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IB01.L vs. CHF=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

IB01.L vs. CHF=X - 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 USD/CHF (CHF=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IB01.L is traded in USD, while CHF=X is traded in CHF. To make them comparable, the CHF=X values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IB01.L achieves a 1.45% return, which is significantly higher than CHF=X's -0.04% return.


IB01.L

1D
0.03%
1M
0.28%
YTD
1.45%
6M
1.75%
1Y
3.98%
3Y*
4.73%
5Y*
3.39%
10Y*

CHF=X

1D
0.05%
1M
0.10%
YTD
-0.04%
6M
0.11%
1Y
0.26%
3Y*
0.02%
5Y*
0.01%
10Y*
0.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IB01.L vs. CHF=X - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
1.45%4.34%5.25%4.92%1.08%0.00%0.88%2.01%
CHF=X
USD/CHF
-0.04%0.10%0.01%0.00%0.01%-0.11%0.20%-0.12%

Correlation

The correlation between IB01.L and CHF=X is -0.09, 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

-0.09

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

-0.11

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

-0.10

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2019

-0.08

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Return for Risk

IB01.L vs. CHF=X — 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: 100100
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 100100
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
Martin Ratio Rank

CHF=X
CHF=X Risk / Return Rank: 2727
Overall Rank
CHF=X Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CHF=X Sortino Ratio Rank: 2727
Sortino Ratio Rank
CHF=X Omega Ratio Rank: 2828
Omega Ratio Rank
CHF=X Calmar Ratio Rank: 2727
Calmar Ratio Rank
CHF=X Martin Ratio Rank: 2626
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. CHF=X - 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 USD/CHF (CHF=X). 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.


IB01.LCHF=XDifference
Sharpe ratioReturn per unit of total volatility

+11.81

Sortino ratioReturn per unit of downside risk

+36.77

Omega ratioGain probability vs. loss probability

8.02

1.02

+7.00

Calmar ratioReturn relative to maximum drawdown

115.45

0.43

+115.03

Martin ratioReturn relative to average drawdown

569.86

1.35

+568.51

IB01.L vs. CHF=X - Sharpe Ratio Comparison

The current IB01.L Sharpe Ratio is 11.94, which is higher than the CHF=X Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of IB01.L and CHF=X, 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


IB01.LCHF=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

11.94

0.13

+11.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

9.24

0.01

+9.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

3.79

0.00

+3.79

Drawdowns

IB01.L vs. CHF=X - Drawdown Comparison

The maximum IB01.L drawdown since its inception was -0.91%, smaller than the maximum CHF=X drawdown of -2.14%. Use the drawdown chart below to compare losses from any high point for IB01.L and CHF=X.


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Drawdown Indicators


IB01.LCHF=XDifference

Max Drawdown

Largest peak-to-trough decline

-0.91%

-2.14%

+1.23%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-0.49%

+0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-0.09%

-1.13%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-0.29%

-1.13%

+0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-2.14%

Current Drawdown

Current decline from peak

0.00%

-1.42%

+1.42%

Average Drawdown

Average peak-to-trough decline

-0.08%

-1.05%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.12%

-0.11%

Volatility

IB01.L vs. CHF=X - Volatility Comparison

The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) is 0.10%, while USD/CHF (CHF=X) has a volatility of 0.28%. This indicates that IB01.L experiences smaller price fluctuations and is considered to be less risky than CHF=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IB01.LCHF=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

0.28%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

0.24%

0.95%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

1.62%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.37%

1.60%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.72%

1.61%

-0.89%

Frequently Asked Questions


IB01.L and CHF=X have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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