IBTU.L vs. CSCO
Compare and contrast key facts about iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) and Cisco Systems, Inc. (CSCO).
IBTU.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Feb 20, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBTU.L or CSCO.
Key characteristics
| IBTU.L | CSCO | |
|---|---|---|
| YTD Return | 4.49% | 19.83% |
| 1Y Return | 5.35% | 15.11% |
| 3Y Return (Ann) | 3.50% | 4.26% |
| 5Y Return (Ann) | 2.32% | 7.19% |
| Sharpe Ratio | 11.62 | 0.80 |
| Sortino Ratio | 30.43 | 1.15 |
| Omega Ratio | 7.08 | 1.18 |
| Calmar Ratio | 67.80 | 0.69 |
| Martin Ratio | 461.69 | 2.19 |
| Ulcer Index | 0.01% | 7.49% |
| Daily Std Dev | 0.46% | 20.44% |
| Max Drawdown | -0.62% | -89.26% |
| Current Drawdown | -0.02% | 0.00% |
Correlation
The correlation between IBTU.L and CSCO is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
IBTU.L vs. CSCO - Performance Comparison
In the year-to-date period, IBTU.L achieves a 4.49% return, which is significantly lower than CSCO's 19.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IBTU.L vs. CSCO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) and Cisco Systems, Inc. (CSCO). 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.
Dividends
IBTU.L vs. CSCO - Dividend Comparison
IBTU.L's dividend yield for the trailing twelve months is around 6.87%, more than CSCO's 2.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBTU.L iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) | 6.87% | 3.99% | 0.44% | 0.10% | 1.28% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSCO Cisco Systems, Inc. | 2.71% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
Drawdowns
IBTU.L vs. CSCO - Drawdown Comparison
The maximum IBTU.L drawdown since its inception was -0.62%, smaller than the maximum CSCO drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for IBTU.L and CSCO. For additional features, visit the drawdowns tool.
Volatility
IBTU.L vs. CSCO - Volatility Comparison
The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) (IBTU.L) is 0.20%, while Cisco Systems, Inc. (CSCO) has a volatility of 5.79%. This indicates that IBTU.L experiences smaller price fluctuations and is considered to be less risky than CSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.