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

Performance

CU31.L vs. USFR.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 WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CU31.L is traded in GBp, while USFR.L is traded in USD. To make them comparable, the USFR.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 0.54% return, which is significantly lower than USFR.L's 1.96% return.


CU31.L

1D
0.21%
1M
1.34%
YTD
0.54%
6M
0.10%
1Y
4.10%
3Y*
1.60%
5Y*
2.90%
10Y*
2.51%

USFR.L

1D
0.30%
1M
1.61%
YTD
1.96%
6M
1.38%
1Y
4.78%
3Y*
2.15%
5Y*
4.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
CU31.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
0.54%-1.98%5.81%-1.58%7.82%0.48%-0.40%2.72%
USFR.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD
1.96%-3.29%7.25%-0.31%14.18%0.79%-2.38%1.04%

Correlation

The correlation between CU31.L and USFR.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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

0.77

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

0.77

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2019

0.78

The correlation between CU31.L and USFR.L has been stable across timeframes, ranging from 0.76 to 0.78 - a consistent structural relationship.

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Return for Risk

CU31.L vs. USFR.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: 2020
Overall Rank
CU31.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CU31.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
CU31.L Omega Ratio Rank: 1919
Omega Ratio Rank
CU31.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
CU31.L Martin Ratio Rank: 2020
Martin Ratio Rank

USFR.L
USFR.L Risk / Return Rank: 9797
Overall Rank
USFR.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
USFR.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
USFR.L Omega Ratio Rank: 9797
Omega Ratio Rank
USFR.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
USFR.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. USFR.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 WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.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.LUSFR.LDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.12

1.13

-0.01

Calmar ratioReturn relative to maximum drawdown

0.90

0.93

-0.03

Martin ratioReturn relative to average drawdown

2.30

2.50

-0.21

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

The current CU31.L Sharpe Ratio is 0.67, which is comparable to the USFR.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of CU31.L and USFR.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.LUSFR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.72

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.55

-0.19

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

0.29

-0.01

Drawdowns

CU31.L vs. USFR.L - Drawdown Comparison

The maximum CU31.L drawdown since its inception was -18.80%, roughly equal to the maximum USFR.L drawdown of -18.16%. Use the drawdown chart below to compare losses from any high point for CU31.L and USFR.L.


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Drawdown Indicators


CU31.LUSFR.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.80%

-18.16%

-0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-5.09%

+0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-8.91%

-9.80%

+0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-16.29%

-15.70%

-0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-18.80%

Current Drawdown

Current decline from peak

-7.72%

-5.94%

-1.78%

Average Drawdown

Average peak-to-trough decline

-8.23%

-8.93%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.91%

-0.13%

Volatility

CU31.L vs. USFR.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) (CU31.L) is 1.65%, while WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L) has a volatility of 1.93%. This indicates that CU31.L experiences smaller price fluctuations and is considered to be less risky than USFR.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.LUSFR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

1.93%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

5.05%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

6.11%

6.64%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.05%

8.60%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.19%

8.90%

+0.29%

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

CU31.L has a 0.07% expense ratio, which is lower than USFR.L's 0.15% 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. USFR.L - Dividend Comparison

CU31.L has not paid dividends to shareholders, while USFR.L's dividend yield for the trailing twelve months is around 3.99%.


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%
USFR.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD
3.99%4.32%5.24%4.58%0.78%0.00%0.57%1.09%

Frequently Asked Questions


CU31.L and USFR.L have a correlation of 0.76, 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 0.15% for USFR.L.

CU31.L tracks ICE US Treasury 1-3 Year Index, while USFR.L tracks Bloomberg US Treasury Floating Rate Bond Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.07% for CU31.L and 0.15% for USFR.L.

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