CBU7.L vs. IBTM.L
CBU7.L (iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc) and IBTM.L (iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)) are both Government Bonds funds from iShares - CBU7.L tracks the ICE U.S. Treasury 3-7 Year Bond Index while IBTM.L tracks the ICE U.S. Treasury 7-10 Year Bond Index. Both are passively managed. Over the past 10 years, CBU7.L returned 1.39%/yr vs 1.50%/yr for IBTM.L. A 0.59 correlation means they provide meaningful diversification when combined. Both charge a 0.07% expense ratio.
Performance
CBU7.L vs. IBTM.L - Performance Comparison
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Different Trading Currencies
CBU7.L is traded in USD, while IBTM.L is traded in GBP. To make them comparable, the IBTM.L 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 IBTM.L's -0.33% return. Over the past 10 years, CBU7.L has underperformed IBTM.L with an annualized return of 1.39%, while IBTM.L has yielded a comparatively higher 1.50% 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%
IBTM.L
- 1D
- -0.37%
- 1M
- 0.53%
- YTD
- -0.33%
- 6M
- -0.03%
- 1Y
- 5.07%
- 3Y*
- 3.82%
- 5Y*
- -0.08%
- 10Y*
- 1.50%
CBU7.L vs. IBTM.L - 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% |
IBTM.L iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | -0.33% | 9.99% | 0.85% | 3.70% | -14.60% | -2.24% | 9.71% | 10.51% | 1.26% | 3.03% |
Correlation
The correlation between CBU7.L and IBTM.L is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2011 | 0.59 |
The correlation between CBU7.L and IBTM.L shifts across timeframes, from 0.58 (1 year) to 0.75 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CBU7.L vs. IBTM.L — Risk / Return Rank
CBU7.L
IBTM.L
CBU7.L vs. IBTM.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 USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.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.
| CBU7.L | IBTM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.33 | -0.08 |
| Martin ratioReturn relative to average drawdown | 4.06 | 4.24 | -0.18 |
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 | IBTM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.97 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | -0.01 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.19 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.52 | +0.06 |
Drawdowns
CBU7.L vs. IBTM.L - Drawdown Comparison
The maximum CBU7.L drawdown since its inception was -14.18%, smaller than the maximum IBTM.L drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for CBU7.L and IBTM.L.
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Drawdown Indicators
| CBU7.L | IBTM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.18% | -22.58% | +8.40% |
Max Drawdown (1Y)Largest decline over 1 year | -2.50% | -4.18% | +1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -3.66% | -7.61% | +3.95% |
Max Drawdown (5Y)Largest decline over 5 years | -13.55% | -20.39% | +6.84% |
Max Drawdown (10Y)Largest decline over 10 years | -14.18% | -22.58% | +8.40% |
Current DrawdownCurrent decline from peak | -1.60% | -6.39% | +4.79% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -5.60% | +2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 1.32% | -0.55% |
Volatility
CBU7.L vs. IBTM.L - Volatility Comparison
The current volatility for iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) is 1.13%, while iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) has a volatility of 2.07%. This indicates that CBU7.L experiences smaller price fluctuations and is considered to be less risky than IBTM.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.L | IBTM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 2.07% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 2.15% | 4.18% | -2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.96% | 5.76% | -2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.70% | 8.55% | -3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.10% | 7.86% | -3.76% |
CBU7.L vs. IBTM.L - Expense Ratio Comparison
Both CBU7.L and IBTM.L 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. IBTM.L - Dividend Comparison
CBU7.L has not paid dividends to shareholders, while IBTM.L's dividend yield for the trailing twelve months is around 5.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
IBTM.L iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 5.82% | 5.55% | 5.00% | 3.93% | 2.34% | 1.57% | 2.13% | 3.25% | 3.07% | 2.64% | 2.40% | 3.01% |
Frequently Asked Questions
CBU7.L and IBTM.L have a correlation of 0.58, 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 IBTM.L have the same expense ratio: 0.07% per year.
CBU7.L tracks ICE U.S. Treasury 3-7 Year Bond Index, while IBTM.L tracks ICE U.S. Treasury 7-10 Year Bond Index.
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