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

Performance

CBS5.L vs. IGSD.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 Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.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 IGSD.L is traded in GBP. To make them comparable, the IGSD.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 IGSD.L's 1.02% return.


CBS5.L

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

IGSD.L

1D
0.21%
1M
1.09%
YTD
1.02%
6M
0.77%
1Y
5.80%
3Y*
3.32%
5Y*
4.01%
10Y*
3.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between CBS5.L and IGSD.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.93

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

0.92

The correlation between CBS5.L and IGSD.L has been stable across timeframes, ranging from 0.92 to 0.98 - a consistent structural relationship.

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Return for Risk

CBS5.L vs. IGSD.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

IGSD.L
IGSD.L Risk / Return Rank: 2727
Overall Rank
IGSD.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IGSD.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGSD.L Omega Ratio Rank: 2525
Omega Ratio Rank
IGSD.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
IGSD.L Martin Ratio Rank: 2727
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. IGSD.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 Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.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.LIGSD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratioReturn relative to maximum drawdown

1.18

1.35

-0.17

Martin ratioReturn relative to average drawdown

3.05

3.70

-0.65

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

The current CBS5.L Sharpe Ratio is 0.88, which is comparable to the IGSD.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of CBS5.L and IGSD.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.LIGSD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.95

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.50

-0.24

Drawdowns

CBS5.L vs. IGSD.L - Drawdown Comparison

The maximum CBS5.L drawdown since its inception was -14.59%, roughly equal to the maximum IGSD.L drawdown of -14.83%. Use the drawdown chart below to compare losses from any high point for CBS5.L and IGSD.L.


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Drawdown Indicators


CBS5.LIGSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.59%

-14.83%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-4.35%

-4.15%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-8.03%

-8.18%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-14.83%

Max Drawdown (10Y)

Largest decline over 10 years

-14.83%

Current Drawdown

Current decline from peak

-3.08%

-2.28%

-0.80%

Average Drawdown

Average peak-to-trough decline

-6.29%

-5.17%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.52%

+0.17%

Volatility

CBS5.L vs. IGSD.L - Volatility Comparison

UBS ETF (LU) Bloomberg MSCI US Liquid Corporates 1-5 Year Sustainable UCITS ETF (USD) A-acc (CBS5.L) and iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) have volatilities of 1.56% and 1.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBS5.LIGSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

1.60%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.28%

4.32%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

5.91%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.94%

7.82%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.94%

9.13%

-1.19%

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

Both CBS5.L and IGSD.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CBS5.L vs. IGSD.L - Dividend Comparison

CBS5.L has not paid dividends to shareholders, while IGSD.L's dividend yield for the trailing twelve months is around 5.06%.


PositionTTM20252024202320222021202020192018201720162015
CBS5.L
UBS ETF (LU) Bloomberg MSCI US Liquid Corporates 1-5 Year Sustainable UCITS ETF (USD) A-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%
IGSD.L
iShares USD Short Duration Corporate Bond UCITS ETF (Dist)
5.06%5.08%4.67%3.69%2.12%1.71%2.51%3.32%2.94%2.50%2.16%2.11%

Frequently Asked Questions


With a correlation of 0.98, CBS5.L and IGSD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CBS5.L and IGSD.L have the same expense ratio: 0.20% per year.

CBS5.L tracks Bloomberg US Corp Bond TR USD, while IGSD.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: UBS and BlackRock.

Portfolio Optimizer

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