IDUS.L vs. IB01.L
IDUS.L (iShares Core S&P 500 UCITS ETF USD Distributing) and IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) are both exchange-traded funds - IDUS.L is a S&P 500 fund tracking the S&P 500, while IB01.L is a Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index. Both are passively managed. Over the past 5 years, IDUS.L returned 13.71%/yr vs 3.39%/yr for IB01.L. At a 0.02 correlation, their price movements are largely independent. Both charge a 0.07% expense ratio.
Performance
IDUS.L vs. IB01.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IDUS.L achieves a 10.32% return, which is significantly higher than IB01.L's 1.45% return.
IDUS.L
- 1D
- 0.00%
- 1M
- 4.47%
- YTD
- 10.32%
- 6M
- 11.13%
- 1Y
- 27.84%
- 3Y*
- 22.16%
- 5Y*
- 13.71%
- 10Y*
- 15.19%
IB01.L
- 1D
- 0.03%
- 1M
- 0.28%
- YTD
- 1.45%
- 6M
- 1.75%
- 1Y
- 3.98%
- 3Y*
- 4.73%
- 5Y*
- 3.39%
- 10Y*
- —
IDUS.L vs. IB01.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IDUS.L iShares Core S&P 500 UCITS ETF USD Distributing | 10.32% | 17.36% | 25.31% | 26.75% | -18.68% | 29.32% | 17.63% | 17.03% |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 1.45% | 4.34% | 5.25% | 4.92% | 1.08% | 0.00% | 0.88% | 2.01% |
Correlation
The correlation between IDUS.L and IB01.L is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2019 | 0.02 |
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
IDUS.L vs. IB01.L — Risk / Return Rank
IDUS.L
IB01.L
IDUS.L vs. IB01.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.
| IDUS.L | IB01.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -9.57 | ||
| Sortino ratioReturn per unit of downside risk | -33.49 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 8.02 | -6.59 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 115.45 | -112.06 |
| Martin ratioReturn relative to average drawdown | 14.66 | 569.86 | -555.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IDUS.L | IB01.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.37 | 11.94 | -9.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 9.24 | -8.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 3.79 | -3.18 |
Drawdowns
IDUS.L vs. IB01.L - Drawdown Comparison
The maximum IDUS.L drawdown since its inception was -55.48%, which is greater than IB01.L's maximum drawdown of -0.91%. Use the drawdown chart below to compare losses from any high point for IDUS.L and IB01.L.
Loading charts...
Drawdown Indicators
| IDUS.L | IB01.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.48% | -0.91% | -54.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -0.03% | -8.14% |
Max Drawdown (3Y)Largest decline over 3 years | -18.48% | -0.09% | -18.39% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -0.29% | -24.09% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | — | — |
Current DrawdownCurrent decline from peak | -0.57% | 0.00% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -0.08% | -8.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 0.01% | +1.89% |
Volatility
IDUS.L vs. IB01.L - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD Distributing (IDUS.L) has a higher volatility of 3.20% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 0.10%. This indicates that IDUS.L's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IDUS.L | IB01.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 0.10% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.57% | 0.24% | +8.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.69% | 0.33% | +11.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 0.37% | +15.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 0.72% | +15.60% |
IDUS.L vs. IB01.L - Expense Ratio Comparison
Both IDUS.L and IB01.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
IDUS.L vs. IB01.L - Dividend Comparison
IDUS.L's dividend yield for the trailing twelve months is around 0.86%, while IB01.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDUS.L iShares Core S&P 500 UCITS ETF USD Distributing | 0.86% | 0.92% | 1.02% | 1.22% | 1.44% | 1.03% | 1.32% | 1.49% | 1.74% | 1.44% | 1.42% | 1.55% |
Frequently Asked Questions
IDUS.L and IB01.L have a correlation of 0.01, 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.
IDUS.L and IB01.L have the same expense ratio: 0.07% per year.
IDUS.L is categorized as S&P 500, while IB01.L is Government Bonds. IDUS.L tracks S&P 500, while IB01.L tracks ICE U.S. Treasury Short Bond Index.
Find the right allocation for IDUS.L and IB01.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