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CBU7.L vs. TRS5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBU7.L vs. TRS5.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 SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (TRS5.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 -0.52% return, which is significantly lower than TRS5.L's -0.40% return. Over the past 10 years, CBU7.L has outperformed TRS5.L with an annualized return of 1.39%, while TRS5.L has yielded a comparatively lower 0.83% 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%

TRS5.L

1D
0.18%
1M
-0.11%
YTD
-0.40%
6M
-0.08%
1Y
3.24%
3Y*
3.66%
5Y*
0.31%
10Y*
0.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBU7.L vs. TRS5.L - 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%
TRS5.L
SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF
-0.40%7.27%2.02%4.16%-9.49%-2.44%6.80%4.29%-0.46%-0.42%

Correlation

The correlation between CBU7.L and TRS5.L is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.88

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

0.91

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

0.88

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2016

0.88

The correlation between CBU7.L and TRS5.L has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.

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Return for Risk

CBU7.L vs. TRS5.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: 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

TRS5.L
TRS5.L Risk / Return Rank: 3030
Overall Rank
TRS5.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TRS5.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
TRS5.L Omega Ratio Rank: 3030
Omega Ratio Rank
TRS5.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
TRS5.L Martin Ratio Rank: 2929
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. TRS5.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 SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (TRS5.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.LTRS5.LDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratioReturn relative to maximum drawdown

1.26

1.30

-0.05

Martin ratioReturn relative to average drawdown

4.06

4.14

-0.08

CBU7.L vs. TRS5.L - Sharpe Ratio Comparison

The current CBU7.L Sharpe Ratio is 1.07, which is comparable to the TRS5.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of CBU7.L and TRS5.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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Sharpe Ratios by Period


CBU7.LTRS5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.11

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.07

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.22

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.22

+0.35

Drawdowns

CBU7.L vs. TRS5.L - Drawdown Comparison

The maximum CBU7.L drawdown since its inception was -14.18%, roughly equal to the maximum TRS5.L drawdown of -14.35%. Use the drawdown chart below to compare losses from any high point for CBU7.L and TRS5.L.


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Drawdown Indicators


CBU7.LTRS5.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.18%

-14.35%

+0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-2.48%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-3.66%

-3.70%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-13.55%

-13.64%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-14.18%

-14.35%

+0.17%

Current Drawdown

Current decline from peak

-1.60%

-1.60%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.33%

-4.40%

+1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.78%

-0.01%

Volatility

CBU7.L vs. TRS5.L - Volatility Comparison

iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) and SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF (TRS5.L) have volatilities of 1.13% and 1.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBU7.LTRS5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.15%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.15%

2.14%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

2.96%

2.91%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.70%

4.71%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.10%

3.81%

+0.29%

CBU7.L vs. TRS5.L - Expense Ratio Comparison

CBU7.L has a 0.07% expense ratio, which is higher than TRS5.L's 0.05% expense ratio. However, 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. TRS5.L - Dividend Comparison

CBU7.L has not paid dividends to shareholders, while TRS5.L's dividend yield for the trailing twelve months is around 3.93%.


PositionTTM2025202420232022202120202019
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%
TRS5.L
SPDR Bloomberg 3-7 Year US Treasury Bond UCITS ETF
3.93%3.68%3.24%1.97%1.12%0.98%1.66%1.09%

Frequently Asked Questions


With a correlation of 0.95, CBU7.L and TRS5.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, TRS5.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRS5.L is cheaper with a 0.05% expense ratio, compared with 0.07% for CBU7.L.

CBU7.L tracks ICE U.S. Treasury 3-7 Year Bond Index, while TRS5.L tracks Bloomberg US 3-7 Year Treasury Bond Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for CBU7.L and 0.05% for TRS5.L.

Portfolio Optimizer

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