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

Performance

CBU7.L vs. LQDA.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 USD Corporate Bond UCITS ETF (Acc) (LQDA.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 -0.16% return, which is significantly lower than LQDA.L's 0.63% return.


CBU7.L

1D
0.17%
1M
0.60%
YTD
-0.16%
6M
0.17%
1Y
3.02%
3Y*
3.96%
5Y*
0.54%
10Y*
1.29%

LQDA.L

1D
-0.16%
1M
1.11%
YTD
0.63%
6M
1.11%
1Y
5.46%
3Y*
4.95%
5Y*
-0.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CBU7.L
iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc
-0.16%7.34%2.18%4.24%-9.35%-2.35%6.98%6.06%1.21%-0.05%
LQDA.L
iShares USD Corporate Bond UCITS ETF (Acc)
0.63%8.02%1.21%9.01%-17.75%-1.66%10.56%18.32%-4.38%4.60%

Correlation

The correlation between CBU7.L and LQDA.L is 0.76, 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

0.76

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

0.80

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

0.77

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2017

0.68

The correlation between CBU7.L and LQDA.L shifts across timeframes, from 0.68 (all time) to 0.80 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

CBU7.L vs. LQDA.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: 2929
Overall Rank
CBU7.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CBU7.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
CBU7.L Omega Ratio Rank: 2929
Omega Ratio Rank
CBU7.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
CBU7.L Martin Ratio Rank: 2727
Martin Ratio Rank

LQDA.L
LQDA.L Risk / Return Rank: 3131
Overall Rank
LQDA.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
LQDA.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
LQDA.L Omega Ratio Rank: 2828
Omega Ratio Rank
LQDA.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
LQDA.L Martin Ratio Rank: 3333
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. LQDA.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 Corporate Bond UCITS ETF (Acc) (LQDA.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.LLQDA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratioReturn relative to maximum drawdown

1.20

1.66

-0.46

Martin ratioReturn relative to average drawdown

3.44

4.48

-1.04

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

The current CBU7.L Sharpe Ratio is 1.05, which is comparable to the LQDA.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of CBU7.L and LQDA.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. LQDA.L - Drawdown Comparison

The maximum CBU7.L drawdown since its inception was -14.18%, smaller than the maximum LQDA.L drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for CBU7.L and LQDA.L.


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Drawdown Indicators


CBU7.LLQDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.18%

-25.10%

+10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-3.28%

+0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-3.66%

-7.94%

+4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-13.55%

-25.10%

+11.55%

Max Drawdown (10Y)

Largest decline over 10 years

-14.18%

Current Drawdown

Current decline from peak

-1.25%

-3.00%

+1.75%

Average Drawdown

Average peak-to-trough decline

-2.91%

-6.77%

+3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.22%

-0.34%

Volatility

CBU7.L vs. LQDA.L - Volatility Comparison

The current volatility for iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) is 0.87%, while iShares USD Corporate Bond UCITS ETF (Acc) (LQDA.L) has a volatility of 1.41%. This indicates that CBU7.L experiences smaller price fluctuations and is considered to be less risky than LQDA.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.LLQDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

1.41%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

2.19%

4.23%

-2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

2.88%

5.59%

-2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.72%

8.52%

-3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.11%

9.13%

-5.02%

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

CBU7.L has a 0.07% expense ratio, which is lower than LQDA.L's 0.20% 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. LQDA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CBU7.L and LQDA.L have a correlation of 0.76, 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 0.20% for LQDA.L.

CBU7.L is categorized as Government Bonds, while LQDA.L is Corporate Bonds. CBU7.L tracks ICE U.S. Treasury 3-7 Year Bond Index, while LQDA.L tracks Bloomberg US Corp Bond TR USD. Their fees differ too: 0.07% for CBU7.L and 0.20% for LQDA.L.

Portfolio Optimizer

Find the right allocation for CBU7.L and LQDA.L

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