PortfoliosLab logoPortfoliosLab logo
CU71.L vs. IB01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CU71.L vs. IB01.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 iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CU71.L is traded in GBp, while IB01.L is traded in USD. To make them comparable, the IB01.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 -0.39% return, which is significantly lower than IB01.L's 1.79% return.


CU71.L

1D
0.05%
1M
0.94%
YTD
-0.39%
6M
-1.09%
1Y
3.97%
3Y*
1.07%
5Y*
1.42%
10Y*
2.15%

IB01.L

1D
0.25%
1M
1.39%
YTD
1.79%
6M
1.25%
1Y
4.71%
3Y*
2.14%
5Y*
4.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CU71.L vs. IB01.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CU71.L
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
-0.39%-0.08%3.77%-1.43%1.45%-1.10%3.33%4.26%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
1.79%-3.10%7.09%-0.32%13.10%0.95%-2.08%0.41%

Correlation

The correlation between CU71.L and IB01.L is 0.69, 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

0.69

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

0.67

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

0.68

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2019

0.71

The correlation between CU71.L and IB01.L has been stable across timeframes, ranging from 0.67 to 0.71 - a consistent structural relationship.

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

CU71.L vs. IB01.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: 1919
Overall Rank
CU71.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CU71.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
CU71.L Omega Ratio Rank: 1818
Omega Ratio Rank
CU71.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
CU71.L Martin Ratio Rank: 1818
Martin Ratio Rank

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 100100
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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. IB01.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 iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.


CU71.LIB01.LDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.12

1.12

-0.01

Calmar ratioReturn relative to maximum drawdown

0.79

0.91

-0.12

Martin ratioReturn relative to average drawdown

1.94

2.48

-0.53

CU71.L vs. IB01.L - Sharpe Ratio Comparison

The current CU71.L Sharpe Ratio is 0.66, which is comparable to the IB01.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of CU71.L and IB01.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...

Sharpe Ratios by Period


CU71.LIB01.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.71

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.53

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.26

0.00

Drawdowns

CU71.L vs. IB01.L - Drawdown Comparison

The maximum CU71.L drawdown since its inception was -20.50%, which is greater than IB01.L's maximum drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for CU71.L and IB01.L.


Loading charts...

Drawdown Indicators


CU71.LIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.50%

-19.26%

-1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-5.16%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-7.33%

-9.81%

+2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-15.69%

-15.94%

+0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-20.50%

Current Drawdown

Current decline from peak

-13.34%

-6.11%

-7.23%

Average Drawdown

Average peak-to-trough decline

-10.11%

-9.36%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

1.90%

+0.14%

Volatility

CU71.L vs. IB01.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) is 1.45%, while iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) has a volatility of 1.82%. This indicates that CU71.L experiences smaller price fluctuations and is considered to be less risky than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CU71.LIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.82%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

4.32%

4.97%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

5.96%

6.60%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.27%

8.47%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.55%

8.82%

+0.73%

CU71.L vs. IB01.L - Expense Ratio Comparison

Both CU71.L and IB01.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CU71.L vs. IB01.L - Dividend Comparison

Neither CU71.L nor IB01.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CU71.L and IB01.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CU71.L and IB01.L have the same expense ratio: 0.07% per year.

CU71.L tracks ICE U.S. Treasury 3-7 Year Bond Index, while IB01.L tracks ICE U.S. Treasury Short Bond Index.

Portfolio Optimizer

Find the right allocation for CU71.L and IB01.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