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CBS5.L vs. FLOA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBS5.L vs. FLOA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg MSCI US Liquid Corporates 1-5 Year Sustainable UCITS ETF (USD) A-acc (CBS5.L) and iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CBS5.L is traded in GBp, while FLOA.L is traded in USD. To make them comparable, the FLOA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CBS5.L achieves a 0.50% return, which is significantly lower than FLOA.L's 2.45% return.


CBS5.L

1D
0.08%
1M
1.07%
YTD
0.50%
6M
0.10%
1Y
5.17%
3Y*
2.47%
5Y*
10Y*

FLOA.L

1D
0.06%
1M
1.38%
YTD
2.45%
6M
1.53%
1Y
6.04%
3Y*
3.08%
5Y*
5.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBS5.L vs. FLOA.L - Yearly Performance Comparison


Correlation

The correlation between CBS5.L and FLOA.L is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2022

0.70

The correlation between CBS5.L and FLOA.L has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.

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Return for Risk

CBS5.L vs. FLOA.L — Risk / Return Rank

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

CBS5.L
CBS5.L Risk / Return Rank: 2525
Overall Rank
CBS5.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CBS5.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CBS5.L Omega Ratio Rank: 2424
Omega Ratio Rank
CBS5.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
CBS5.L Martin Ratio Rank: 2424
Martin Ratio Rank

FLOA.L
FLOA.L Risk / Return Rank: 9797
Overall Rank
FLOA.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FLOA.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLOA.L Omega Ratio Rank: 9898
Omega Ratio Rank
FLOA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLOA.L Martin Ratio Rank: 9898
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.

CBS5.L vs. FLOA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg MSCI US Liquid Corporates 1-5 Year Sustainable UCITS ETF (USD) A-acc (CBS5.L) and iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.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.


CBS5.LFLOA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.16

1.16

0.00

Calmar ratioReturn relative to maximum drawdown

1.18

1.22

-0.04

Martin ratioReturn relative to average drawdown

3.05

3.41

-0.35

CBS5.L vs. FLOA.L - Sharpe Ratio Comparison

The current CBS5.L Sharpe Ratio is 0.88, which is comparable to the FLOA.L Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of CBS5.L and FLOA.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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Sharpe Ratios by Period


CBS5.LFLOA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.89

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.43

-0.16

Drawdowns

CBS5.L vs. FLOA.L - Drawdown Comparison

The maximum CBS5.L drawdown since its inception was -14.59%, roughly equal to the maximum FLOA.L drawdown of -14.84%. Use the drawdown chart below to compare losses from any high point for CBS5.L and FLOA.L.


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Drawdown Indicators


CBS5.LFLOA.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.59%

-14.84%

+0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-4.35%

-4.92%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-8.03%

-9.58%

+1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-14.84%

Current Drawdown

Current decline from peak

-3.08%

-3.15%

+0.07%

Average Drawdown

Average peak-to-trough decline

-6.29%

-6.00%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.77%

-0.08%

Volatility

CBS5.L vs. FLOA.L - Volatility Comparison

The current volatility for UBS ETF (LU) Bloomberg MSCI US Liquid Corporates 1-5 Year Sustainable UCITS ETF (USD) A-acc (CBS5.L) is 1.56%, while iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L) has a volatility of 1.90%. This indicates that CBS5.L experiences smaller price fluctuations and is considered to be less risky than FLOA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBS5.LFLOA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

1.90%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

4.28%

5.15%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

6.76%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.94%

8.65%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.94%

9.29%

-1.35%

CBS5.L vs. FLOA.L - Expense Ratio Comparison

CBS5.L has a 0.20% expense ratio, which is higher than FLOA.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

CBS5.L vs. FLOA.L - Dividend Comparison

Neither CBS5.L nor FLOA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CBS5.L and FLOA.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

FLOA.L is cheaper with a 0.10% expense ratio, compared with 0.20% for CBS5.L.

Both ETFs track Bloomberg US Corp Bond TR USD. They also come from different issuers: UBS and iShares. Their fees differ too: 0.20% for CBS5.L and 0.10% for FLOA.L.

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