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

Performance

CU71.L vs. TRSX.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 SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.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 TRSX.L is traded in USD. To make them comparable, the TRSX.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 2.03% return, which is significantly higher than TRSX.L's 1.19% return. Over the past 10 years, CU71.L has outperformed TRSX.L with an annualized return of 1.66%, while TRSX.L has yielded a comparatively lower 0.91% annualized return.


CU71.L

1D
0.45%
1M
2.78%
YTD
2.03%
6M
2.74%
1Y
6.34%
3Y*
2.71%
5Y*
1.62%
10Y*
1.66%

TRSX.L

1D
0.52%
1M
2.66%
YTD
1.19%
6M
2.02%
1Y
6.16%
3Y*
1.48%
5Y*
-0.03%
10Y*
0.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CU71.L
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
2.03%-0.08%3.77%-1.43%1.45%-1.10%3.33%2.76%6.17%-7.01%
TRSX.L
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
1.19%0.68%1.47%-1.80%-4.92%-2.22%6.33%4.66%6.58%-6.17%

Correlation

The correlation between CU71.L and TRSX.L is 0.70, 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

0.70

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

0.75

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

0.75

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

0.78

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2016

0.78

The correlation between CU71.L and TRSX.L has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.

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Return for Risk

CU71.L vs. TRSX.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: 2929
Overall Rank
CU71.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CU71.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
CU71.L Omega Ratio Rank: 2929
Omega Ratio Rank
CU71.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
CU71.L Martin Ratio Rank: 2525
Martin Ratio Rank

TRSX.L
TRSX.L Risk / Return Rank: 2020
Overall Rank
TRSX.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRSX.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
TRSX.L Omega Ratio Rank: 1919
Omega Ratio Rank
TRSX.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
TRSX.L Martin Ratio Rank: 2020
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. TRSX.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 SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.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.LTRSX.LDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.18

1.15

+0.04

Calmar ratioReturn relative to maximum drawdown

1.26

0.94

+0.31

Martin ratioReturn relative to average drawdown

3.03

2.33

+0.70

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

The current CU71.L Sharpe Ratio is 1.06, which is comparable to the TRSX.L Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of CU71.L and TRSX.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. TRSX.L - Drawdown Comparison

The maximum CU71.L drawdown since its inception was -25.85%, roughly equal to the maximum TRSX.L drawdown of -26.61%. Use the drawdown chart below to compare losses from any high point for CU71.L and TRSX.L.


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Drawdown Indicators


CU71.LTRSX.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.85%

-26.61%

+0.76%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-5.94%

+0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-20.81%

-8.02%

-12.79%

Max Drawdown (5Y)

Largest decline over 5 years

-25.85%

-16.99%

-8.86%

Max Drawdown (10Y)

Largest decline over 10 years

-25.85%

-26.61%

+0.76%

Current Drawdown

Current decline from peak

-17.22%

-20.05%

+2.83%

Average Drawdown

Average peak-to-trough decline

-9.46%

-14.81%

+5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.41%

-0.32%

Volatility

CU71.L vs. TRSX.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) is 1.52%, while SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF (TRSX.L) has a volatility of 1.79%. This indicates that CU71.L experiences smaller price fluctuations and is considered to be less risky than TRSX.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.LTRSX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

1.79%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

4.40%

5.51%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

6.04%

6.83%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.92%

9.80%

+10.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.63%

10.16%

+5.47%

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

CU71.L has a 0.07% expense ratio, which is higher than TRSX.L's 0.05% expense ratio. However, 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. TRSX.L - Dividend Comparison

CU71.L has not paid dividends to shareholders, while TRSX.L's dividend yield for the trailing twelve months is around 4.09%.


PositionTTM2025202420232022202120202019201820172016
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%
TRSX.L
SPDR Bloomberg 7-10 Year US Treasury Bond UCITS ETF
4.09%3.90%3.57%2.71%1.65%1.02%1.56%2.34%2.07%1.88%0.74%

Frequently Asked Questions


CU71.L and TRSX.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRSX.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRSX.L is cheaper with a 0.05% expense ratio, compared with 0.07% for CU71.L.

CU71.L tracks ICE U.S. Treasury 3-7 Year Bond Index, while TRSX.L tracks Bloomberg US 7-10 Year Treasury Bond Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for CU71.L and 0.05% for TRSX.L.

Portfolio Optimizer

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