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CU31.L vs. TIGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CU31.L vs. TIGB.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 Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist (TIGB.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CU31.L achieves a 0.66% return, which is significantly lower than TIGB.L's 1.42% return.


CU31.L

1D
0.11%
1M
1.13%
YTD
0.66%
6M
0.30%
1Y
4.42%
3Y*
1.49%
5Y*
2.92%
10Y*
2.48%

TIGB.L

1D
0.09%
1M
0.29%
YTD
1.42%
6M
1.75%
1Y
3.78%
3Y*
4.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
CU31.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.66%-1.98%5.81%-1.58%9.26%
TIGB.L
Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist
1.42%4.10%4.94%4.27%0.03%

Correlation

The correlation between CU31.L and TIGB.L is -0.04, 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

-0.04

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

0.01

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2022

-0.01

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Return for Risk

CU31.L vs. TIGB.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: 2121
Overall Rank
CU31.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CU31.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
CU31.L Omega Ratio Rank: 2020
Omega Ratio Rank
CU31.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
CU31.L Martin Ratio Rank: 2121
Martin Ratio Rank

TIGB.L
TIGB.L Risk / Return Rank: 9797
Overall Rank
TIGB.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TIGB.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
TIGB.L Omega Ratio Rank: 9898
Omega Ratio Rank
TIGB.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
TIGB.L Martin Ratio Rank: 9898
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. TIGB.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 Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist (TIGB.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.


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

-3.15

Sortino ratioReturn per unit of downside risk

-4.97

Omega ratioGain probability vs. loss probability

1.12

2.34

-1.22

Calmar ratioReturn relative to maximum drawdown

0.97

12.51

-11.54

Martin ratioReturn relative to average drawdown

2.47

73.64

-71.16

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

The current CU31.L Sharpe Ratio is 0.72, which is lower than the TIGB.L Sharpe Ratio of 3.87. The chart below compares the historical Sharpe Ratios of CU31.L and TIGB.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.


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Sharpe Ratios by Period


CU31.LTIGB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

3.87

-3.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

5.48

-5.20

Drawdowns

CU31.L vs. TIGB.L - Drawdown Comparison

The maximum CU31.L drawdown since its inception was -18.80%, which is greater than TIGB.L's maximum drawdown of -0.50%. Use the drawdown chart below to compare losses from any high point for CU31.L and TIGB.L.


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Drawdown Indicators


CU31.LTIGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.80%

-0.50%

-18.30%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-0.30%

-4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-8.91%

-0.30%

-8.61%

Max Drawdown (5Y)

Largest decline over 5 years

-16.29%

Max Drawdown (10Y)

Largest decline over 10 years

-18.80%

Current Drawdown

Current decline from peak

-7.61%

0.00%

-7.61%

Average Drawdown

Average peak-to-trough decline

-8.23%

-0.03%

-8.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

0.05%

+1.73%

Volatility

CU31.L vs. TIGB.L - Volatility Comparison

iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.L) has a higher volatility of 1.63% compared to Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist (TIGB.L) at 0.45%. This indicates that CU31.L's price experiences larger fluctuations and is considered to be riskier than TIGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CU31.LTIGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

0.45%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

0.71%

+3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

6.11%

0.97%

+5.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.05%

0.74%

+7.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.19%

0.74%

+8.45%

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

CU31.L has a 0.07% expense ratio, which is lower than TIGB.L's 0.10% 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. TIGB.L - Dividend Comparison

CU31.L has not paid dividends to shareholders, while TIGB.L's dividend yield for the trailing twelve months is around 3.92%.


PositionTTM2025202420232022
CU31.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%
TIGB.L
Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist
3.92%4.11%4.93%4.53%1.46%

Frequently Asked Questions


CU31.L and TIGB.L have a correlation of -0.04, 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 0.10% for TIGB.L.

CU31.L is categorized as Government Bonds, while TIGB.L is Short-Term Bond. CU31.L tracks ICE US Treasury 1-3 Year Index, while TIGB.L tracks Bloomberg US Treasury Coupons Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for CU31.L and 0.10% for TIGB.L.

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