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CU71.L vs. VUAA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CU71.L vs. VUAA.DE - 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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

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CU71.L vs. VUAA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CU71.L
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
0.98%-0.08%3.77%-1.43%1.45%-1.10%0.74%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
-2.69%10.13%26.56%20.08%-9.60%30.83%9.79%
Different Trading Currencies

CU71.L is traded in GBp, while VUAA.DE is traded in EUR. To make them comparable, the VUAA.DE 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 0.98% return, which is significantly higher than VUAA.DE's -4.46% return.


CU71.L

1D
-0.72%
1M
-0.59%
YTD
0.98%
6M
2.26%
1Y
0.86%
3Y*
1.20%
5Y*
1.37%
10Y*
2.08%

VUAA.DE

1D
0.00%
1M
-4.57%
YTD
-4.46%
6M
-1.25%
1Y
13.33%
3Y*
15.18%
5Y*
12.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CU71.L vs. VUAA.DE - Expense Ratio Comparison

Both CU71.L and VUAA.DE 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%.


Return for Risk

CU71.L vs. VUAA.DE — 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: 1414
Overall Rank
CU71.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CU71.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
CU71.L Omega Ratio Rank: 1212
Omega Ratio Rank
CU71.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
CU71.L Martin Ratio Rank: 1515
Martin Ratio Rank

VUAA.DE
VUAA.DE Risk / Return Rank: 3636
Overall Rank
VUAA.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VUAA.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
VUAA.DE Omega Ratio Rank: 3131
Omega Ratio Rank
VUAA.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
VUAA.DE Martin Ratio Rank: 4545
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. VUAA.DE - 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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). 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.LVUAA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.13

0.83

-0.70

Sortino ratio

Return per unit of downside risk

0.23

1.21

-0.98

Omega ratio

Gain probability vs. loss probability

1.03

1.18

-0.15

Calmar ratio

Return relative to maximum drawdown

0.23

1.84

-1.61

Martin ratio

Return relative to average drawdown

0.41

6.32

-5.91

CU71.L vs. VUAA.DE - Sharpe Ratio Comparison

The current CU71.L Sharpe Ratio is 0.13, which is lower than the VUAA.DE Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of CU71.L and VUAA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CU71.LVUAA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.83

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.82

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.73

-0.45

Correlation

The correlation between CU71.L and VUAA.DE is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CU71.L vs. VUAA.DE - Dividend Comparison

Neither CU71.L nor VUAA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CU71.L vs. VUAA.DE - Drawdown Comparison

The maximum CU71.L drawdown since its inception was -20.50%, smaller than the maximum VUAA.DE drawdown of -26.26%. Use the drawdown chart below to compare losses from any high point for CU71.L and VUAA.DE.


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Drawdown Indicators


CU71.LVUAA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.50%

-33.67%

+13.17%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-13.45%

+6.96%

Max Drawdown (5Y)

Largest decline over 5 years

-15.69%

-23.33%

+7.64%

Max Drawdown (10Y)

Largest decline over 10 years

-20.50%

Current Drawdown

Current decline from peak

-12.15%

-5.19%

-6.96%

Average Drawdown

Average peak-to-trough decline

-10.07%

-5.18%

-4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

2.31%

+1.36%

Volatility

CU71.L vs. VUAA.DE - Volatility Comparison

The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) is 2.06%, while Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) has a volatility of 3.37%. This indicates that CU71.L experiences smaller price fluctuations and is considered to be less risky than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CU71.LVUAA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

3.37%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

4.34%

8.43%

-4.09%

Volatility (1Y)

Calculated over the trailing 1-year period

6.85%

16.07%

-9.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.31%

14.74%

-6.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.59%

17.06%

-7.47%