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

IB01.L vs. WFSPX

Last updated Jun 14, 2026

IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) and WFSPX (iShares S&P 500 Index Fund) are both funds - IB01.L is a Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index, while WFSPX is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, IB01.L returned 3.22%/yr vs 13.30%/yr for WFSPX. At a correlation of -0.01, they often move in opposite directions. IB01.L charges 0.07%/yr vs 0.03%/yr for WFSPX.

Performance

IB01.L vs. WFSPX - 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 S&P 500 Index Fund (WFSPX). 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 1.53% return, which is significantly lower than WFSPX's 8.57% 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*
—

WFSPX

1D
1.75%
1M
-0.09%
YTD
8.57%
6M
8.91%
1Y
25.13%
3Y*
21.02%
5Y*
13.30%
10Y*
15.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IB01.L vs. WFSPX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
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%
WFSPX
iShares S&P 500 Index Fund		8.57%17.83%24.94%26.25%-18.14%28.63%18.43%18.24%

Correlation

The correlation between IB01.L and WFSPX is -0.01, 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

-0.01

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

-0.04

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

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

iShares S&P 500 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 WFSPX:
WFSPX vs. JLGMXWFSPX vs. VOOWFSPX vs. FSPGXWFSPX vs. FXAIXWFSPX vs. BRMKXWFSPX vs. IVVWFSPX vs. APGYX

Return for Risk

IB01.L vs. WFSPX — 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: 9999
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
WFSPX
WFSPX Risk / Return Rank: 7272
Overall Rank
WFSPX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 6767
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 6868
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 7373
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 8383
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. WFSPX - 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 S&P 500 Index Fund (WFSPX). 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.LWFSPXDifference
Sharpe ratioReturn per unit of total volatility
11.90
1.97

+9.93

Sortino ratioReturn per unit of downside risk
36.72
2.67

+34.05

Omega ratioGain probability vs. loss probability

7.97

1.36

+6.62

Calmar ratioReturn relative to maximum drawdown

114.57

2.73

+111.84

Martin ratioReturn relative to average drawdown

566.04

12.42

+553.62

IB01.L vs. WFSPX - Sharpe Ratio Comparison

The current IB01.L Sharpe Ratio is 11.90, which is higher than the WFSPX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of IB01.L and WFSPX, 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. WFSPX - Drawdown Comparison

The maximum IB01.L drawdown since its inception was -1.28%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for IB01.L and WFSPX.

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Drawdown Indicators

IB01.LWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-1.28%

-58.21%

+56.93%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-8.90%

+8.87%

Max Drawdown (3Y)

Largest decline over 3 years

-0.09%

-18.74%

+18.65%

Max Drawdown (5Y)

Largest decline over 5 years

-1.15%

-24.51%

+23.36%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.74%

—

Current Drawdown

Current decline from peak

0.00%

-2.79%

+2.79%

Average Drawdown

Average peak-to-trough decline

-0.24%

-12.76%

+12.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.95%

-1.94%

Volatility

IB01.L vs. WFSPX - Volatility Comparison

The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) is 0.10%, while iShares S&P 500 Index Fund (WFSPX) has a volatility of 4.43%. This indicates that IB01.L experiences smaller price fluctuations and is considered to be less risky than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IB01.LWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

4.43%

-4.33%

Volatility (6M)

Calculated over the trailing 6-month period

0.23%

9.70%

-9.47%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

12.36%

-12.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.54%

16.95%

-16.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.79%

18.05%

-17.26%

IB01.L vs. WFSPX - Expense Ratio Comparison

IB01.L has a 0.07% expense ratio, which is higher than WFSPX's 0.03% 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. WFSPX - Dividend Comparison

IB01.L has not paid dividends to shareholders, while WFSPX's dividend yield for the trailing twelve months is around 1.61%.

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%
WFSPX
iShares S&P 500 Index Fund		1.61%1.72%1.41%1.50%2.02%1.82%1.66%1.99%2.00%1.62%2.37%2.49%

Frequently Asked Questions

IB01.L and WFSPX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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