PortfoliosLab logoPortfoliosLab logo
IBTL vs. CNX1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTL vs. CNX1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2031 Term Treasury ETF (IBTL) and iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IBTL is traded in USD, while CNX1.L is traded in GBp. To make them comparable, the CNX1.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBTL achieves a -0.07% return, which is significantly lower than CNX1.L's 19.16% return.


IBTL

1D
0.15%
1M
0.89%
YTD
-0.07%
6M
-0.06%
1Y
4.05%
3Y*
3.11%
5Y*
10Y*

CNX1.L

1D
-0.63%
1M
3.57%
YTD
19.16%
6M
21.17%
1Y
38.34%
3Y*
26.34%
5Y*
16.82%
10Y*
21.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTL vs. CNX1.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBTL
iShares iBonds Dec 2031 Term Treasury ETF
-0.07%7.85%0.36%3.60%-15.60%-1.22%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
19.16%19.98%26.37%55.50%-33.49%7.01%

Correlation

The correlation between IBTL and CNX1.L is 0.10, 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

0.10

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

0.10

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2021

0.09

Compare stocks, funds, or ETFs

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


Return for Risk

IBTL vs. CNX1.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IBTL
IBTL Risk / Return Rank: 3131
Overall Rank
IBTL Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IBTL Sortino Ratio Rank: 3434
Sortino Ratio Rank
IBTL Omega Ratio Rank: 3131
Omega Ratio Rank
IBTL Calmar Ratio Rank: 2929
Calmar Ratio Rank
IBTL Martin Ratio Rank: 2828
Martin Ratio Rank

CNX1.L
CNX1.L Risk / Return Rank: 7676
Overall Rank
CNX1.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CNX1.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
CNX1.L Omega Ratio Rank: 8080
Omega Ratio Rank
CNX1.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
CNX1.L Martin Ratio Rank: 6161
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.

IBTL vs. CNX1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2031 Term Treasury ETF (IBTL) and iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.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.


IBTLCNX1.LDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.45

Omega ratioGain probability vs. loss probability

1.21

1.40

-0.20

Calmar ratioReturn relative to maximum drawdown

1.44

3.47

-2.04

Martin ratioReturn relative to average drawdown

3.90

12.38

-8.48

IBTL vs. CNX1.L - Sharpe Ratio Comparison

The current IBTL Sharpe Ratio is 1.17, which is lower than the CNX1.L Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of IBTL and CNX1.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.


Loading charts...

Drawdowns

IBTL vs. CNX1.L - Drawdown Comparison

The maximum IBTL drawdown since its inception was -20.93%, smaller than the maximum CNX1.L drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for IBTL and CNX1.L.


Loading charts...

Drawdown Indicators


IBTLCNX1.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.93%

-35.21%

+14.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-10.99%

+8.16%

Max Drawdown (3Y)

Largest decline over 3 years

-7.38%

-23.11%

+15.73%

Max Drawdown (5Y)

Largest decline over 5 years

-35.21%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

Current Drawdown

Current decline from peak

-6.88%

-1.10%

-5.78%

Average Drawdown

Average peak-to-trough decline

-11.42%

-5.49%

-5.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

3.09%

-2.05%

Volatility

IBTL vs. CNX1.L - Volatility Comparison

The current volatility for iShares iBonds Dec 2031 Term Treasury ETF (IBTL) is 0.96%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) has a volatility of 6.29%. This indicates that IBTL experiences smaller price fluctuations and is considered to be less risky than CNX1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IBTLCNX1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

6.29%

-5.33%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

12.36%

-9.94%

Volatility (1Y)

Calculated over the trailing 1-year period

3.49%

16.18%

-12.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.43%

31.49%

-24.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.43%

26.08%

-18.65%

IBTL vs. CNX1.L - Expense Ratio Comparison

IBTL has a 0.07% expense ratio, which is lower than CNX1.L's 0.36% expense ratio.


Dividends

IBTL vs. CNX1.L - Dividend Comparison

IBTL's dividend yield for the trailing twelve months is around 3.96%, while CNX1.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
IBTL
iShares iBonds Dec 2031 Term Treasury ETF
3.96%3.93%4.07%3.04%2.36%0.70%

Frequently Asked Questions


IBTL and CNX1.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBTL is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTL is cheaper with a 0.07% expense ratio, compared with 0.36% for CNX1.L.

IBTL is categorized as Government Bonds, while CNX1.L is Nasdaq-100. IBTL tracks ICE 2031 Maturity US Treasury Index, while CNX1.L tracks NASDAQ-100 Index. Their fees differ too: 0.07% for IBTL and 0.36% for CNX1.L.

Portfolio Optimizer

Find the right allocation for IBTL and CNX1.L

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

Open Portfolio Optimizer