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IB01.L vs. AIA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IB01.L vs. AIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) and iShares Asia 50 ETF (AIA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IB01.L achieves a 1.56% return, which is significantly lower than AIA's 50.12% return.


IB01.L

1D
0.03%
1M
0.28%
YTD
1.56%
6M
1.77%
1Y
3.96%
3Y*
4.71%
5Y*
3.23%
10Y*

AIA

1D
3.85%
1M
10.80%
YTD
50.12%
6M
57.01%
1Y
90.86%
3Y*
35.89%
5Y*
12.70%
10Y*
15.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IB01.L vs. AIA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
1.56%4.34%5.25%4.92%1.08%-0.85%0.88%2.06%
AIA
iShares Asia 50 ETF
50.12%47.79%20.26%4.32%-24.08%-10.91%33.73%11.69%

Correlation

The correlation between IB01.L and AIA is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

-0.05

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

0.03

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

0.01

The correlation between IB01.L and AIA shifts across timeframes, from -0.12 (1 year) to 0.03 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IB01.L vs. AIA — Risk / Return Rank

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

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 9999
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
Martin Ratio Rank

AIA
AIA Risk / Return Rank: 9393
Overall Rank
AIA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AIA Sortino Ratio Rank: 9090
Sortino Ratio Rank
AIA Omega Ratio Rank: 9292
Omega Ratio Rank
AIA Calmar Ratio Rank: 9494
Calmar Ratio Rank
AIA Martin Ratio Rank: 9393
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.

IB01.L vs. AIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) and iShares Asia 50 ETF (AIA). 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.


IB01.LAIADifference
Sharpe ratioReturn per unit of total volatility

+8.65

Sortino ratioReturn per unit of downside risk

+33.04

Omega ratioGain probability vs. loss probability

7.99

1.55

+6.44

Calmar ratioReturn relative to maximum drawdown

114.79

6.46

+108.33

Martin ratioReturn relative to average drawdown

574.12

22.37

+551.75

IB01.L vs. AIA - Sharpe Ratio Comparison

The current IB01.L Sharpe Ratio is 11.91, which is higher than the AIA Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of IB01.L and AIA, 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

IB01.L vs. AIA - Drawdown Comparison

The maximum IB01.L drawdown since its inception was -1.28%, smaller than the maximum AIA drawdown of -60.89%. Use the drawdown chart below to compare losses from any high point for IB01.L and AIA.


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Drawdown Indicators


IB01.LAIADifference

Max Drawdown

Largest peak-to-trough decline

-1.28%

-60.89%

+59.61%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-14.15%

+14.12%

Max Drawdown (3Y)

Largest decline over 3 years

-0.09%

-21.64%

+21.55%

Max Drawdown (5Y)

Largest decline over 5 years

-1.15%

-50.11%

+48.96%

Max Drawdown (10Y)

Largest decline over 10 years

-54.64%

Current Drawdown

Current decline from peak

0.00%

-2.84%

+2.84%

Average Drawdown

Average peak-to-trough decline

-0.24%

-16.66%

+16.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

4.08%

-4.07%

Volatility

IB01.L vs. AIA - Volatility Comparison

The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) is 0.09%, while iShares Asia 50 ETF (AIA) has a volatility of 14.78%. This indicates that IB01.L experiences smaller price fluctuations and is considered to be less risky than AIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IB01.LAIADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.09%

14.78%

-14.69%

Volatility (6M)

Calculated over the trailing 6-month period

0.23%

24.69%

-24.46%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

28.13%

-27.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.54%

26.02%

-25.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.79%

23.82%

-23.03%

IB01.L vs. AIA - Expense Ratio Comparison

IB01.L has a 0.07% expense ratio, which is lower than AIA's 0.50% expense ratio.


Dividends

IB01.L vs. AIA - Dividend Comparison

IB01.L has not paid dividends to shareholders, while AIA's dividend yield for the trailing twelve months is around 2.03%.


PositionTTM20252024202320222021202020192018201720162015
AIA
iShares Asia 50 ETF
2.03%2.50%2.78%2.07%2.59%1.54%1.11%2.24%2.49%1.45%2.29%2.88%
IB01.L
iShares USD Treasury Bond 0-1yr 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%

Frequently Asked Questions


IB01.L and AIA have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IB01.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IB01.L is cheaper with a 0.07% expense ratio, compared with 0.50% for AIA.

IB01.L is categorized as Government Bonds, while AIA is Asia Pacific Equities. IB01.L tracks ICE U.S. Treasury Short Bond Index, while AIA tracks S&P Asia 50. Their fees differ too: 0.07% for IB01.L and 0.50% for AIA.

Portfolio Optimizer

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