IB01.L vs. SXRL.DE
IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) and SXRL.DE (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) are both Government Bonds funds from iShares - IB01.L tracks the ICE U.S. Treasury Short Bond Index while SXRL.DE tracks the ICE US Treasury 3-7 Year. Both are passively managed. Over the past 5 years, IB01.L returned 3.22%/yr vs 0.35%/yr for SXRL.DE. At a 0.20 correlation, their price movements are largely independent. Both charge a 0.07% expense ratio.
Performance
IB01.L vs. SXRL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IB01.L achieves a 1.53% return, which is significantly higher than SXRL.DE's -0.30% return.
IB01.L
- 1D
- 0.00%
- 1M
- 0.25%
- YTD
- 1.53%
- 6M
- 1.75%
- 1Y
- 3.93%
- 3Y*
- 4.72%
- 5Y*
- 3.22%
- 10Y*
- —
SXRL.DE
- 1D
- 0.26%
- 1M
- -0.00%
- YTD
- -0.30%
- 6M
- 0.13%
- 1Y
- 3.48%
- 3Y*
- 3.87%
- 5Y*
- 0.35%
- 10Y*
- 1.32%
IB01.L vs. SXRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 1.53% | 4.34% | 5.25% | 4.92% | 1.08% | -0.85% | 0.88% | 2.06% |
SXRL.DE iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | -0.30% | 7.42% | 1.92% | 4.32% | -9.33% | -2.32% | 6.98% | 5.15% |
Correlation
The correlation between IB01.L and SXRL.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2019 | 0.20 |
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Return for Risk
IB01.L vs. SXRL.DE — Risk / Return Rank
IB01.L
SXRL.DE
IB01.L vs. SXRL.DE - 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 USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE). 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.L | SXRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +10.80 | ||
| Sortino ratioReturn per unit of downside risk | +35.05 | ||
| Omega ratioGain probability vs. loss probability | 7.97 | 1.20 | +6.77 |
| Calmar ratioReturn relative to maximum drawdown | 114.57 | 1.30 | +113.27 |
| Martin ratioReturn relative to average drawdown | 566.04 | 3.83 | +562.21 |
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Drawdowns
IB01.L vs. SXRL.DE - Drawdown Comparison
The maximum IB01.L drawdown since its inception was -1.28%, smaller than the maximum SXRL.DE drawdown of -14.09%. Use the drawdown chart below to compare losses from any high point for IB01.L and SXRL.DE.
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Drawdown Indicators
| IB01.L | SXRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.28% | -14.09% | +12.81% |
Max Drawdown (1Y)Largest decline over 1 year | -0.03% | -2.43% | +2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -0.09% | -3.64% | +3.55% |
Max Drawdown (5Y)Largest decline over 5 years | -1.15% | -13.50% | +12.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.09% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -0.24% | -2.79% | +2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 0.83% | -0.82% |
Volatility
IB01.L vs. SXRL.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) is 0.10%, while iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) has a volatility of 1.18%. This indicates that IB01.L experiences smaller price fluctuations and is considered to be less risky than SXRL.DE 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 | SXRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.10% | 1.18% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 0.23% | 2.20% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.33% | 2.91% | -2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.54% | 4.68% | -4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.79% | 3.84% | -3.05% |
IB01.L vs. SXRL.DE - Expense Ratio Comparison
Both IB01.L and SXRL.DE 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. SXRL.DE - Dividend Comparison
Neither IB01.L nor SXRL.DE has paid dividends to shareholders.
Frequently Asked Questions
IB01.L and SXRL.DE have a correlation of 0.17, 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 SXRL.DE have the same expense ratio: 0.07% per year.
IB01.L tracks ICE U.S. Treasury Short Bond Index, while SXRL.DE tracks ICE US Treasury 3-7 Year.
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