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CU31.L vs. TR3G.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CU31.L vs. TR3G.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 1-3 Year UCITS ETF Dist (TR3G.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with CU31.L having a 0.66% return and TR3G.L slightly higher at 0.69%.


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%

TR3G.L

1D
0.13%
1M
1.13%
YTD
0.69%
6M
0.31%
1Y
4.42%
3Y*
1.51%
5Y*
2.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CU31.L vs. TR3G.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CU31.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.66%-1.98%5.81%-1.58%7.82%0.48%-0.40%1.17%
TR3G.L
Invesco US Treasury Bond 1-3 Year UCITS ETF Dist
0.69%-1.98%5.82%-1.57%7.69%0.63%-0.33%1.14%

Correlation

The correlation between CU31.L and TR3G.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2019

0.99

The correlation between CU31.L and TR3G.L has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

CU31.L vs. TR3G.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

TR3G.L
TR3G.L Risk / Return Rank: 2121
Overall Rank
TR3G.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TR3G.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
TR3G.L Omega Ratio Rank: 2020
Omega Ratio Rank
TR3G.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
TR3G.L Martin Ratio Rank: 2121
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. TR3G.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 1-3 Year UCITS ETF Dist (TR3G.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.LTR3G.LDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.12

1.13

0.00

Calmar ratioReturn relative to maximum drawdown

0.97

0.98

0.00

Martin ratioReturn relative to average drawdown

2.47

2.48

-0.01

CU31.L vs. TR3G.L - Sharpe Ratio Comparison

The current CU31.L Sharpe Ratio is 0.72, which is comparable to the TR3G.L Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of CU31.L and TR3G.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.LTR3G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.73

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.36

0.00

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

0.18

+0.09

Drawdowns

CU31.L vs. TR3G.L - Drawdown Comparison

The maximum CU31.L drawdown since its inception was -18.80%, roughly equal to the maximum TR3G.L drawdown of -18.79%. Use the drawdown chart below to compare losses from any high point for CU31.L and TR3G.L.


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Drawdown Indicators


CU31.LTR3G.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.80%

-18.79%

-0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-4.52%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-8.91%

-8.90%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-16.29%

-16.36%

+0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-18.80%

Current Drawdown

Current decline from peak

-7.61%

-7.63%

+0.02%

Average Drawdown

Average peak-to-trough decline

-8.23%

-9.79%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.78%

0.00%

Volatility

CU31.L vs. TR3G.L - Volatility Comparison

iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.L) and Invesco US Treasury Bond 1-3 Year UCITS ETF Dist (TR3G.L) have volatilities of 1.63% and 1.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CU31.LTR3G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

1.70%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

4.44%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

6.11%

6.07%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.05%

8.07%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.19%

8.64%

+0.55%

CU31.L vs. TR3G.L - Expense Ratio Comparison

CU31.L has a 0.07% expense ratio, which is higher than TR3G.L's 0.06% expense ratio. However, 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. TR3G.L - Dividend Comparison

CU31.L has not paid dividends to shareholders, while TR3G.L's dividend yield for the trailing twelve months is around 3.95%.


PositionTTM2025202420232022202120202019
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%
TR3G.L
Invesco US Treasury Bond 1-3 Year UCITS ETF Dist
3.95%4.10%4.31%4.18%1.99%0.31%1.28%2.01%

Frequently Asked Questions


With a correlation of 0.99, CU31.L and TR3G.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, TR3G.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TR3G.L is cheaper with a 0.06% expense ratio, compared with 0.07% for CU31.L.

CU31.L tracks ICE US Treasury 1-3 Year Index, while TR3G.L tracks Bloomberg US 1-3 Year Treasury Bond Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for CU31.L and 0.06% for TR3G.L.

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