PortfoliosLab logoPortfoliosLab logo
CUKX.L vs. FLOA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CUKX.L vs. FLOA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares FTSE 100 UCITS ETF (CUKX.L) and iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CUKX.L is traded in GBp, while FLOA.L is traded in USD. To make them comparable, the FLOA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CUKX.L achieves a 7.84% return, which is significantly higher than FLOA.L's 3.02% return.


CUKX.L

1D
-0.09%
1M
0.91%
6M
5.18%
YTD
7.84%
1Y
21.64%
3Y*
16.24%
5Y*
12.40%
10Y*
8.59%

FLOA.L

1D
0.00%
1M
0.35%
6M
2.49%
YTD
3.02%
1Y
4.62%
3Y*
4.75%
5Y*
4.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CUKX.L vs. FLOA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CUKX.L
iShares FTSE 100 UCITS ETF
7.84%25.78%9.30%7.72%4.97%17.48%-11.28%17.23%-1.79%
FLOA.L
iShares USD Floating Rate Bond UCITS ETF USD (Acc)
2.07%-2.58%8.28%1.32%13.40%1.37%-2.10%0.21%11.95%

Correlation

The correlation between CUKX.L and FLOA.L is -0.07, 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

-0.07

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

-0.02

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

-0.09

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2018

0.00

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

CUKX.L vs. FLOA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CUKX.L
CUKX.L Risk / Return Rank: 6868
Overall Rank
CUKX.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CUKX.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
CUKX.L Omega Ratio Rank: 7777
Omega Ratio Rank
CUKX.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
CUKX.L Martin Ratio Rank: 5555
Martin Ratio Rank

FLOA.L
FLOA.L Risk / Return Rank: 9797
Overall Rank
FLOA.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLOA.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
FLOA.L Omega Ratio Rank: 9898
Omega Ratio Rank
FLOA.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLOA.L Martin Ratio Rank: 9898
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.

CUKX.L vs. FLOA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares FTSE 100 UCITS ETF (CUKX.L) and iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.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.


CUKX.LFLOA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.65

Omega ratioGain probability vs. loss probability

1.36

1.12

+0.24

Calmar ratioReturn relative to maximum drawdown

2.42

0.93

+1.49

Martin ratioReturn relative to average drawdown

7.70

2.62

+5.08

CUKX.L vs. FLOA.L - Sharpe Ratio Comparison

The current CUKX.L Sharpe Ratio is 1.91, which is higher than the FLOA.L Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of CUKX.L and FLOA.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.


Loading charts...

Drawdowns

CUKX.L vs. FLOA.L - Drawdown Comparison

The maximum CUKX.L drawdown since its inception was -34.50%, which is greater than FLOA.L's maximum drawdown of -14.83%. Use the drawdown chart below to compare losses from any high point for CUKX.L and FLOA.L.


Loading charts...

Drawdown Indicators


CUKX.LFLOA.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.50%

-14.83%

-19.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-4.95%

-3.94%

Max Drawdown (3Y)

Largest decline over 3 years

-12.88%

-9.63%

-3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-12.88%

-14.83%

+1.95%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

Current Drawdown

Current decline from peak

-2.36%

-2.72%

+0.36%

Average Drawdown

Average peak-to-trough decline

-4.31%

-5.93%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

1.76%

+1.04%

Volatility

CUKX.L vs. FLOA.L - Volatility Comparison

iShares FTSE 100 UCITS ETF (CUKX.L) has a higher volatility of 3.02% compared to iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L) at 1.80%. This indicates that CUKX.L's price experiences larger fluctuations and is considered to be riskier than FLOA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CUKX.LFLOA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

1.80%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

5.10%

+4.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

6.81%

+4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.68%

8.64%

+4.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.89%

9.22%

+5.67%

CUKX.L vs. FLOA.L - Expense Ratio Comparison

CUKX.L has a 0.07% expense ratio, which is lower than FLOA.L's 0.10% 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

CUKX.L vs. FLOA.L - Dividend Comparison

Neither CUKX.L nor FLOA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CUKX.L and FLOA.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CUKX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CUKX.L is cheaper with a 0.07% expense ratio, compared with 0.10% for FLOA.L.

CUKX.L tracks FTSE 100 Index, while FLOA.L tracks Bloomberg US Corp Bond TR USD. Their fees differ too: 0.07% for CUKX.L and 0.10% for FLOA.L.

Portfolio Optimizer

Find the right allocation for CUKX.L and FLOA.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