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CE31.L vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

CE31.L vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CE31.L is traded in GBp, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CE31.L achieves a -0.69% return, which is significantly higher than BTC-USD's -27.31% return. Over the past 10 years, CE31.L has underperformed BTC-USD with an annualized return of 1.34%, while BTC-USD has yielded a comparatively higher 60.90% annualized return.


CE31.L

1D
0.18%
1M
0.53%
YTD
-0.69%
6M
-0.65%
1Y
3.69%
3Y*
2.80%
5Y*
0.96%
10Y*
1.34%

BTC-USD

1D
-1.08%
1M
-20.99%
YTD
-27.31%
6M
-31.69%
1Y
-38.94%
3Y*
31.62%
5Y*
12.64%
10Y*
60.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CE31.L vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
-0.69%7.55%-1.61%1.46%1.17%-7.40%5.40%-4.80%0.64%3.54%
BTC-USD
Bitcoin
-27.31%-12.95%125.81%140.73%-59.81%60.91%292.68%86.71%-73.15%1,284.82%

Correlation

The correlation between CE31.L and BTC-USD is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

0.01

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

0.03

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

0.06

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2013

0.05

The correlation between CE31.L and BTC-USD shifts across timeframes, from -0.07 (1 year) to 0.06 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

CE31.L vs. BTC-USD — Risk / Return Rank

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

CE31.L
CE31.L Risk / Return Rank: 2626
Overall Rank
CE31.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CE31.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CE31.L Omega Ratio Rank: 2424
Omega Ratio Rank
CE31.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
CE31.L Martin Ratio Rank: 2424
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3030
Overall Rank
BTC-USD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3434
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3232
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2121
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.

CE31.L vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) and Bitcoin (BTC-USD). 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.


CE31.LBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.81

Sortino ratioReturn per unit of downside risk

+2.65

Omega ratioGain probability vs. loss probability

1.15

0.86

+0.29

Calmar ratioReturn relative to maximum drawdown

1.40

-0.78

+2.18

Martin ratioReturn relative to average drawdown

3.13

-1.39

+4.52

CE31.L vs. BTC-USD - Sharpe Ratio Comparison

The current CE31.L Sharpe Ratio is 0.88, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of CE31.L and BTC-USD, 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


CE31.LBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

-0.93

+1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.23

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.90

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

1.14

-1.07

Drawdowns

CE31.L vs. BTC-USD - Drawdown Comparison

The maximum CE31.L drawdown since its inception was -18.33%, smaller than the maximum BTC-USD drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for CE31.L and BTC-USD.


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Drawdown Indicators


CE31.LBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-18.33%

-84.19%

+65.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-49.84%

+47.22%

Max Drawdown (3Y)

Largest decline over 3 years

-3.05%

-49.84%

+46.79%

Max Drawdown (5Y)

Largest decline over 5 years

-5.98%

-73.24%

+67.26%

Max Drawdown (10Y)

Largest decline over 10 years

-13.14%

-82.15%

+69.01%

Current Drawdown

Current decline from peak

-3.78%

-48.98%

+45.20%

Average Drawdown

Average peak-to-trough decline

-7.24%

-40.26%

+33.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

33.59%

-32.42%

Volatility

CE31.L vs. BTC-USD - Volatility Comparison

The current volatility for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) is 1.27%, while Bitcoin (BTC-USD) has a volatility of 10.38%. This indicates that CE31.L experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CE31.LBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

10.38%

-9.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

33.67%

-30.80%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

34.71%

-30.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

44.81%

-39.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.07%

56.04%

-48.97%

Frequently Asked Questions


CE31.L and BTC-USD have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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