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CU71.L vs. HPRD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CU71.L vs. HPRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) and HSBC FTSE EPRA NAREIT Developed UCITS ETF (HPRD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CU71.L is traded in GBp, while HPRD.L is traded in USD. To make them comparable, the HPRD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CU71.L achieves a 1.85% return, which is significantly lower than HPRD.L's 11.44% return. Over the past 10 years, CU71.L has underperformed HPRD.L with an annualized return of 1.28%, while HPRD.L has yielded a comparatively higher 4.07% annualized return.


CU71.L

1D
-0.17%
1M
2.33%
YTD
1.85%
6M
2.57%
1Y
6.11%
3Y*
2.62%
5Y*
1.58%
10Y*
1.28%

HPRD.L

1D
-0.14%
1M
1.89%
YTD
11.44%
6M
12.52%
1Y
17.54%
3Y*
9.54%
5Y*
2.63%
10Y*
4.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CU71.L vs. HPRD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CU71.L
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
1.85%-0.08%3.77%-1.43%1.45%-1.10%3.33%2.76%6.17%-7.01%
HPRD.L
HSBC FTSE EPRA NAREIT Developed UCITS ETF
11.44%3.01%1.56%5.33%-15.80%27.62%-11.58%16.34%0.19%1.94%

Correlation

The correlation between CU71.L and HPRD.L is 0.10, 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

0.10

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

0.12

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

0.03

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2011

0.11

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Return for Risk

CU71.L vs. HPRD.L — Risk / Return Rank

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

CU71.L
CU71.L Risk / Return Rank: 2828
Overall Rank
CU71.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
CU71.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
CU71.L Omega Ratio Rank: 2727
Omega Ratio Rank
CU71.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
CU71.L Martin Ratio Rank: 2424
Martin Ratio Rank

HPRD.L
HPRD.L Risk / Return Rank: 3333
Overall Rank
HPRD.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
HPRD.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
HPRD.L Omega Ratio Rank: 3131
Omega Ratio Rank
HPRD.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
HPRD.L Martin Ratio Rank: 3535
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.

CU71.L vs. HPRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) and HSBC FTSE EPRA NAREIT Developed UCITS ETF (HPRD.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.


CU71.LHPRD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.18

1.25

-0.08

Calmar ratioReturn relative to maximum drawdown

1.21

2.03

-0.82

Martin ratioReturn relative to average drawdown

2.91

6.86

-3.95

CU71.L vs. HPRD.L - Sharpe Ratio Comparison

The current CU71.L Sharpe Ratio is 1.02, which is lower than the HPRD.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of CU71.L and HPRD.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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Drawdowns

CU71.L vs. HPRD.L - Drawdown Comparison

The maximum CU71.L drawdown since its inception was -25.85%, smaller than the maximum HPRD.L drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for CU71.L and HPRD.L.


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Drawdown Indicators


CU71.LHPRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.85%

-34.71%

+8.86%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-8.61%

+3.59%

Max Drawdown (3Y)

Largest decline over 3 years

-20.81%

-17.01%

-3.80%

Max Drawdown (5Y)

Largest decline over 5 years

-25.85%

-26.80%

+0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-25.85%

-34.71%

+8.86%

Current Drawdown

Current decline from peak

-17.36%

-0.14%

-17.22%

Average Drawdown

Average peak-to-trough decline

-9.46%

-8.78%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.55%

-0.46%

Volatility

CU71.L vs. HPRD.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) is 1.53%, while HSBC FTSE EPRA NAREIT Developed UCITS ETF (HPRD.L) has a volatility of 3.72%. This indicates that CU71.L experiences smaller price fluctuations and is considered to be less risky than HPRD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CU71.LHPRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

3.72%

-2.19%

Volatility (6M)

Calculated over the trailing 6-month period

4.35%

9.85%

-5.50%

Volatility (1Y)

Calculated over the trailing 1-year period

5.99%

12.12%

-6.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.92%

15.06%

+4.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.62%

16.10%

-0.48%

CU71.L vs. HPRD.L - Expense Ratio Comparison

CU71.L has a 0.07% expense ratio, which is lower than HPRD.L's 0.24% 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

CU71.L vs. HPRD.L - Dividend Comparison

CU71.L has not paid dividends to shareholders, while HPRD.L's dividend yield for the trailing twelve months is around 2.99%.


PositionTTM20252024202320222021202020192018201720162015
CU71.L
iShares USD Treasury Bond 3-7yr 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%
HPRD.L
HSBC FTSE EPRA NAREIT Developed UCITS ETF
2.99%3.17%3.39%3.35%3.53%2.30%2.88%2.96%3.43%2.89%3.13%2.72%

Frequently Asked Questions


CU71.L and HPRD.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CU71.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CU71.L is cheaper with a 0.07% expense ratio, compared with 0.24% for HPRD.L.

CU71.L is categorized as Government Bonds, while HPRD.L is REIT. CU71.L tracks ICE U.S. Treasury 3-7 Year Bond Index, while HPRD.L tracks FTSE EPRA Nareit Global TR USD. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.07% for CU71.L and 0.24% for HPRD.L.

Portfolio Optimizer

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