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

Performance

IB01.L vs. ISF.L - 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 Core FTSE 100 UCITS ETF (Dist) (ISF.L). 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 ISF.L is traded in GBp. To make them comparable, the ISF.L 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 lower than ISF.L's 5.87% 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*

ISF.L

1D
0.30%
1M
0.89%
YTD
5.87%
6M
9.29%
1Y
20.17%
3Y*
17.84%
5Y*
10.71%
10Y*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IB01.L vs. ISF.L - 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%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
5.87%35.47%7.46%13.50%-6.37%16.61%-8.97%10.88%

Correlation

The correlation between IB01.L and ISF.L is 0.00, 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

0.00

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

0.06

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

0.05

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

0.02

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Return for Risk

IB01.L vs. ISF.L — 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

ISF.L
ISF.L Risk / Return Rank: 5656
Overall Rank
ISF.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 6262
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 4949
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. ISF.L - 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 Core FTSE 100 UCITS ETF (Dist) (ISF.L). 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.LISF.LDifference
Sharpe ratioReturn per unit of total volatility

+10.42

Sortino ratioReturn per unit of downside risk

+34.81

Omega ratioGain probability vs. loss probability

8.02

1.28

+6.74

Calmar ratioReturn relative to maximum drawdown

115.45

2.06

+113.39

Martin ratioReturn relative to average drawdown

569.86

7.04

+562.82

IB01.L vs. ISF.L - Sharpe Ratio Comparison

The current IB01.L Sharpe Ratio is 11.94, which is higher than the ISF.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of IB01.L and ISF.L, 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.LISF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

11.94

1.52

+10.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

9.24

0.65

+8.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

3.79

0.18

+3.61

Drawdowns

IB01.L vs. ISF.L - Drawdown Comparison

The maximum IB01.L drawdown since its inception was -0.91%, smaller than the maximum ISF.L drawdown of -63.42%. Use the drawdown chart below to compare losses from any high point for IB01.L and ISF.L.


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Drawdown Indicators


IB01.LISF.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.91%

-63.42%

+62.51%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-9.76%

+9.73%

Max Drawdown (3Y)

Largest decline over 3 years

-0.09%

-13.32%

+13.23%

Max Drawdown (5Y)

Largest decline over 5 years

-0.29%

-25.73%

+25.44%

Max Drawdown (10Y)

Largest decline over 10 years

-41.74%

Current Drawdown

Current decline from peak

0.00%

-4.31%

+4.31%

Average Drawdown

Average peak-to-trough decline

-0.08%

-14.50%

+14.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

2.86%

-2.85%

Volatility

IB01.L vs. ISF.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) is 0.10%, while iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) has a volatility of 4.90%. This indicates that IB01.L experiences smaller price fluctuations and is considered to be less risky than ISF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IB01.LISF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

4.90%

-4.80%

Volatility (6M)

Calculated over the trailing 6-month period

0.24%

11.16%

-10.92%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

13.25%

-12.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.37%

16.35%

-15.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.72%

18.16%

-17.44%

IB01.L vs. ISF.L - Expense Ratio Comparison

Both IB01.L and ISF.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IB01.L vs. ISF.L - Dividend Comparison

IB01.L has not paid dividends to shareholders, while ISF.L's dividend yield for the trailing twelve months is around 2.86%.


PositionTTM20252024202320222021202020192018201720162015
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%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
2.86%3.01%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%

Frequently Asked Questions


IB01.L and ISF.L have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IB01.L and ISF.L have the same expense ratio: 0.07% per year.

IB01.L is categorized as Government Bonds, while ISF.L is Europe Equities. IB01.L tracks ICE U.S. Treasury Short Bond Index, while ISF.L tracks FTSE AllSh TR GBP.

Portfolio Optimizer

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