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CU71.L vs. TSY3.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CU71.L vs. TSY3.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 1-3 Year US Treasury Bond UCITS ETF (TSY3.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 TSY3.L is traded in GBP. To make them comparable, the TSY3.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 -0.14% return, which is significantly lower than TSY3.L's 0.72% return. Over the past 10 years, CU71.L has underperformed TSY3.L with an annualized return of 2.15%, while TSY3.L has yielded a comparatively higher 2.44% annualized return.


CU71.L

1D
0.25%
1M
0.93%
YTD
-0.14%
6M
-0.64%
1Y
4.29%
3Y*
1.05%
5Y*
1.47%
10Y*
2.15%

TSY3.L

1D
0.10%
1M
1.10%
YTD
0.72%
6M
0.32%
1Y
4.44%
3Y*
1.49%
5Y*
2.87%
10Y*
2.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CU71.L vs. TSY3.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CU71.L
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
-0.14%-0.08%3.77%-1.43%1.45%-1.10%3.33%2.76%7.03%-7.76%
TSY3.L
SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF
0.72%-2.00%5.79%-1.65%7.59%0.51%-0.46%0.22%7.27%-8.65%

Correlation

The correlation between CU71.L and TSY3.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

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

0.91

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

0.92

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

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2013

0.94

The correlation between CU71.L and TSY3.L has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

CU71.L vs. TSY3.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: 2020
Overall Rank
CU71.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CU71.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
CU71.L Omega Ratio Rank: 2020
Omega Ratio Rank
CU71.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
CU71.L Martin Ratio Rank: 1919
Martin Ratio Rank

TSY3.L
TSY3.L Risk / Return Rank: 2121
Overall Rank
TSY3.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TSY3.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
TSY3.L Omega Ratio Rank: 2020
Omega Ratio Rank
TSY3.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
TSY3.L Martin Ratio Rank: 2121
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. TSY3.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 1-3 Year US Treasury Bond UCITS ETF (TSY3.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.LTSY3.LDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.12

1.13

0.00

Calmar ratioReturn relative to maximum drawdown

0.85

0.98

-0.13

Martin ratioReturn relative to average drawdown

2.09

2.50

-0.41

CU71.L vs. TSY3.L - Sharpe Ratio Comparison

The current CU71.L Sharpe Ratio is 0.72, which is comparable to the TSY3.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of CU71.L and TSY3.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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Sharpe Ratios by Period


CU71.LTSY3.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.72

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.35

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.26

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.31

-0.04

Drawdowns

CU71.L vs. TSY3.L - Drawdown Comparison

The maximum CU71.L drawdown since its inception was -20.50%, which is greater than TSY3.L's maximum drawdown of -18.75%. Use the drawdown chart below to compare losses from any high point for CU71.L and TSY3.L.


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Drawdown Indicators


CU71.LTSY3.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.50%

-18.75%

-1.75%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-4.50%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-7.33%

-8.92%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-15.69%

-16.38%

+0.69%

Max Drawdown (10Y)

Largest decline over 10 years

-20.50%

-18.75%

-1.75%

Current Drawdown

Current decline from peak

-13.12%

-7.69%

-5.43%

Average Drawdown

Average peak-to-trough decline

-10.11%

-7.81%

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

1.77%

+0.28%

Volatility

CU71.L vs. TSY3.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) is 1.45%, while SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF (TSY3.L) has a volatility of 1.67%. This indicates that CU71.L experiences smaller price fluctuations and is considered to be less risky than TSY3.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.LTSY3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

1.67%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

4.33%

4.50%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

5.96%

6.14%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.27%

8.21%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.55%

9.29%

+0.26%

CU71.L vs. TSY3.L - Expense Ratio Comparison

CU71.L has a 0.07% expense ratio, which is higher than TSY3.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. TSY3.L - Dividend Comparison

CU71.L has not paid dividends to shareholders, while TSY3.L's dividend yield for the trailing twelve months is around 3.92%.


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%
TSY3.L
SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF
3.92%4.25%4.07%3.02%0.60%0.56%1.84%2.14%1.31%1.04%0.63%0.52%

Frequently Asked Questions


With a correlation of 0.94, CU71.L and TSY3.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, TSY3.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSY3.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 TSY3.L tracks Bloomberg US 1-3 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 TSY3.L.

Portfolio Optimizer

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