IDBT.L vs. CSP1.L
IDBT.L (iShares $ Treasury Bond 1-3yr UCITS ETF) and CSP1.L (iShares Core S&P 500 UCITS ETF) are both exchange-traded funds - IDBT.L is a Government Bonds fund tracking the iShares $ Treasury Bond 1-3yr UCITS ETF, while CSP1.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IDBT.L returned 1.76%/yr vs 15.00%/yr for CSP1.L. At a correlation of -0.14, they often move in opposite directions. Both charge a 0.07% expense ratio.
Performance
IDBT.L vs. CSP1.L - Performance Comparison
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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%
IDBT.L vs. CSP1.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IDBT.L
CSP1.L
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.L | CSP1.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | CSP1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.22% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -0.56% | -4.07% | +3.51% |
Ulcer IndexDepth 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.L | CSP1.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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