CU71.L vs. ISAC.L
CU71.L (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) and ISAC.L (iShares MSCI ACWI 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 ISAC.L is a Global Equities fund tracking the MSCI ACWI Index. Both are passively managed. Over the past 10 years, CU71.L returned 2.15%/yr vs 13.64%/yr for ISAC.L. At a 0.07 correlation, their price movements are largely independent. CU71.L charges 0.07%/yr vs 0.20%/yr for ISAC.L.
Performance
CU71.L vs. ISAC.L - Performance Comparison
Loading charts...
Different Trading Currencies
CU71.L is traded in GBp, while ISAC.L is traded in USD. To make them comparable, the ISAC.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 ISAC.L's 12.06% return. Over the past 10 years, CU71.L has underperformed ISAC.L with an annualized return of 2.15%, while ISAC.L has yielded a comparatively higher 13.64% 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%
ISAC.L
- 1D
- -0.36%
- 1M
- 5.56%
- YTD
- 12.06%
- 6M
- 12.73%
- 1Y
- 30.50%
- 3Y*
- 18.27%
- 5Y*
- 12.60%
- 10Y*
- 13.64%
CU71.L vs. ISAC.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% |
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | 12.06% | 13.64% | 19.87% | 16.44% | -8.43% | 19.97% | 12.26% | 20.98% | -4.37% | 13.63% |
Correlation
The correlation between CU71.L and ISAC.L is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2013 | 0.07 |
The correlation between CU71.L and ISAC.L shifts across timeframes, from -0.11 (5 years) to 0.07 (all time), reflecting how their relationship changes across market environments.
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. ISAC.L — Risk / Return Rank
CU71.L
ISAC.L
CU71.L vs. ISAC.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 MSCI ACWI UCITS ETF USD (Acc) (ISAC.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 | ISAC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.48 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 4.41 | -3.63 |
| Martin ratioReturn relative to average drawdown | 1.94 | 16.95 | -15.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CU71.L | ISAC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 2.55 | -1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.88 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.88 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.86 | -0.59 |
Drawdowns
CU71.L vs. ISAC.L - Drawdown Comparison
The maximum CU71.L drawdown since its inception was -20.50%, smaller than the maximum ISAC.L drawdown of -25.84%. Use the drawdown chart below to compare losses from any high point for CU71.L and ISAC.L.
Loading charts...
Drawdown Indicators
| CU71.L | ISAC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.50% | -25.84% | +5.34% |
Max Drawdown (1Y)Largest decline over 1 year | -5.02% | -6.88% | +1.86% |
Max Drawdown (3Y)Largest decline over 3 years | -7.33% | -18.33% | +11.00% |
Max Drawdown (5Y)Largest decline over 5 years | -15.69% | -18.33% | +2.64% |
Max Drawdown (10Y)Largest decline over 10 years | -20.50% | -25.84% | +5.34% |
Current DrawdownCurrent decline from peak | -13.34% | -0.36% | -12.98% |
Average DrawdownAverage peak-to-trough decline | -10.11% | -3.56% | -6.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.80% | +0.24% |
Volatility
CU71.L vs. ISAC.L - Volatility Comparison
The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) is 1.45%, while iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) has a volatility of 3.73%. This indicates that CU71.L experiences smaller price fluctuations and is considered to be less risky than ISAC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CU71.L | ISAC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 3.73% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 4.32% | 9.25% | -4.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.96% | 11.92% | -5.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.27% | 14.29% | -6.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.55% | 15.49% | -5.94% |
CU71.L vs. ISAC.L - Expense Ratio Comparison
CU71.L has a 0.07% expense ratio, which is lower than ISAC.L's 0.20% 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. ISAC.L - Dividend Comparison
Neither CU71.L nor ISAC.L has paid dividends to shareholders.
Frequently Asked Questions
CU71.L and ISAC.L have a correlation of -0.03, 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 0.20% for ISAC.L.
CU71.L is categorized as Government Bonds, while ISAC.L is Global Equities. CU71.L tracks ICE U.S. Treasury 3-7 Year Bond Index, while ISAC.L tracks MSCI ACWI Index. Their fees differ too: 0.07% for CU71.L and 0.20% for ISAC.L.
Find the right allocation for CU71.L and ISAC.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