PortfoliosLab logoPortfoliosLab logo
CU31.L vs. SE15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CU31.L vs. SE15.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.L) and iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CU31.L is traded in GBp, while SE15.L is traded in GBP. To make them comparable, the SE15.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CU31.L achieves a 2.73% return, which is significantly higher than SE15.L's -0.59% return. Over the past 10 years, CU31.L has outperformed SE15.L with an annualized return of 2.05%, while SE15.L has yielded a comparatively lower 1.62% annualized return.


CU31.L

1D
0.32%
1M
2.40%
YTD
2.73%
6M
3.45%
1Y
6.66%
3Y*
3.04%
5Y*
3.00%
10Y*
2.05%

SE15.L

1D
-0.02%
1M
0.34%
YTD
-0.59%
6M
-0.38%
1Y
3.02%
3Y*
4.66%
5Y*
1.21%
10Y*
1.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CU31.L vs. SE15.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CU31.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
2.73%-1.98%5.81%-1.58%7.69%0.60%-0.40%0.29%7.25%-8.69%
SE15.L
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
-0.59%8.84%-0.44%3.80%-2.73%-6.73%6.61%-2.46%0.27%4.41%

Correlation

The correlation between CU31.L and SE15.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.29

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

0.33

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

0.49

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.38

The correlation between CU31.L and SE15.L shifts across timeframes, from 0.26 (1 year) to 0.49 (10 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

CU31.L vs. SE15.L — Risk / Return Rank

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

CU31.L
CU31.L Risk / Return Rank: 3232
Overall Rank
CU31.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CU31.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
CU31.L Omega Ratio Rank: 3030
Omega Ratio Rank
CU31.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
CU31.L Martin Ratio Rank: 2929
Martin Ratio Rank

SE15.L
SE15.L Risk / Return Rank: 2020
Overall Rank
SE15.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SE15.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
SE15.L Omega Ratio Rank: 1818
Omega Ratio Rank
SE15.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
SE15.L Martin Ratio Rank: 2020
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.

CU31.L vs. SE15.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.L) and iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CU31.LSE15.LDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.19

1.11

+0.07

Calmar ratioReturn relative to maximum drawdown

1.47

0.87

+0.59

Martin ratioReturn relative to average drawdown

3.74

2.09

+1.65

CU31.L vs. SE15.L - Sharpe Ratio Comparison

The current CU31.L Sharpe Ratio is 1.08, which is higher than the SE15.L Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of CU31.L and SE15.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...

Drawdowns

CU31.L vs. SE15.L - Drawdown Comparison

The maximum CU31.L drawdown since its inception was -21.14%, smaller than the maximum SE15.L drawdown of -22.53%. Use the drawdown chart below to compare losses from any high point for CU31.L and SE15.L.


Loading charts...

Drawdown Indicators


CU31.LSE15.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.14%

-22.53%

+1.39%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-3.25%

-1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-21.14%

-3.25%

-17.89%

Max Drawdown (5Y)

Largest decline over 5 years

-21.14%

-10.23%

-10.91%

Max Drawdown (10Y)

Largest decline over 10 years

-21.14%

-15.77%

-5.37%

Current Drawdown

Current decline from peak

-15.14%

-1.87%

-13.27%

Average Drawdown

Average peak-to-trough decline

-8.18%

-9.52%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

1.36%

+0.41%

Volatility

CU31.L vs. SE15.L - Volatility Comparison

iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.L) has a higher volatility of 1.51% compared to iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) (SE15.L) at 1.02%. This indicates that CU31.L's price experiences larger fluctuations and is considered to be riskier than SE15.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CU31.LSE15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.02%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

3.07%

+1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

6.19%

4.25%

+1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

5.46%

+10.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.20%

6.76%

+6.44%

CU31.L vs. SE15.L - Expense Ratio Comparison

CU31.L has a 0.07% expense ratio, which is lower than SE15.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CU31.L vs. SE15.L - Dividend Comparison

CU31.L has not paid dividends to shareholders, while SE15.L's dividend yield for the trailing twelve months is around 3.04%.


PositionTTM20252024202320222021202020192018201720162015
CU31.L
iShares USD Treasury Bond 1-3yr 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%
SE15.L
iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist)
3.04%2.85%2.57%1.41%0.49%0.59%0.58%0.65%0.61%0.68%0.83%0.54%

Frequently Asked Questions


CU31.L and SE15.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CU31.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CU31.L is cheaper with a 0.07% expense ratio, compared with 0.20% for SE15.L.

CU31.L is categorized as Government Bonds, while SE15.L is European Corporate Bonds. CU31.L tracks ICE US Treasury 1-3 Year Index, while SE15.L tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR. Their fees differ too: 0.07% for CU31.L and 0.20% for SE15.L.

Portfolio Optimizer

Find the right allocation for CU31.L and SE15.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