRWM.L returned 12.91%/yr vs 4.04%/yr for IB01.L. At a correlation of -0.18, they often move in opposite directions.

Performance

BRWM.L vs. IB01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Blackrock World Mining Trust plc (BRWM.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BRWM.L is traded in GBp, while IB01.L is traded in USD. To make them comparable, the IB01.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BRWM.L achieves a 10.35% return, which is significantly higher than IB01.L's 2.70% return.

BRWM.L

1D
-1.24%
1M
-9.87%
6M
-5.41%
YTD
10.35%
1Y
61.75%
3Y*
18.05%
5Y*
12.91%
10Y*
17.57%

IB01.L

1D
0.32%
1M
0.63%
6M
2.56%
YTD
2.70%
1Y
4.94%
3Y*
3.95%
5Y*
4.04%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRWM.L vs. IB01.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
BRWM.L
Blackrock World Mining Trust plc		10.35%74.19%-12.62%-10.48%26.00%17.51%46.41%13.28%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)		2.70%-3.10%7.09%-0.32%13.10%0.08%-2.08%0.44%

Correlation

The correlation between BRWM.L and IB01.L is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.29

Correlation (3Y)
Calculated over the trailing 3-year period

-0.19

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

-0.21

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

-0.18

The correlation between BRWM.L and IB01.L shifts across timeframes, from -0.29 (1 year) to -0.18 (all time), reflecting how their relationship changes across market environments.

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Blackrock World Mining Trust plc

iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)

Often compared with BRWM.L:
BRWM.L vs. ANTO.LBRWM.L vs. BSTBRWM.L vs. BLKBRWM.L vs. VOOBRWM.L vs. VUSA.LBRWM.L vs. FSV.LBRWM.L vs. SWDA.L
Often compared with IB01.L:
IB01.L vs. VDST.LIB01.L vs. IBTA.LIB01.L vs. BOXXIB01.L vs. FLOA.LIB01.L vs. ERNA.LIB01.L vs. XEON.DEIB01.L vs. VGSH

Return for Risk

BRWM.L vs. IB01.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BRWM.L
BRWM.L Risk / Return Rank: 8585
Overall Rank
BRWM.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BRWM.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
BRWM.L Omega Ratio Rank: 8282
Omega Ratio Rank
BRWM.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
BRWM.L Martin Ratio Rank: 8888
Martin Ratio Rank
IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 9999
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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.

BRWM.L vs. IB01.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock World Mining Trust plc (BRWM.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.

BRWM.LIB01.LDifference
Sharpe ratioReturn per unit of total volatility
1.65
0.76

+0.89

Sortino ratioReturn per unit of downside risk
2.16
1.12

+1.04

Omega ratioGain probability vs. loss probability

1.27

1.13

+0.14

Calmar ratioReturn relative to maximum drawdown

2.88

0.95

+1.93

Martin ratioReturn relative to average drawdown

8.63

2.61

+6.02

BRWM.L vs. IB01.L - Sharpe Ratio Comparison

The current BRWM.L Sharpe Ratio is 1.65, which is higher than the IB01.L Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of BRWM.L and IB01.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

BRWM.L vs. IB01.L - Drawdown Comparison

The maximum BRWM.L drawdown since its inception was -77.45%, which is greater than IB01.L's maximum drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for BRWM.L and IB01.L.

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Drawdown Indicators

BRWM.LIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-77.45%

-19.26%

-58.19%

Max Drawdown (1Y)

Largest decline over 1 year

-21.31%

-5.16%

-16.15%

Max Drawdown (3Y)

Largest decline over 3 years

-32.66%

-9.81%

-22.85%

Max Drawdown (5Y)

Largest decline over 5 years

-39.58%

-15.94%

-23.64%

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

—

—

Current Drawdown

Current decline from peak

-15.90%

-5.28%

-10.62%

Average Drawdown

Average peak-to-trough decline

-27.94%

-9.40%

-18.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.13%

1.89%

+5.24%

Volatility

BRWM.L vs. IB01.L - Volatility Comparison

Blackrock World Mining Trust plc (BRWM.L) has a higher volatility of 9.94% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 1.68%. This indicates that BRWM.L's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BRWM.LIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.94%

1.68%

+8.26%

Volatility (6M)

Calculated over the trailing 6-month period

31.46%

4.95%

+26.51%

Volatility (1Y)

Calculated over the trailing 1-year period

37.39%

6.52%

+30.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.97%

8.44%

+21.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.31%

8.77%

+19.54%

Dividends

BRWM.L vs. IB01.L - Dividend Comparison

BRWM.L's dividend yield for the trailing twelve months is around 2.74%, while IB01.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
BRWM.L
Blackrock World Mining Trust plc		2.74%2.86%6.96%6.81%6.24%4.04%4.21%5.48%4.58%4.53%5.35%11.60%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

BRWM.L and IB01.L have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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