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CE31.L vs. CE01.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CE31.LCE01.L
YTD Return-1.21%-2.75%
1Y Return1.51%2.82%
3Y Return (Ann)-0.49%-4.88%
5Y Return (Ann)-0.78%-2.71%
10Y Return (Ann)0.50%1.36%
Sharpe Ratio0.390.48
Daily Std Dev4.00%7.68%
Max Drawdown-18.33%-27.47%
Current Drawdown-9.55%-22.44%

Correlation

-0.50.00.51.00.9

The correlation between CE31.L and CE01.L is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

CE31.L vs. CE01.L - Performance Comparison

In the year-to-date period, CE31.L achieves a -1.21% return, which is significantly higher than CE01.L's -2.75% return. Over the past 10 years, CE31.L has underperformed CE01.L with an annualized return of 0.50%, while CE01.L has yielded a comparatively higher 1.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%December2024FebruaryMarchAprilMay
-12.88%
11.80%
CE31.L
CE01.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Euro Government Bond 1-3yr UCITS ETF (Acc)

iShares Euro Government Bond 7-10yr UCITS ETF (Acc)

CE31.L vs. CE01.L - Expense Ratio Comparison

Both CE31.L and CE01.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%.


CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
Expense ratio chart for CE31.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for CE01.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

CE31.L vs. CE01.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) and iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (CE01.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.


CE31.L
Sharpe ratio
The chart of Sharpe ratio for CE31.L, currently valued at 0.54, compared to the broader market0.002.004.000.54
Sortino ratio
The chart of Sortino ratio for CE31.L, currently valued at 0.84, compared to the broader market-2.000.002.004.006.008.0010.000.84
Omega ratio
The chart of Omega ratio for CE31.L, currently valued at 1.10, compared to the broader market0.501.001.502.002.501.10
Calmar ratio
The chart of Calmar ratio for CE31.L, currently valued at 0.14, compared to the broader market0.005.0010.0015.000.14
Martin ratio
The chart of Martin ratio for CE31.L, currently valued at 1.24, compared to the broader market0.0020.0040.0060.0080.001.24
CE01.L
Sharpe ratio
The chart of Sharpe ratio for CE01.L, currently valued at 0.57, compared to the broader market0.002.004.000.57
Sortino ratio
The chart of Sortino ratio for CE01.L, currently valued at 0.91, compared to the broader market-2.000.002.004.006.008.0010.000.91
Omega ratio
The chart of Omega ratio for CE01.L, currently valued at 1.10, compared to the broader market0.501.001.502.002.501.10
Calmar ratio
The chart of Calmar ratio for CE01.L, currently valued at 0.17, compared to the broader market0.005.0010.0015.000.17
Martin ratio
The chart of Martin ratio for CE01.L, currently valued at 1.20, compared to the broader market0.0020.0040.0060.0080.001.20

CE31.L vs. CE01.L - Sharpe Ratio Comparison

The current CE31.L Sharpe Ratio is 0.39, which roughly equals the CE01.L Sharpe Ratio of 0.48. The chart below compares the 12-month rolling Sharpe Ratio of CE31.L and CE01.L.


Rolling 12-month Sharpe Ratio-0.200.000.200.400.600.801.001.20December2024FebruaryMarchAprilMay
0.54
0.57
CE31.L
CE01.L

Dividends

CE31.L vs. CE01.L - Dividend Comparison

Neither CE31.L nor CE01.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CE31.L vs. CE01.L - Drawdown Comparison

The maximum CE31.L drawdown since its inception was -18.33%, smaller than the maximum CE01.L drawdown of -27.47%. Use the drawdown chart below to compare losses from any high point for CE31.L and CE01.L. For additional features, visit the drawdowns tool.


-30.00%-28.00%-26.00%-24.00%-22.00%-20.00%December2024FebruaryMarchAprilMay
-21.93%
-26.65%
CE31.L
CE01.L

Volatility

CE31.L vs. CE01.L - Volatility Comparison

The current volatility for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) is 1.64%, while iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (CE01.L) has a volatility of 2.14%. This indicates that CE31.L experiences smaller price fluctuations and is considered to be less risky than CE01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%December2024FebruaryMarchAprilMay
1.64%
2.14%
CE31.L
CE01.L