CU71.L vs. IITU.L
CU71.L (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both exchange-traded funds - CU71.L is a Government Bonds fund tracking the ICE U.S. Treasury 3-7 Year Bond Index, while IITU.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, CU71.L returned 2.15%/yr vs 27.67%/yr for IITU.L. At a 0.11 correlation, their price movements are largely independent. CU71.L charges 0.07%/yr vs 0.15%/yr for IITU.L.
Performance
CU71.L vs. IITU.L - Performance Comparison
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Returns By Period
In the year-to-date period, CU71.L achieves a -0.39% return, which is significantly lower than IITU.L's 25.87% return. Over the past 10 years, CU71.L has underperformed IITU.L with an annualized return of 2.15%, while IITU.L has yielded a comparatively higher 27.67% annualized 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%
IITU.L
- 1D
- -0.83%
- 1M
- 18.53%
- YTD
- 25.87%
- 6M
- 24.64%
- 1Y
- 56.89%
- 3Y*
- 32.15%
- 5Y*
- 26.03%
- 10Y*
- 27.67%
CU71.L vs. IITU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 2.76% | 7.03% | -7.76% |
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 25.87% | 14.44% | 40.85% | 50.70% | -20.63% | 35.67% | 38.34% | 44.21% | 4.28% | 25.57% |
Correlation
The correlation between CU71.L and IITU.L is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2015 | 0.11 |
The correlation between CU71.L and IITU.L shifts across timeframes, from -0.05 (5 years) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CU71.L vs. IITU.L — Risk / Return Rank
CU71.L
IITU.L
CU71.L vs. IITU.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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.L | IITU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.48 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 3.38 | -2.59 |
| Martin ratioReturn relative to average drawdown | 1.94 | 8.71 | -6.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CU71.L | IITU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 2.91 | -2.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 1.19 | -1.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 1.30 | -1.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 1.24 | -0.98 |
Drawdowns
CU71.L vs. IITU.L - Drawdown Comparison
The maximum CU71.L drawdown since its inception was -20.50%, smaller than the maximum IITU.L drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for CU71.L and IITU.L.
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Drawdown Indicators
| CU71.L | IITU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.50% | -28.03% | +7.53% |
Max Drawdown (1Y)Largest decline over 1 year | -5.02% | -16.76% | +11.74% |
Max Drawdown (3Y)Largest decline over 3 years | -7.33% | -28.03% | +20.70% |
Max Drawdown (5Y)Largest decline over 5 years | -15.69% | -28.03% | +12.34% |
Max Drawdown (10Y)Largest decline over 10 years | -20.50% | -28.03% | +7.53% |
Current DrawdownCurrent decline from peak | -13.34% | -0.83% | -12.51% |
Average DrawdownAverage peak-to-trough decline | -10.11% | -5.14% | -4.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 6.51% | -4.47% |
Volatility
CU71.L vs. IITU.L - Volatility Comparison
The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) is 1.45%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 6.45%. This indicates that CU71.L experiences smaller price fluctuations and is considered to be less risky than IITU.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.L | IITU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 6.45% | -5.00% |
Volatility (6M)Calculated over the trailing 6-month period | 4.32% | 14.27% | -9.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.96% | 19.57% | -13.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.27% | 21.93% | -13.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.55% | 21.31% | -11.76% |
CU71.L vs. IITU.L - Expense Ratio Comparison
CU71.L has a 0.07% expense ratio, which is lower than IITU.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
CU71.L vs. IITU.L - Dividend Comparison
Neither CU71.L nor IITU.L has paid dividends to shareholders.
Frequently Asked Questions
CU71.L and IITU.L have a correlation of 0.01, 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 0.15% for IITU.L.
CU71.L is categorized as Government Bonds, while IITU.L is Technology Equities. CU71.L tracks ICE U.S. Treasury 3-7 Year Bond Index, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.07% for CU71.L and 0.15% for IITU.L.
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