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CBU0.DE vs. IS0Y.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBU0.DE vs. IS0Y.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) and iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBU0.DE achieves a -1.09% return, which is significantly lower than IS0Y.DE's 1.40% return.


CBU0.DE

1D
-0.37%
1M
-0.73%
6M
-2.16%
YTD
-1.09%
1Y
1.69%
3Y*
4.05%
5Y*
10Y*

IS0Y.DE

1D
-0.03%
1M
0.10%
6M
1.43%
YTD
1.40%
1Y
3.01%
3Y*
5.12%
5Y*
2.73%
10Y*
1.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBU0.DE vs. IS0Y.DE - Yearly Performance Comparison


Correlation

The correlation between CBU0.DE and IS0Y.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.13

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2023

0.12

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Return for Risk

CBU0.DE vs. IS0Y.DE — Risk / Return Rank

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

CBU0.DE
CBU0.DE Risk / Return Rank: 1414
Overall Rank
CBU0.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CBU0.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
CBU0.DE Omega Ratio Rank: 1313
Omega Ratio Rank
CBU0.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
CBU0.DE Martin Ratio Rank: 1515
Martin Ratio Rank

IS0Y.DE
IS0Y.DE Risk / Return Rank: 5858
Overall Rank
IS0Y.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IS0Y.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IS0Y.DE Omega Ratio Rank: 4545
Omega Ratio Rank
IS0Y.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
IS0Y.DE Martin Ratio Rank: 7575
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.

CBU0.DE vs. IS0Y.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) and iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.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.

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.


CBU0.DEIS0Y.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.06

1.25

-0.18

Calmar ratioReturn relative to maximum drawdown

0.39

2.95

-2.56

Martin ratioReturn relative to average drawdown

1.03

11.20

-10.17

CBU0.DE vs. IS0Y.DE - Sharpe Ratio Comparison

The current CBU0.DE Sharpe Ratio is 0.31, which is lower than the IS0Y.DE Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of CBU0.DE and IS0Y.DE, 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

CBU0.DE vs. IS0Y.DE - Drawdown Comparison

The maximum CBU0.DE drawdown since its inception was -6.16%, smaller than the maximum IS0Y.DE drawdown of -13.95%. Use the drawdown chart below to compare losses from any high point for CBU0.DE and IS0Y.DE.


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Drawdown Indicators


CBU0.DEIS0Y.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.16%

-13.95%

+7.79%

Max Drawdown (1Y)

Largest decline over 1 year

-4.32%

-1.02%

-3.30%

Max Drawdown (3Y)

Largest decline over 3 years

-4.32%

-2.07%

-2.25%

Max Drawdown (5Y)

Largest decline over 5 years

-7.01%

Max Drawdown (10Y)

Largest decline over 10 years

-13.95%

Current Drawdown

Current decline from peak

-2.34%

-0.13%

-2.21%

Average Drawdown

Average peak-to-trough decline

-1.67%

-1.32%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

0.27%

+1.36%

Volatility

CBU0.DE vs. IS0Y.DE - Volatility Comparison

iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) has a higher volatility of 1.52% compared to iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) at 0.54%. This indicates that CBU0.DE's price experiences larger fluctuations and is considered to be riskier than IS0Y.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBU0.DEIS0Y.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

0.54%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

4.71%

1.73%

+2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

5.36%

2.20%

+3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.90%

2.85%

+3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.90%

3.69%

+2.21%

CBU0.DE vs. IS0Y.DE - Expense Ratio Comparison

Both CBU0.DE and IS0Y.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CBU0.DE vs. IS0Y.DE - Dividend Comparison

CBU0.DE has not paid dividends to shareholders, while IS0Y.DE's dividend yield for the trailing twelve months is around 2.58%.


PositionTTM20252024202320222021202020192018201720162015
CBU0.DE
iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) 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%
IS0Y.DE
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
2.58%2.91%3.70%2.52%0.43%0.70%0.82%0.92%0.58%0.71%1.35%1.47%

Frequently Asked Questions


CBU0.DE and IS0Y.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CBU0.DE and IS0Y.DE have the same expense ratio: 0.25% per year.

CBU0.DE tracks iBoxx® GBP Liquid Corporates Large Cap (EUR Hedged), while IS0Y.DE tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index.

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