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FLOS.L vs. ICBU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLOS.L vs. ICBU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.L) and iShares USD Intermediate Credit Bond UCITS ETF (ICBU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, FLOS.L achieves a 2.34% return, which is significantly higher than ICBU.L's 0.49% return.


FLOS.L

1D
-0.06%
1M
0.33%
6M
2.02%
YTD
2.34%
1Y
4.51%
3Y*
5.40%
5Y*
4.00%
10Y*

ICBU.L

1D
0.17%
1M
-1.35%
6M
-0.05%
YTD
0.49%
1Y
3.80%
3Y*
4.22%
5Y*
2.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLOS.L vs. ICBU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLOS.L
iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist)
2.34%4.78%6.24%6.00%0.83%0.10%0.18%2.42%-0.45%0.28%
ICBU.L
iShares USD Intermediate Credit Bond UCITS ETF
0.49%0.01%5.93%1.31%1.78%-0.36%3.31%5.86%5.31%-4.54%

Correlation

The correlation between FLOS.L and ICBU.L is -0.10, 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

-0.10

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

0.01

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2017

-0.03

The correlation between FLOS.L and ICBU.L shifts across timeframes, from -0.10 (1 year) to 0.01 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FLOS.L vs. ICBU.L — Risk / Return Rank

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

FLOS.L
FLOS.L Risk / Return Rank: 9898
Overall Rank
FLOS.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLOS.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLOS.L Omega Ratio Rank: 9898
Omega Ratio Rank
FLOS.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLOS.L Martin Ratio Rank: 9999
Martin Ratio Rank

ICBU.L
ICBU.L Risk / Return Rank: 4747
Overall Rank
ICBU.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ICBU.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
ICBU.L Omega Ratio Rank: 5151
Omega Ratio Rank
ICBU.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
ICBU.L Martin Ratio Rank: 5050
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.

FLOS.L vs. ICBU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.L) and iShares USD Intermediate Credit Bond UCITS ETF (ICBU.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.


FLOS.LICBU.LDifference
Sharpe ratioReturn per unit of total volatility

+3.62

Sortino ratioReturn per unit of downside risk

+6.61

Omega ratioGain probability vs. loss probability

1.98

1.10

+0.88

Calmar ratioReturn relative to maximum drawdown

15.59

0.75

+14.83

Martin ratioReturn relative to average drawdown

78.69

2.04

+76.65

FLOS.L vs. ICBU.L - Sharpe Ratio Comparison

The current FLOS.L Sharpe Ratio is 4.18, which is higher than the ICBU.L Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FLOS.L and ICBU.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

FLOS.L vs. ICBU.L - Drawdown Comparison

The maximum FLOS.L drawdown since its inception was -14.78%, roughly equal to the maximum ICBU.L drawdown of -14.43%. Use the drawdown chart below to compare losses from any high point for FLOS.L and ICBU.L.


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Drawdown Indicators


FLOS.LICBU.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.78%

-14.43%

-0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-0.29%

-5.01%

+4.72%

Max Drawdown (3Y)

Largest decline over 3 years

-1.46%

-8.02%

+6.56%

Max Drawdown (5Y)

Largest decline over 5 years

-2.13%

-14.43%

+12.30%

Current Drawdown

Current decline from peak

-0.11%

-2.44%

+2.33%

Average Drawdown

Average peak-to-trough decline

-0.25%

-5.84%

+5.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

1.86%

-1.80%

Volatility

FLOS.L vs. ICBU.L - Volatility Comparison

The current volatility for iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist) (FLOS.L) is 0.23%, while iShares USD Intermediate Credit Bond UCITS ETF (ICBU.L) has a volatility of 1.78%. This indicates that FLOS.L experiences smaller price fluctuations and is considered to be less risky than ICBU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLOS.LICBU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.23%

1.78%

-1.55%

Volatility (6M)

Calculated over the trailing 6-month period

0.81%

5.28%

-4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

1.08%

6.73%

-5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.68%

8.40%

-6.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.36%

8.64%

-5.28%

FLOS.L vs. ICBU.L - Expense Ratio Comparison

FLOS.L has a 0.12% expense ratio, which is lower than ICBU.L's 0.15% 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

FLOS.L vs. ICBU.L - Dividend Comparison

FLOS.L's dividend yield for the trailing twelve months is around 4.68%, more than ICBU.L's 4.51% yield.


PositionTTM202520242023202220212020201920182017
FLOS.L
iShares $ Floating Rate Bond UCITS ETF GBP Hedged (Dist)
4.68%5.02%5.93%5.46%1.50%0.57%1.62%2.95%2.27%0.00%
ICBU.L
iShares USD Intermediate Credit Bond UCITS ETF
4.51%4.21%3.78%2.78%1.93%1.93%2.78%2.93%2.65%0.44%

Frequently Asked Questions


FLOS.L and ICBU.L have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLOS.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLOS.L is cheaper with a 0.12% expense ratio, compared with 0.15% for ICBU.L.

FLOS.L is categorized as Ultra Short-Term Bonds, while ICBU.L is Corporate Bonds. FLOS.L tracks Bloomberg US Floating Rate Note <5 Years Index, while ICBU.L tracks Bloomberg US Corp Bond TR USD. Their fees differ too: 0.12% for FLOS.L and 0.15% for ICBU.L.

Portfolio Optimizer

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