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CBU7.L vs. FLOT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBU7.L vs. FLOT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) and iShares $ Floating Rate Bond UCITS ETF USD (Dist) (FLOT.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBU7.L achieves a -0.31% return, which is significantly lower than FLOT.L's 2.38% return.


CBU7.L

1D
0.17%
1M
-0.01%
6M
0.14%
YTD
-0.31%
1Y
3.00%
3Y*
3.83%
5Y*
0.38%
10Y*
1.32%

FLOT.L

1D
0.00%
1M
0.40%
6M
2.18%
YTD
2.38%
1Y
4.77%
3Y*
5.63%
5Y*
4.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBU7.L vs. FLOT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBU7.L
iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc
-0.31%7.34%2.18%4.24%-9.35%-2.35%6.98%6.06%1.21%-0.02%
FLOT.L
iShares $ Floating Rate Bond UCITS ETF USD (Dist)
2.38%5.19%6.39%6.04%1.87%0.60%0.60%4.19%1.39%0.87%

Correlation

The correlation between CBU7.L and FLOT.L is 0.04, 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

0.04

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

0.03

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2017

-0.00

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Return for Risk

CBU7.L vs. FLOT.L — Risk / Return Rank

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

CBU7.L
CBU7.L Risk / Return Rank: 3333
Overall Rank
CBU7.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CBU7.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
CBU7.L Omega Ratio Rank: 3434
Omega Ratio Rank
CBU7.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
CBU7.L Martin Ratio Rank: 2929
Martin Ratio Rank

FLOT.L
FLOT.L Risk / Return Rank: 9696
Overall Rank
FLOT.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FLOT.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
FLOT.L Omega Ratio Rank: 9696
Omega Ratio Rank
FLOT.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLOT.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.

CBU7.L vs. FLOT.L - 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 $ Floating Rate Bond UCITS ETF USD (Dist) (FLOT.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.


CBU7.LFLOT.LDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-2.37

Omega ratioGain probability vs. loss probability

1.19

1.64

-0.45

Calmar ratioReturn relative to maximum drawdown

1.20

23.83

-22.64

Martin ratioReturn relative to average drawdown

3.17

44.39

-41.22

CBU7.L vs. FLOT.L - Sharpe Ratio Comparison

The current CBU7.L Sharpe Ratio is 1.04, which is lower than the FLOT.L Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of CBU7.L and FLOT.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

CBU7.L vs. FLOT.L - Drawdown Comparison

The maximum CBU7.L drawdown since its inception was -14.18%, roughly equal to the maximum FLOT.L drawdown of -14.03%. Use the drawdown chart below to compare losses from any high point for CBU7.L and FLOT.L.


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Drawdown Indicators


CBU7.LFLOT.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.18%

-14.03%

-0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-0.20%

-2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-3.66%

-2.53%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-13.55%

-2.53%

-11.02%

Max Drawdown (10Y)

Largest decline over 10 years

-14.18%

Current Drawdown

Current decline from peak

-1.39%

0.00%

-1.39%

Average Drawdown

Average peak-to-trough decline

-2.90%

-0.22%

-2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.11%

+0.83%

Volatility

CBU7.L vs. FLOT.L - Volatility Comparison

iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) has a higher volatility of 0.78% compared to iShares $ Floating Rate Bond UCITS ETF USD (Dist) (FLOT.L) at 0.61%. This indicates that CBU7.L's price experiences larger fluctuations and is considered to be riskier than FLOT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBU7.LFLOT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

0.61%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

2.21%

1.46%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

2.87%

1.94%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.72%

2.90%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.11%

3.92%

+0.19%

CBU7.L vs. FLOT.L - Expense Ratio Comparison

CBU7.L has a 0.07% expense ratio, which is lower than FLOT.L's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CBU7.L vs. FLOT.L - Dividend Comparison

CBU7.L has not paid dividends to shareholders, while FLOT.L's dividend yield for the trailing twelve months is around 4.68%.


PositionTTM202520242023202220212020201920182017
CBU7.L
iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLOT.L
iShares $ Floating Rate Bond UCITS ETF USD (Dist)
4.68%5.02%6.05%5.50%1.45%0.60%1.59%2.91%2.21%0.46%

Frequently Asked Questions


CBU7.L and FLOT.L have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBU7.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBU7.L is cheaper with a 0.07% expense ratio, compared with 0.10% for FLOT.L.

CBU7.L is categorized as Government Bonds, while FLOT.L is Ultra Short-Term Bonds. CBU7.L tracks ICE U.S. Treasury 3-7 Year Bond Index, while FLOT.L tracks Bloomberg US Floating Rate Note <5 Years Index. Their fees differ too: 0.07% for CBU7.L and 0.10% for FLOT.L.

Portfolio Optimizer

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