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

IB01.L vs. PRULX

Last updated Jun 5, 2026

IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) and PRULX (T. Rowe Price U.S. Treasury Long Term Index Fund) are both Government Bonds funds. Over the past 5 years, IB01.L returned 3.39%/yr vs -5.46%/yr for PRULX. At a 0.12 correlation, their price movements are largely independent. IB01.L charges 0.07%/yr vs 0.29%/yr for PRULX.

Performance

IB01.L vs. PRULX - 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 T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IB01.L achieves a 1.45% return, which is significantly higher than PRULX's -0.90% 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*
—

PRULX

1D
-0.43%
1M
0.35%
YTD
-0.90%
6M
-0.91%
1Y
4.76%
3Y*
-0.24%
5Y*
-5.46%
10Y*
-0.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IB01.L vs. PRULX - 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%
PRULX
T. Rowe Price U.S. Treasury Long Term Index Fund		-0.90%6.69%-5.71%2.90%-30.45%-5.22%18.34%22.31%

Correlation

The correlation between IB01.L and PRULX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

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

0.13

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

0.14

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

0.12

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)

T. Rowe Price U.S. Treasury Long Term Index Fund

Often compared with IB01.L:
IB01.L vs. VDST.LIB01.L vs. IBTA.LIB01.L vs. BOXXIB01.L vs. FLOA.LIB01.L vs. ERNA.LIB01.L vs. XEON.DEIB01.L vs. VGSH
Often compared with PRULX:
PRULX vs. FXAIXPRULX vs. TBCIXPRULX vs. FNBGXPRULX vs. SCHQPRULX vs. FUAMXPRULX vs. FUMBXPRULX vs. SGINX

Return for Risk

IB01.L vs. PRULX — 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
PRULX
PRULX Risk / Return Rank: 99
Overall Rank
PRULX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PRULX Sortino Ratio Rank: 99
Sortino Ratio Rank
PRULX Omega Ratio Rank: 99
Omega Ratio Rank
PRULX Calmar Ratio Rank: 1010
Calmar Ratio Rank
PRULX Martin Ratio Rank: 99
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. PRULX - 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 T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX). 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.LPRULXDifference
Sharpe ratioReturn per unit of total volatility
11.94
0.71

+11.23

Sortino ratioReturn per unit of downside risk
36.96
1.07

+35.89

Omega ratioGain probability vs. loss probability

8.02

1.13

+6.89

Calmar ratioReturn relative to maximum drawdown

115.45

0.90

+114.55

Martin ratioReturn relative to average drawdown

569.86

2.41

+567.45

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IB01.L vs. PRULX - Sharpe Ratio Comparison

The current IB01.L Sharpe Ratio is 11.94, which is higher than the PRULX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of IB01.L and PRULX, 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.LPRULXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

11.94

0.71

+11.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

9.24

-0.38

+9.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

-0.04

—

Sharpe Ratio (All Time)

Calculated using the full available price history

3.79

0.45

+3.34

Drawdowns

IB01.L vs. PRULX - Drawdown Comparison

The maximum IB01.L drawdown since its inception was -0.91%, smaller than the maximum PRULX drawdown of -47.40%. Use the drawdown chart below to compare losses from any high point for IB01.L and PRULX.

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Drawdown Indicators

IB01.LPRULXDifference

Max Drawdown

Largest peak-to-trough decline

-0.91%

-47.40%

+46.49%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-7.35%

+7.32%

Max Drawdown (3Y)

Largest decline over 3 years

-0.09%

-17.64%

+17.55%

Max Drawdown (5Y)

Largest decline over 5 years

-0.29%

-42.35%

+42.06%

Max Drawdown (10Y)

Largest decline over 10 years

—

-47.40%

—

Current Drawdown

Current decline from peak

0.00%

-37.21%

+37.21%

Average Drawdown

Average peak-to-trough decline

-0.08%

-9.37%

+9.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

2.71%

-2.70%

Volatility

IB01.L vs. PRULX - Volatility Comparison

The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) is 0.10%, while T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) has a volatility of 2.74%. This indicates that IB01.L experiences smaller price fluctuations and is considered to be less risky than PRULX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IB01.LPRULXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

2.74%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

0.24%

6.47%

-6.23%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

9.29%

-8.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.37%

14.68%

-14.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.72%

13.98%

-13.26%

IB01.L vs. PRULX - Expense Ratio Comparison

IB01.L has a 0.07% expense ratio, which is lower than PRULX's 0.29% expense ratio.

Dividends

IB01.L vs. PRULX - Dividend Comparison

IB01.L has not paid dividends to shareholders, while PRULX's dividend yield for the trailing twelve months is around 5.33%.

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%
PRULX
T. Rowe Price U.S. Treasury Long Term Index Fund		5.33%5.21%4.88%3.84%2.07%1.72%20.34%16.60%2.62%2.48%4.65%5.09%

Frequently Asked Questions

IB01.L and PRULX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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