CBU7.L vs. CSSPX.MI
CBU7.L (iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc) and CSSPX.MI (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - CBU7.L is a Government Bonds fund tracking the ICE U.S. Treasury 3-7 Year Bond Index, while CSSPX.MI is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, CBU7.L returned 1.39%/yr vs 15.22%/yr for CSSPX.MI. At a correlation of -0.13, they often move in opposite directions. Both charge a 0.07% expense ratio.
Performance
CBU7.L vs. CSSPX.MI - Performance Comparison
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Different Trading Currencies
CBU7.L is traded in USD, while CSSPX.MI is traded in EUR. To make them comparable, the CSSPX.MI values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CBU7.L achieves a -0.52% return, which is significantly lower than CSSPX.MI's 10.07% return. Over the past 10 years, CBU7.L has underperformed CSSPX.MI with an annualized return of 1.39%, while CSSPX.MI has yielded a comparatively higher 15.22% annualized return.
CBU7.L
- 1D
- 0.19%
- 1M
- -0.13%
- YTD
- -0.52%
- 6M
- -0.10%
- 1Y
- 3.16%
- 3Y*
- 3.73%
- 5Y*
- 0.39%
- 10Y*
- 1.39%
CSSPX.MI
- 1D
- -0.00%
- 1M
- 4.51%
- YTD
- 10.07%
- 6M
- 11.13%
- 1Y
- 27.79%
- 3Y*
- 22.11%
- 5Y*
- 13.70%
- 10Y*
- 15.22%
CBU7.L vs. CSSPX.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CBU7.L iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc | -0.52% | 7.34% | 2.16% | 4.26% | -9.35% | -2.35% | 6.98% | 6.06% | 1.21% | 1.26% |
CSSPX.MI iShares Core S&P 500 UCITS ETF USD (Acc) | 10.07% | 17.71% | 26.11% | 25.89% | -19.28% | 29.78% | 18.08% | 31.43% | -5.70% | 21.80% |
Correlation
The correlation between CBU7.L and CSSPX.MI is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2011 | -0.13 |
The correlation between CBU7.L and CSSPX.MI shifts across timeframes, from -0.13 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CBU7.L vs. CSSPX.MI — Risk / Return Rank
CBU7.L
CSSPX.MI
CBU7.L vs. CSSPX.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI). 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.
| CBU7.L | CSSPX.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.43 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 3.25 | -1.99 |
| Martin ratioReturn relative to average drawdown | 4.06 | 13.76 | -9.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CBU7.L | CSSPX.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.42 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.86 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.93 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.90 | -0.33 |
Drawdowns
CBU7.L vs. CSSPX.MI - Drawdown Comparison
The maximum CBU7.L drawdown since its inception was -14.18%, smaller than the maximum CSSPX.MI drawdown of -34.04%. Use the drawdown chart below to compare losses from any high point for CBU7.L and CSSPX.MI.
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Drawdown Indicators
| CBU7.L | CSSPX.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.18% | -34.04% | +19.86% |
Max Drawdown (1Y)Largest decline over 1 year | -2.50% | -8.55% | +6.05% |
Max Drawdown (3Y)Largest decline over 3 years | -3.66% | -19.41% | +15.75% |
Max Drawdown (5Y)Largest decline over 5 years | -13.55% | -24.44% | +10.89% |
Max Drawdown (10Y)Largest decline over 10 years | -14.18% | -34.04% | +19.86% |
Current DrawdownCurrent decline from peak | -1.60% | -0.57% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -3.85% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 2.02% | -1.25% |
Volatility
CBU7.L vs. CSSPX.MI - Volatility Comparison
The current volatility for iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) is 1.13%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) has a volatility of 2.83%. This indicates that CBU7.L experiences smaller price fluctuations and is considered to be less risky than CSSPX.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBU7.L | CSSPX.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 2.83% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 2.15% | 8.11% | -5.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.96% | 11.48% | -8.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.70% | 15.88% | -11.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.10% | 16.32% | -12.22% |
CBU7.L vs. CSSPX.MI - Expense Ratio Comparison
Both CBU7.L and CSSPX.MI have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
CBU7.L vs. CSSPX.MI - Dividend Comparison
Neither CBU7.L nor CSSPX.MI has paid dividends to shareholders.
Frequently Asked Questions
CBU7.L and CSSPX.MI have a correlation of 0.13, 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 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
CBU7.L and CSSPX.MI have the same expense ratio: 0.07% per year.
CBU7.L is categorized as Government Bonds, while CSSPX.MI is S&P 500. CBU7.L tracks ICE U.S. Treasury 3-7 Year Bond Index, while CSSPX.MI tracks S&P 500 Index.
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