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CHF=X vs. IB01.L
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

CHF=X vs. IB01.L

Last updated May 15, 2025

Compare and contrast key facts about USD/CHF (CHF=X) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L).

IB01.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 20, 2019.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHF=X or IB01.L.

Correlation

The correlation between CHF=X and IB01.L is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

CHF=X vs. IB01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD/CHF (CHF=X) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CHF=X:

-0.72

IB01.L:

13.64

Sortino Ratio

CHF=X:

-1.06

IB01.L:

39.91

Omega Ratio

CHF=X:

0.86

IB01.L:

10.92

Calmar Ratio

CHF=X:

-0.14

IB01.L:

56.67

Martin Ratio

CHF=X:

-1.71

IB01.L:

594.66

Ulcer Index

CHF=X:

4.68%

IB01.L:

0.01%

Daily Std Dev

CHF=X:

9.13%

IB01.L:

0.36%

Max Drawdown

CHF=X:

-60.32%

IB01.L:

-0.91%

Current Drawdown

CHF=X:

-53.86%

IB01.L:

0.00%

Returns By Period

In the year-to-date period, CHF=X achieves a -7.36% return, which is significantly lower than IB01.L's 1.54% return.

CHF=X

YTD

-7.36%

1M

3.14%

6M

-5.15%

1Y

-7.29%

5Y*

-2.76%

10Y*

-0.83%

IB01.L

YTD

1.54%

1M

0.33%

6M

2.19%

1Y

4.91%

5Y*

2.54%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CHF=X vs. IB01.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CHF=X
The Risk-Adjusted Performance Rank of CHF=X is 88
Overall Rank
The Sharpe Ratio Rank of CHF=X is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of CHF=X is 44
Sortino Ratio Rank
The Omega Ratio Rank of CHF=X is 88
Omega Ratio Rank
The Calmar Ratio Rank of CHF=X is 1616
Calmar Ratio Rank
The Martin Ratio Rank of CHF=X is 44
Martin Ratio Rank
IB01.L
The Risk-Adjusted Performance Rank of IB01.L is 100100
Overall Rank
The Sharpe Ratio Rank of IB01.L is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of IB01.L is 100100
Sortino Ratio Rank
The Omega Ratio Rank of IB01.L is 100100
Omega Ratio Rank
The Calmar Ratio Rank of IB01.L is 100100
Calmar Ratio Rank
The Martin Ratio Rank of IB01.L is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHF=X vs. IB01.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHF=X) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.

The current CHF=X Sharpe Ratio is -0.72, which is lower than the IB01.L Sharpe Ratio of 13.64. The chart below compares the historical Sharpe Ratios of CHF=X and IB01.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Drawdowns

CHF=X vs. IB01.L - Drawdown Comparison

The maximum CHF=X drawdown since its inception was -60.32%, which is greater than IB01.L's maximum drawdown of -0.91%. Use the drawdown chart below to compare losses from any high point for CHF=X and IB01.L. For additional features, visit the drawdowns tool.

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Volatility

CHF=X vs. IB01.L - Volatility Comparison

USD/CHF (CHF=X) has a higher volatility of 3.24% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 0.09%. This indicates that CHF=X's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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