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

Performance

IB01.L vs. GBP=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/GBP (GBP=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 GBP=X is traded in GBP. To make them comparable, the GBP=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 GBP=X's 0.06% return.


IB01.L

1D
0.03%
1M
0.27%
YTD
1.45%
6M
1.75%
1Y
3.95%
3Y*
4.73%
5Y*
3.39%
10Y*

GBP=X

1D
-0.07%
1M
-0.07%
YTD
0.06%
6M
-0.07%
1Y
-0.04%
3Y*
-0.03%
5Y*
-0.00%
10Y*
-0.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IB01.L vs. GBP=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%
GBP=X
USD/GBP
0.06%-0.12%0.05%0.01%-0.07%0.03%0.04%-0.09%

Correlation

The correlation between IB01.L and GBP=X is -0.14, 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

-0.14

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 25, 2019

-0.02

The correlation between IB01.L and GBP=X shifts across timeframes, from -0.14 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IB01.L vs. GBP=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

GBP=X
GBP=X Risk / Return Rank: 5858
Overall Rank
GBP=X Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GBP=X Sortino Ratio Rank: 5858
Sortino Ratio Rank
GBP=X Omega Ratio Rank: 5959
Omega Ratio Rank
GBP=X Calmar Ratio Rank: 5858
Calmar Ratio Rank
GBP=X Martin Ratio Rank: 5858
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. GBP=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/GBP (GBP=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.LGBP=XDifference
Sharpe ratioReturn per unit of total volatility

+11.97

Sortino ratioReturn per unit of downside risk

+37.00

Omega ratioGain probability vs. loss probability

8.02

0.99

+7.02

Calmar ratioReturn relative to maximum drawdown

115.45

-0.06

+115.51

Martin ratioReturn relative to average drawdown

569.86

-0.11

+569.97

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

The current IB01.L Sharpe Ratio is 11.94, which is higher than the GBP=X Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of IB01.L and GBP=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.LGBP=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

11.94

-0.03

+11.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

9.24

-0.00

+9.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

3.79

0.00

+3.79

Drawdowns

IB01.L vs. GBP=X - Drawdown Comparison

The maximum IB01.L drawdown since its inception was -0.91%, smaller than the maximum GBP=X drawdown of -3.56%. Use the drawdown chart below to compare losses from any high point for IB01.L and GBP=X.


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Drawdown Indicators


IB01.LGBP=XDifference

Max Drawdown

Largest peak-to-trough decline

-0.91%

-3.56%

+2.65%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-0.54%

+0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-0.09%

-0.81%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-0.29%

-0.81%

+0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-1.88%

Current Drawdown

Current decline from peak

0.00%

-1.63%

+1.63%

Average Drawdown

Average peak-to-trough decline

-0.08%

-1.14%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.28%

-0.27%

Volatility

IB01.L vs. GBP=X - Volatility Comparison

The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) is 0.10%, while USD/GBP (GBP=X) has a volatility of 0.20%. This indicates that IB01.L experiences smaller price fluctuations and is considered to be less risky than GBP=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.LGBP=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

0.20%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

0.24%

0.60%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

0.97%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.37%

0.84%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.72%

1.36%

-0.64%

Frequently Asked Questions


IB01.L and GBP=X have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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