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CBU7.L vs. SXRT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBU7.L vs. SXRT.DE - 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 Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CBU7.L is traded in USD, while SXRT.DE is traded in EUR. To make them comparable, the SXRT.DE 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 SXRT.DE's 5.95% return. Over the past 10 years, CBU7.L has underperformed SXRT.DE with an annualized return of 1.39%, while SXRT.DE has yielded a comparatively higher 10.74% 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%

SXRT.DE

1D
0.89%
1M
3.92%
YTD
5.95%
6M
8.29%
1Y
17.70%
3Y*
18.79%
5Y*
10.48%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBU7.L vs. SXRT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SXRT.DE
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)
5.95%37.97%4.73%26.36%-13.82%13.78%6.56%27.39%-16.27%25.79%

Correlation

The correlation between CBU7.L and SXRT.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

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

0.18

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

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2011

-0.08

The correlation between CBU7.L and SXRT.DE shifts across timeframes, from -0.08 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CBU7.L vs. SXRT.DE — 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: 3030
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: 2727
Calmar Ratio Rank
CBU7.L Martin Ratio Rank: 2929
Martin Ratio Rank

SXRT.DE
SXRT.DE Risk / Return Rank: 3030
Overall Rank
SXRT.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SXRT.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SXRT.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SXRT.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SXRT.DE 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. SXRT.DE - 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 EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE). 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.LSXRT.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratioReturn relative to maximum drawdown

1.26

1.35

-0.09

Martin ratioReturn relative to average drawdown

4.06

4.53

-0.47

CBU7.L vs. SXRT.DE - Sharpe Ratio Comparison

The current CBU7.L Sharpe Ratio is 1.07, which is comparable to the SXRT.DE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of CBU7.L and SXRT.DE, 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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Sharpe Ratios by Period


CBU7.LSXRT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.00

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.50

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.52

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.31

+0.27

Drawdowns

CBU7.L vs. SXRT.DE - Drawdown Comparison

The maximum CBU7.L drawdown since its inception was -14.18%, smaller than the maximum SXRT.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for CBU7.L and SXRT.DE.


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Drawdown Indicators


CBU7.LSXRT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.18%

-38.79%

+24.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-13.04%

+10.54%

Max Drawdown (3Y)

Largest decline over 3 years

-3.66%

-15.48%

+11.82%

Max Drawdown (5Y)

Largest decline over 5 years

-13.55%

-35.04%

+21.49%

Max Drawdown (10Y)

Largest decline over 10 years

-14.18%

-38.79%

+24.61%

Current Drawdown

Current decline from peak

-1.60%

-1.21%

-0.39%

Average Drawdown

Average peak-to-trough decline

-3.33%

-10.64%

+7.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

3.90%

-3.13%

Volatility

CBU7.L vs. SXRT.DE - Volatility Comparison

The current volatility for iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) is 1.13%, while iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a volatility of 5.45%. This indicates that CBU7.L experiences smaller price fluctuations and is considered to be less risky than SXRT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBU7.LSXRT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

5.45%

-4.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.15%

14.65%

-12.50%

Volatility (1Y)

Calculated over the trailing 1-year period

2.96%

17.69%

-14.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.70%

20.77%

-16.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.10%

20.51%

-16.41%

CBU7.L vs. SXRT.DE - Expense Ratio Comparison

CBU7.L has a 0.07% expense ratio, which is lower than SXRT.DE'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. SXRT.DE - Dividend Comparison

Neither CBU7.L nor SXRT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CBU7.L and SXRT.DE have a correlation of 0.28, 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 SXRT.DE.

CBU7.L is categorized as Government Bonds, while SXRT.DE is Europe Equities. CBU7.L tracks ICE U.S. Treasury 3-7 Year Bond Index, while SXRT.DE tracks EURO STOXX® 50. Their fees differ too: 0.07% for CBU7.L and 0.10% for SXRT.DE.

Portfolio Optimizer

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