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ICBU.L vs. FLO5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICBU.L vs. FLO5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Intermediate Credit Bond UCITS ETF (ICBU.L) and iShares USD Floating Rate Bond UCITS ETF (FLO5.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ICBU.L is traded in USD, while FLO5.L is traded in GBp. To make them comparable, the FLO5.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ICBU.L achieves a 0.45% return, which is significantly higher than FLO5.L's -0.29% return.


ICBU.L

1D
0.20%
1M
0.20%
YTD
0.45%
6M
0.86%
1Y
4.93%
3Y*
5.47%
5Y*
1.73%
10Y*

FLO5.L

1D
0.08%
1M
-1.59%
YTD
-0.29%
6M
0.18%
1Y
0.29%
3Y*
0.14%
5Y*
0.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICBU.L vs. FLO5.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICBU.L
iShares USD Intermediate Credit Bond UCITS ETF
0.45%7.60%4.08%6.74%-9.04%-1.35%6.50%9.92%-0.45%-0.10%
FLO5.L
iShares USD Floating Rate Bond UCITS ETF
-0.29%0.21%0.18%0.48%-0.05%0.24%-1.24%1.85%-0.99%-0.02%

Correlation

The correlation between ICBU.L and FLO5.L is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

-0.09

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

-0.08

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

-0.04

The correlation between ICBU.L and FLO5.L shifts across timeframes, from -0.17 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ICBU.L vs. FLO5.L — Risk / Return Rank

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

ICBU.L
ICBU.L Risk / Return Rank: 4949
Overall Rank
ICBU.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ICBU.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
ICBU.L Omega Ratio Rank: 5151
Omega Ratio Rank
ICBU.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
ICBU.L Martin Ratio Rank: 5151
Martin Ratio Rank

FLO5.L
FLO5.L Risk / Return Rank: 1111
Overall Rank
FLO5.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FLO5.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
FLO5.L Omega Ratio Rank: 1111
Omega Ratio Rank
FLO5.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
FLO5.L Martin Ratio Rank: 1111
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.

ICBU.L vs. FLO5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Intermediate Credit Bond UCITS ETF (ICBU.L) and iShares USD Floating Rate Bond UCITS ETF (FLO5.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.


ICBU.LFLO5.LDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+2.30

Omega ratioGain probability vs. loss probability

1.31

1.02

+0.30

Calmar ratioReturn relative to maximum drawdown

2.29

0.11

+2.18

Martin ratioReturn relative to average drawdown

8.55

0.22

+8.33

ICBU.L vs. FLO5.L - Sharpe Ratio Comparison

The current ICBU.L Sharpe Ratio is 1.62, which is higher than the FLO5.L Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of ICBU.L and FLO5.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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Sharpe Ratios by Period


ICBU.LFLO5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.05

+1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.03

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.01

+0.60

Drawdowns

ICBU.L vs. FLO5.L - Drawdown Comparison

The maximum ICBU.L drawdown since its inception was -13.92%, smaller than the maximum FLO5.L drawdown of -15.60%. Use the drawdown chart below to compare losses from any high point for ICBU.L and FLO5.L.


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Drawdown Indicators


ICBU.LFLO5.LDifference

Max Drawdown

Largest peak-to-trough decline

-13.92%

-15.60%

+1.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.14%

-2.65%

+0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-3.24%

-3.58%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-13.92%

-3.58%

-10.34%

Current Drawdown

Current decline from peak

-0.67%

-2.80%

+2.13%

Average Drawdown

Average peak-to-trough decline

-2.78%

-1.78%

-1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

1.28%

-0.71%

Volatility

ICBU.L vs. FLO5.L - Volatility Comparison

The current volatility for iShares USD Intermediate Credit Bond UCITS ETF (ICBU.L) is 1.35%, while iShares USD Floating Rate Bond UCITS ETF (FLO5.L) has a volatility of 2.40%. This indicates that ICBU.L experiences smaller price fluctuations and is considered to be less risky than FLO5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICBU.LFLO5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

2.40%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.46%

4.02%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

3.03%

5.25%

-2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

5.78%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

6.24%

-1.82%

ICBU.L vs. FLO5.L - Expense Ratio Comparison

ICBU.L has a 0.15% expense ratio, which is higher than FLO5.L's 0.10% 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

ICBU.L vs. FLO5.L - Dividend Comparison

ICBU.L's dividend yield for the trailing twelve months is around 5.54%, more than FLO5.L's 0.05% yield.


PositionTTM202520242023202220212020201920182017
FLO5.L
iShares USD Floating Rate Bond UCITS ETF
0.05%0.05%0.06%0.06%0.01%0.01%0.02%0.03%0.02%0.00%
ICBU.L
iShares USD Intermediate Credit Bond UCITS ETF
5.54%4.21%3.78%2.77%1.93%1.93%2.78%2.93%2.65%0.44%

Frequently Asked Questions


ICBU.L and FLO5.L 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.

On fees, FLO5.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLO5.L is cheaper with a 0.10% expense ratio, compared with 0.15% for ICBU.L.

Both ETFs track Bloomberg US Corp Bond TR USD. Their fees differ too: 0.15% for ICBU.L and 0.10% for FLO5.L.

Portfolio Optimizer

Find the right allocation for ICBU.L and FLO5.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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