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IDBT.L vs. CSP1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDBT.L vs. CSP1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF (IDBT.L) and iShares Core S&P 500 UCITS ETF (CSP1.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDBT.L is traded in USD, while CSP1.L is traded in GBp. To make them comparable, the CSP1.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDBT.L achieves a 0.76% return, which is significantly lower than CSP1.L's 10.64% return. Over the past 10 years, IDBT.L has underperformed CSP1.L with an annualized return of 1.76%, while CSP1.L has yielded a comparatively higher 15.00% annualized return.


IDBT.L

1D
0.00%
1M
0.15%
6M
0.76%
YTD
0.76%
1Y
3.38%
3Y*
4.30%
5Y*
1.93%
10Y*
1.76%

CSP1.L

1D
0.64%
1M
0.52%
6M
10.36%
YTD
10.64%
1Y
22.24%
3Y*
20.23%
5Y*
13.16%
10Y*
15.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDBT.L vs. CSP1.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDBT.L
iShares $ Treasury Bond 1-3yr UCITS ETF
0.76%5.28%4.03%4.16%-3.71%-0.64%3.13%3.67%1.34%0.33%
CSP1.L
iShares Core S&P 500 UCITS ETF
10.64%17.63%25.22%26.11%-18.77%29.88%17.14%31.49%-5.65%21.38%

Correlation

The correlation between IDBT.L and CSP1.L is 0.08, 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

0.08

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

0.01

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

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.11

Correlation (All Time)
Calculated using the full available price history since May 19, 2010

-0.14

The correlation between IDBT.L and CSP1.L shifts across timeframes, from -0.14 (all time) to 0.08 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IDBT.L vs. CSP1.L — Risk / Return Rank

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

IDBT.L
IDBT.L Risk / Return Rank: 9292
Overall Rank
IDBT.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IDBT.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
IDBT.L Omega Ratio Rank: 9494
Omega Ratio Rank
IDBT.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IDBT.L Martin Ratio Rank: 9191
Martin Ratio Rank

CSP1.L
CSP1.L Risk / Return Rank: 7272
Overall Rank
CSP1.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CSP1.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
CSP1.L Omega Ratio Rank: 7373
Omega Ratio Rank
CSP1.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
CSP1.L Martin Ratio Rank: 7171
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.

IDBT.L vs. CSP1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF (IDBT.L) and iShares Core S&P 500 UCITS ETF (CSP1.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.


IDBT.LCSP1.LDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.52

1.33

+0.19

Calmar ratioReturn relative to maximum drawdown

4.37

2.55

+1.82

Martin ratioReturn relative to average drawdown

16.88

10.42

+6.46

IDBT.L vs. CSP1.L - Sharpe Ratio Comparison

The current IDBT.L Sharpe Ratio is 2.63, which is higher than the CSP1.L Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of IDBT.L and CSP1.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

IDBT.L vs. CSP1.L - Drawdown Comparison

The maximum IDBT.L drawdown since its inception was -5.66%, smaller than the maximum CSP1.L drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for IDBT.L and CSP1.L.


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Drawdown Indicators


IDBT.LCSP1.LDifference

Max Drawdown

Largest peak-to-trough decline

-5.66%

-33.51%

+27.85%

Max Drawdown (1Y)

Largest decline over 1 year

-0.72%

-8.68%

+7.96%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-19.33%

+18.36%

Max Drawdown (5Y)

Largest decline over 5 years

-5.66%

-25.16%

+19.50%

Max Drawdown (10Y)

Largest decline over 10 years

-5.66%

-33.51%

+27.85%

Current Drawdown

Current decline from peak

0.00%

-0.22%

+0.22%

Average Drawdown

Average peak-to-trough decline

-0.56%

-4.07%

+3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.19%

2.13%

-1.94%

Volatility

IDBT.L vs. CSP1.L - Volatility Comparison

The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF (IDBT.L) is 0.39%, while iShares Core S&P 500 UCITS ETF (CSP1.L) has a volatility of 3.12%. This indicates that IDBT.L experiences smaller price fluctuations and is considered to be less risky than CSP1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDBT.LCSP1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.39%

3.12%

-2.73%

Volatility (6M)

Calculated over the trailing 6-month period

0.92%

8.66%

-7.74%

Volatility (1Y)

Calculated over the trailing 1-year period

1.21%

11.64%

-10.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.99%

20.99%

-19.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.77%

18.84%

-17.07%

IDBT.L vs. CSP1.L - Expense Ratio Comparison

Both IDBT.L and CSP1.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IDBT.L vs. CSP1.L - Dividend Comparison

IDBT.L's dividend yield for the trailing twelve months is around 3.99%, while CSP1.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CSP1.L
iShares Core S&P 500 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDBT.L
iShares $ Treasury Bond 1-3yr UCITS ETF
3.99%4.15%4.25%2.97%0.74%0.63%1.71%2.31%1.57%0.96%0.74%0.51%

Frequently Asked Questions


IDBT.L and CSP1.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IDBT.L and CSP1.L have the same expense ratio: 0.07% per year.

IDBT.L is categorized as Government Bonds, while CSP1.L is S&P 500. IDBT.L tracks iShares $ Treasury Bond 1-3yr UCITS ETF, while CSP1.L tracks S&P 500 Index.

Portfolio Optimizer

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