IB01.L vs. CHF=X
IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) is Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index, while CHF=X (USD/CHF) is a currency. Over the past 5 years, IB01.L returned 3.39%/yr vs 0.01%/yr for CHF=X. At a correlation of -0.08, they often move in opposite directions.
Performance
IB01.L vs. CHF=X - Performance Comparison
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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%
IB01.L vs. CHF=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
IB01.L
CHF=X
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.L | CHF=X | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IB01.L | CHF=X | Difference | |
|---|---|---|---|
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.L | CHF=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -1.42% | +1.42% |
Average DrawdownAverage peak-to-trough decline | -0.08% | -1.05% | +0.97% |
Ulcer IndexDepth 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.L | CHF=X | Difference | |
|---|---|---|---|
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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