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

Performance

IB01.L vs. TREI.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 Invesco US Treasury Bond 0-1 Year UCITS ETF (TREI.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IB01.L having a 1.83% return and TREI.L slightly lower at 1.77%.


IB01.L

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

TREI.L

1D
0.00%
1M
0.22%
6M
1.65%
YTD
1.77%
1Y
3.91%
3Y*
4.63%
5Y*
3.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IB01.L vs. TREI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
1.83%4.34%5.25%4.92%1.08%-0.85%0.82%
TREI.L
Invesco US Treasury Bond 0-1 Year UCITS ETF
1.77%4.31%5.17%4.98%0.53%-0.02%1.12%

Correlation

The correlation between IB01.L and TREI.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.35

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

0.41

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2020

0.39

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Return for Risk

IB01.L vs. TREI.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: 9999
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
Martin Ratio Rank

TREI.L
TREI.L Risk / Return Rank: 9999
Overall Rank
TREI.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TREI.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
TREI.L Omega Ratio Rank: 9999
Omega Ratio Rank
TREI.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
TREI.L Martin Ratio Rank: 9999
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. TREI.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 Invesco US Treasury Bond 0-1 Year UCITS ETF (TREI.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.

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.LTREI.LDifference
Sharpe ratioReturn per unit of total volatility

+5.36

Sortino ratioReturn per unit of downside risk

+26.45

Omega ratioGain probability vs. loss probability

8.35

4.71

+3.63

Calmar ratioReturn relative to maximum drawdown

114.58

13.21

+101.36

Martin ratioReturn relative to average drawdown

560.87

159.95

+400.92

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

The current IB01.L Sharpe Ratio is 11.93, which is higher than the TREI.L Sharpe Ratio of 6.57. The chart below compares the historical Sharpe Ratios of IB01.L and TREI.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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Drawdowns

IB01.L vs. TREI.L - Drawdown Comparison

The maximum IB01.L drawdown since its inception was -1.28%, which is greater than TREI.L's maximum drawdown of -0.68%. Use the drawdown chart below to compare losses from any high point for IB01.L and TREI.L.


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Drawdown Indicators


IB01.LTREI.LDifference

Max Drawdown

Largest peak-to-trough decline

-1.28%

-0.68%

-0.60%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-0.29%

+0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-0.09%

-0.29%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-1.12%

-0.67%

-0.45%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.23%

-0.06%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.02%

-0.01%

Volatility

IB01.L vs. TREI.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) is 0.08%, while Invesco US Treasury Bond 0-1 Year UCITS ETF (TREI.L) has a volatility of 0.10%. This indicates that IB01.L experiences smaller price fluctuations and is considered to be less risky than TREI.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.LTREI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

0.10%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

0.22%

0.50%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

0.59%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.54%

0.55%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.78%

0.56%

+0.22%

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

IB01.L has a 0.07% expense ratio, which is higher than TREI.L's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IB01.L vs. TREI.L - Dividend Comparison

IB01.L has not paid dividends to shareholders, while TREI.L's dividend yield for the trailing twelve months is around 3.92%.


PositionTTM202520242023202220212020
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%
TREI.L
Invesco US Treasury Bond 0-1 Year UCITS ETF
3.92%4.23%4.98%4.59%1.51%0.10%0.69%

Frequently Asked Questions


IB01.L and TREI.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TREI.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TREI.L is cheaper with a 0.06% expense ratio, compared with 0.07% for IB01.L.

IB01.L tracks ICE U.S. Treasury Short Bond Index, while TREI.L tracks Invesco US Treasury Bond 0-1 Year UCITS ETF. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for IB01.L and 0.06% for TREI.L.

Portfolio Optimizer

Find the right allocation for IB01.L and TREI.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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