PortfoliosLab logoPortfoliosLab logo
CSSPX.MI vs. CBU7.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSSPX.MI vs. CBU7.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) and iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CSSPX.MI is traded in EUR, while CBU7.L is traded in USD. To make them comparable, the CBU7.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSSPX.MI achieves a 11.35% return, which is significantly higher than CBU7.L's 0.61% return. Over the past 10 years, CSSPX.MI has outperformed CBU7.L with an annualized return of 14.96%, while CBU7.L has yielded a comparatively lower 1.16% annualized return.


CSSPX.MI

1D
-0.13%
1M
5.24%
YTD
11.35%
6M
11.43%
1Y
25.64%
3Y*
18.86%
5Y*
14.77%
10Y*
14.96%

CBU7.L

1D
0.05%
1M
0.54%
YTD
0.61%
6M
0.16%
1Y
1.42%
3Y*
0.97%
5Y*
1.32%
10Y*
1.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSSPX.MI vs. CBU7.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)
11.35%4.27%33.76%22.03%-14.58%40.89%7.57%34.27%-1.05%6.71%
CBU7.L
iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc
0.61%-5.40%8.90%1.13%-3.73%4.95%-1.84%8.46%5.96%-11.19%

Correlation

The correlation between CSSPX.MI and CBU7.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.25

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

0.11

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

0.15

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2011

0.18

The correlation between CSSPX.MI and CBU7.L shifts across timeframes, from 0.11 (5 years) to 0.25 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

CSSPX.MI vs. CBU7.L — Risk / Return Rank

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

CSSPX.MI
CSSPX.MI Risk / Return Rank: 7070
Overall Rank
CSSPX.MI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CSSPX.MI Sortino Ratio Rank: 6868
Sortino Ratio Rank
CSSPX.MI Omega Ratio Rank: 7171
Omega Ratio Rank
CSSPX.MI Calmar Ratio Rank: 7373
Calmar Ratio Rank
CSSPX.MI Martin Ratio Rank: 7070
Martin Ratio Rank

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
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.

CSSPX.MI vs. CBU7.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) and iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.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.


CSSPX.MICBU7.LDifference
Sharpe ratioReturn per unit of total volatility

+1.99

Sortino ratioReturn per unit of downside risk

+2.65

Omega ratioGain probability vs. loss probability

1.41

1.05

+0.37

Calmar ratioReturn relative to maximum drawdown

3.59

0.32

+3.27

Martin ratioReturn relative to average drawdown

12.78

0.88

+11.91

CSSPX.MI vs. CBU7.L - Sharpe Ratio Comparison

The current CSSPX.MI Sharpe Ratio is 2.24, which is higher than the CBU7.L Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of CSSPX.MI and CBU7.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.


Loading charts...

Sharpe Ratios by Period


CSSPX.MICBU7.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

0.24

+1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.17

+0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.15

+0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.40

+0.53

Drawdowns

CSSPX.MI vs. CBU7.L - Drawdown Comparison

The maximum CSSPX.MI drawdown since its inception was -33.56%, which is greater than CBU7.L's maximum drawdown of -17.10%. Use the drawdown chart below to compare losses from any high point for CSSPX.MI and CBU7.L.


Loading charts...

Drawdown Indicators


CSSPX.MICBU7.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.56%

-17.10%

-16.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-4.47%

-2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-23.26%

-10.13%

-13.13%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-12.13%

-11.13%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

-17.10%

-16.46%

Current Drawdown

Current decline from peak

-0.41%

-6.40%

+5.99%

Average Drawdown

Average peak-to-trough decline

-4.10%

-6.50%

+2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.62%

+0.39%

Volatility

CSSPX.MI vs. CBU7.L - Volatility Comparison

iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) has a higher volatility of 2.65% compared to iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) at 1.08%. This indicates that CSSPX.MI's price experiences larger fluctuations and is considered to be riskier than CBU7.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CSSPX.MICBU7.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

1.08%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

4.32%

+3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

11.46%

5.82%

+5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

7.72%

+7.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

7.75%

+8.33%

CSSPX.MI vs. CBU7.L - Expense Ratio Comparison

Both CSSPX.MI and CBU7.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CSSPX.MI vs. CBU7.L - Dividend Comparison

Neither CSSPX.MI nor CBU7.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CSSPX.MI and CBU7.L have a correlation of 0.21, 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 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CSSPX.MI and CBU7.L have the same expense ratio: 0.07% per year.

CSSPX.MI is categorized as S&P 500, while CBU7.L is Government Bonds. CSSPX.MI tracks S&P 500 Index, while CBU7.L tracks ICE U.S. Treasury 3-7 Year Bond Index.

Portfolio Optimizer

Find the right allocation for CSSPX.MI and CBU7.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer