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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 1.83% return, which is significantly higher than GBP=X's 0.17% return.


IB01.L

1D
0.00%
1M
0.27%
6M
1.77%
YTD
1.83%
1Y
3.90%
3Y*
4.66%
5Y*
3.29%
10Y*

GBP=X

1D
0.09%
1M
0.02%
6M
0.09%
YTD
0.17%
1Y
0.08%
3Y*
0.01%
5Y*
0.02%
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)
1.83%4.34%5.25%4.92%1.08%-0.85%0.88%2.06%
GBP=X
USD/GBP
0.17%-0.12%0.05%0.01%-0.07%0.03%0.04%-0.07%

Correlation

The correlation between IB01.L and GBP=X 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

-0.06

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 GBP=X shifts across timeframes, from -0.12 (1 year) to -0.01 (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: 9999
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: 4040
Overall Rank
GBP=X Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GBP=X Sortino Ratio Rank: 4040
Sortino Ratio Rank
GBP=X Omega Ratio Rank: 4040
Omega Ratio Rank
GBP=X Calmar Ratio Rank: 3939
Calmar Ratio Rank
GBP=X Martin Ratio Rank: 3939
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.

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.LGBP=XDifference
Sharpe ratioReturn per unit of total volatility

+11.86

Sortino ratioReturn per unit of downside risk

+37.25

Omega ratioGain probability vs. loss probability

8.35

1.01

+7.33

Calmar ratioReturn relative to maximum drawdown

114.58

0.12

+114.46

Martin ratioReturn relative to average drawdown

560.87

0.24

+560.64

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

The current IB01.L Sharpe Ratio is 11.93, which is higher than the GBP=X Sharpe Ratio of 0.07. 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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Drawdowns

IB01.L vs. GBP=X - Drawdown Comparison

The maximum IB01.L drawdown since its inception was -1.28%, 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

-1.28%

-3.56%

+2.28%

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

-1.12%

-0.81%

-0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-1.88%

Current Drawdown

Current decline from peak

0.00%

-1.53%

+1.53%

Average Drawdown

Average peak-to-trough decline

-0.23%

-1.15%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.31%

-0.30%

Volatility

IB01.L vs. GBP=X - Volatility Comparison

The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) is 0.08%, while USD/GBP (GBP=X) has a volatility of 0.27%. 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

0.08%

0.27%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

0.22%

0.67%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

0.95%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.54%

0.85%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.78%

1.29%

-0.51%

Frequently Asked Questions


IB01.L and GBP=X 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.

Portfolio Optimizer

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