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IGSD.L vs. CBS5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGSD.L vs. CBS5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) and UBS ETF (LU) Bloomberg MSCI US Liquid Corporates 1-5 Year Sustainable UCITS ETF (USD) A-acc (CBS5.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGSD.L is traded in GBP, while CBS5.L is traded in GBp. To make them comparable, the CBS5.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGSD.L achieves a 1.02% return, which is significantly higher than CBS5.L's 0.50% return.


IGSD.L

1D
0.21%
1M
1.09%
YTD
1.02%
6M
0.77%
1Y
5.80%
3Y*
3.32%
5Y*
4.01%
10Y*
3.88%

CBS5.L

1D
0.08%
1M
1.07%
YTD
0.50%
6M
0.10%
1Y
5.17%
3Y*
2.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSD.L vs. CBS5.L - Yearly Performance Comparison


Correlation

The correlation between IGSD.L and CBS5.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.93

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2022

0.92

The correlation between IGSD.L and CBS5.L has been stable across timeframes, ranging from 0.92 to 0.98 - a consistent structural relationship.

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Return for Risk

IGSD.L vs. CBS5.L — Risk / Return Rank

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

IGSD.L
IGSD.L Risk / Return Rank: 2727
Overall Rank
IGSD.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IGSD.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGSD.L Omega Ratio Rank: 2525
Omega Ratio Rank
IGSD.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
IGSD.L Martin Ratio Rank: 2727
Martin Ratio Rank

CBS5.L
CBS5.L Risk / Return Rank: 2525
Overall Rank
CBS5.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CBS5.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CBS5.L Omega Ratio Rank: 2424
Omega Ratio Rank
CBS5.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
CBS5.L Martin Ratio Rank: 2424
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.

IGSD.L vs. CBS5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) and UBS ETF (LU) Bloomberg MSCI US Liquid Corporates 1-5 Year Sustainable UCITS ETF (USD) A-acc (CBS5.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.


IGSD.LCBS5.LDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratioReturn relative to maximum drawdown

1.35

1.18

+0.17

Martin ratioReturn relative to average drawdown

3.70

3.05

+0.65

IGSD.L vs. CBS5.L - Sharpe Ratio Comparison

The current IGSD.L Sharpe Ratio is 0.95, which is comparable to the CBS5.L Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of IGSD.L and CBS5.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


IGSD.LCBS5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.88

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.27

+0.24

Drawdowns

IGSD.L vs. CBS5.L - Drawdown Comparison

The maximum IGSD.L drawdown since its inception was -14.83%, roughly equal to the maximum CBS5.L drawdown of -14.59%. Use the drawdown chart below to compare losses from any high point for IGSD.L and CBS5.L.


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Drawdown Indicators


IGSD.LCBS5.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.83%

-14.59%

-0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-4.15%

-4.35%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-8.18%

-8.03%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-14.83%

Max Drawdown (10Y)

Largest decline over 10 years

-14.83%

Current Drawdown

Current decline from peak

-2.28%

-3.08%

+0.80%

Average Drawdown

Average peak-to-trough decline

-5.17%

-6.29%

+1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.69%

-0.17%

Volatility

IGSD.L vs. CBS5.L - Volatility Comparison

iShares USD Short Duration Corporate Bond UCITS ETF (Dist) (IGSD.L) and UBS ETF (LU) Bloomberg MSCI US Liquid Corporates 1-5 Year Sustainable UCITS ETF (USD) A-acc (CBS5.L) have volatilities of 1.60% and 1.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGSD.LCBS5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

1.56%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.32%

4.28%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

5.91%

5.82%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.82%

7.94%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.13%

7.94%

+1.19%

IGSD.L vs. CBS5.L - Expense Ratio Comparison

Both IGSD.L and CBS5.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IGSD.L vs. CBS5.L - Dividend Comparison

IGSD.L's dividend yield for the trailing twelve months is around 5.06%, while CBS5.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CBS5.L
UBS ETF (LU) Bloomberg MSCI US Liquid Corporates 1-5 Year Sustainable UCITS ETF (USD) A-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%
IGSD.L
iShares USD Short Duration Corporate Bond UCITS ETF (Dist)
5.06%5.08%4.67%3.69%2.12%1.71%2.51%3.32%2.94%2.50%2.16%2.11%

Frequently Asked Questions


With a correlation of 0.98, IGSD.L and CBS5.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IGSD.L and CBS5.L have the same expense ratio: 0.20% per year.

IGSD.L tracks Bloomberg US Corp 1-3 Yr TR USD, while CBS5.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: BlackRock and UBS.

Portfolio Optimizer

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