CBU7.L vs. IITU.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L).

CBU7.L and IITU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CBU7.L is a passively managed fund by iShares that tracks the performance of the ICE U.S. Treasury 3-7 Year Bond Index. It was launched on Jun 3, 2009. IITU.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Information Technology Index. It was launched on Nov 20, 2015. Both CBU7.L and IITU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

CBU7.L vs. IITU.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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

CBU7.L vs. IITU.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	-0.28%	7.34%	2.16%	4.26%	-9.35%	-2.35%	6.98%	6.06%	1.21%	1.26%
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)	-8.64%	23.07%	38.50%	58.65%	-29.11%	34.44%	42.58%	49.99%	-1.62%	37.53%

Different Trading Currencies

CBU7.L is traded in USD, while IITU.L is traded in GBp. To make them comparable, the IITU.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 -0.28% return, which is significantly higher than IITU.L's -11.77% return. Over the past 10 years, CBU7.L has underperformed IITU.L with an annualized return of 1.44%, while IITU.L has yielded a comparatively higher 22.03% annualized return.

CBU7.L

• 1D: 0.08%
• 1M: -1.04%
• YTD: -0.28%
• 6M: 0.99%
• 1Y: 4.01%
• 3Y*: 3.62%
• 5Y*: 0.60%
• 10Y*: 1.44%

IITU.L

• 1D: 0.00%
• 1M: -6.19%
• YTD: -11.77%
• 6M: -9.92%
• 1Y: 25.12%
• 3Y*: 25.56%
• 5Y*: 16.98%
• 10Y*: 22.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

CBU7.L has a 0.07% expense ratio, which is lower than IITU.L's 0.15% 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%.

IITU.L

iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)

CBU7.L

iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc

Return for Risk

CBU7.L vs. IITU.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: 61
CBU7.L Sharpe Ratio Rank: 62
CBU7.L Sortino Ratio Rank: 63
CBU7.L Omega Ratio Rank: 56
CBU7.L Calmar Ratio Rank: 66
CBU7.L Martin Ratio Rank: 57

IITU.L

IITU.L Risk / Return Rank: 55
IITU.L Sharpe Ratio Rank: 60
IITU.L Sortino Ratio Rank: 61
IITU.L Omega Ratio Rank: 55
IITU.L Calmar Ratio Rank: 57
IITU.L Martin Ratio Rank: 42

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. IITU.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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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	IITU.L	Difference
Sharpe ratio Return per unit of total volatility	1.17	1.05	+0.12
Sortino ratio Return per unit of downside risk	1.69	1.57	+0.12
Omega ratio Gain probability vs. loss probability	1.22	1.20	+0.02
Calmar ratio Return relative to maximum drawdown	1.88	1.42	+0.47
Martin ratio Return relative to average drawdown	6.18	4.38	+1.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current CBU7.L Sharpe Ratio is 1.17, which is comparable to the IITU.L Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of CBU7.L and IITU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CBU7.L	IITU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	1.05	+0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.13	0.74	-0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	1.01	-0.66
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.98	-0.39

Correlation

The correlation between CBU7.L and IITU.L is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

CBU7.L vs. IITU.L - Dividend Comparison

Neither CBU7.L nor IITU.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

CBU7.L vs. IITU.L - Drawdown Comparison

The maximum CBU7.L drawdown since its inception was -14.18%, smaller than the maximum IITU.L drawdown of -34.22%. Use the drawdown chart below to compare losses from any high point for CBU7.L and IITU.L.

Drawdown Indicators

	CBU7.L	IITU.L	Difference
Max Drawdown Largest peak-to-trough decline	-14.18%	-28.03%	+13.85%
Max Drawdown (1Y) Largest decline over 1 year	-2.23%	-16.76%	+14.53%
Max Drawdown (5Y) Largest decline over 5 years	-13.55%	-28.03%	+14.48%
Max Drawdown (10Y) Largest decline over 10 years	-14.18%	-28.03%	+13.85%
Current Drawdown Current decline from peak	-1.36%	-13.74%	+12.38%
Average Drawdown Average peak-to-trough decline	-3.36%	-5.17%	+1.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.68%	6.26%	-5.58%

Volatility

CBU7.L vs. IITU.L - Volatility Comparison

The current volatility for iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) is 1.15%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 5.11%. This indicates that CBU7.L experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CBU7.L	IITU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.15%	5.11%	-3.96%
Volatility (6M) Calculated over the trailing 6-month period	1.91%	14.85%	-12.94%
Volatility (1Y) Calculated over the trailing 1-year period	3.43%	23.90%	-20.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.67%	23.02%	-18.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.09%	21.71%	-17.62%