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CE01.L vs. EU13.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CE01.L vs. EU13.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (CE01.L) and SPDR Bloomberg 1-3 Year Euro Government Bond UCITS ETF (EU13.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CE01.L is traded in GBp, while EU13.L is traded in EUR. To make them comparable, the EU13.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CE01.L achieves a -1.14% return, which is significantly lower than EU13.L's -0.83% return. Over the past 10 years, CE01.L has underperformed EU13.L with an annualized return of 0.80%, while EU13.L has yielded a comparatively higher 1.18% annualized return.


CE01.L

1D
-0.50%
1M
0.51%
YTD
-1.14%
6M
-1.50%
1Y
2.65%
3Y*
2.56%
5Y*
-2.24%
10Y*
0.80%

EU13.L

1D
-0.07%
1M
0.34%
YTD
-0.83%
6M
-1.00%
1Y
3.52%
3Y*
2.71%
5Y*
0.70%
10Y*
1.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CE01.L vs. EU13.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CE01.L
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)
-1.14%6.87%-3.53%6.60%-15.38%-9.55%10.06%1.33%2.06%4.55%
EU13.L
SPDR Bloomberg 1-3 Year Euro Government Bond UCITS ETF
-0.83%7.69%-1.68%1.21%-0.04%-6.69%5.47%-5.54%0.77%3.73%

Correlation

The correlation between CE01.L and EU13.L is 0.69, 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

0.69

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

0.62

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

0.58

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

0.67

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2014

0.69

The correlation between CE01.L and EU13.L shifts across timeframes, from 0.58 (5 years) to 0.69 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CE01.L vs. EU13.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CE01.L
CE01.L Risk / Return Rank: 1515
Overall Rank
CE01.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CE01.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
CE01.L Omega Ratio Rank: 1414
Omega Ratio Rank
CE01.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
CE01.L Martin Ratio Rank: 1515
Martin Ratio Rank

EU13.L
EU13.L Risk / Return Rank: 1717
Overall Rank
EU13.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
EU13.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
EU13.L Omega Ratio Rank: 1818
Omega Ratio Rank
EU13.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
EU13.L Martin Ratio Rank: 1818
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.

CE01.L vs. EU13.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (CE01.L) and SPDR Bloomberg 1-3 Year Euro Government Bond UCITS ETF (EU13.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.


CE01.LEU13.LDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.08

1.15

-0.07

Calmar ratioReturn relative to maximum drawdown

0.50

1.34

-0.84

Martin ratioReturn relative to average drawdown

1.18

2.90

-1.72

CE01.L vs. EU13.L - Sharpe Ratio Comparison

The current CE01.L Sharpe Ratio is 0.45, which is lower than the EU13.L Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of CE01.L and EU13.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


CE01.LEU13.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.85

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.13

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.17

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.14

+0.04

Drawdowns

CE01.L vs. EU13.L - Drawdown Comparison

The maximum CE01.L drawdown since its inception was -27.47%, which is greater than EU13.L's maximum drawdown of -13.87%. Use the drawdown chart below to compare losses from any high point for CE01.L and EU13.L.


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Drawdown Indicators


CE01.LEU13.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.47%

-13.87%

-13.60%

Max Drawdown (1Y)

Largest decline over 1 year

-5.33%

-2.62%

-2.71%

Max Drawdown (3Y)

Largest decline over 3 years

-6.85%

-3.13%

-3.72%

Max Drawdown (5Y)

Largest decline over 5 years

-22.14%

-6.61%

-15.53%

Max Drawdown (10Y)

Largest decline over 10 years

-27.47%

-13.87%

-13.60%

Current Drawdown

Current decline from peak

-18.71%

-5.09%

-13.62%

Average Drawdown

Average peak-to-trough decline

-10.30%

-7.20%

-3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

1.21%

+1.03%

Volatility

CE01.L vs. EU13.L - Volatility Comparison

iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (CE01.L) has a higher volatility of 1.99% compared to SPDR Bloomberg 1-3 Year Euro Government Bond UCITS ETF (EU13.L) at 1.09%. This indicates that CE01.L's price experiences larger fluctuations and is considered to be riskier than EU13.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CE01.LEU13.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

1.09%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

4.61%

2.85%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

5.88%

4.15%

+1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.21%

5.31%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.83%

7.11%

+1.72%

CE01.L vs. EU13.L - Expense Ratio Comparison

Both CE01.L and EU13.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CE01.L vs. EU13.L - Dividend Comparison

CE01.L has not paid dividends to shareholders, while EU13.L's dividend yield for the trailing twelve months is around 2.29%.


PositionTTM20252024202320222021202020192018201720162015
CE01.L
iShares Euro Government Bond 7-10yr UCITS ETF (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%
EU13.L
SPDR Bloomberg 1-3 Year Euro Government Bond UCITS ETF
2.29%1.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.34%

Frequently Asked Questions


CE01.L and EU13.L have a correlation of 0.69, 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 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CE01.L and EU13.L have the same expense ratio: 0.15% per year.

CE01.L tracks Bloomberg Euro Agg Govt TR EUR, while EU13.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR. They also come from different issuers: iShares and State Street.

Portfolio Optimizer

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