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ISF.L vs. IB01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISF.L vs. IB01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISF.L is traded in GBp, while IB01.L is traded in USD. To make them comparable, the IB01.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISF.L achieves a 6.13% return, which is significantly higher than IB01.L's 1.79% return.


ISF.L

1D
0.26%
1M
1.75%
YTD
6.13%
6M
8.49%
1Y
21.32%
3Y*
14.88%
5Y*
11.88%
10Y*
9.12%

IB01.L

1D
0.00%
1M
1.13%
YTD
1.79%
6M
0.98%
1Y
4.92%
3Y*
2.08%
5Y*
4.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISF.L vs. IB01.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
6.13%25.97%9.28%7.81%4.83%17.68%-11.67%9.23%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
1.86%-3.10%7.09%-0.32%13.10%0.95%-2.08%0.41%

Correlation

The correlation between ISF.L and IB01.L is -0.07, 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

-0.07

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

-0.05

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2019

-0.06

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Return for Risk

ISF.L vs. IB01.L — Risk / Return Rank

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

ISF.L
ISF.L Risk / Return Rank: 5656
Overall Rank
ISF.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 6262
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 4949
Martin Ratio Rank

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 100100
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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.

ISF.L vs. IB01.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.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.


ISF.LIB01.LDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.68

Omega ratioGain probability vs. loss probability

1.37

1.13

+0.24

Calmar ratioReturn relative to maximum drawdown

2.41

0.95

+1.46

Martin ratioReturn relative to average drawdown

8.18

2.58

+5.60

ISF.L vs. IB01.L - Sharpe Ratio Comparison

The current ISF.L Sharpe Ratio is 1.98, which is higher than the IB01.L Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of ISF.L and IB01.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


ISF.LIB01.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

0.74

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.53

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.26

-0.10

Drawdowns

ISF.L vs. IB01.L - Drawdown Comparison

The maximum ISF.L drawdown since its inception was -68.24%, which is greater than IB01.L's maximum drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for ISF.L and IB01.L.


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Drawdown Indicators


ISF.LIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-68.24%

-19.26%

-48.98%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-5.16%

-3.66%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-9.81%

-2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-15.94%

+3.25%

Max Drawdown (10Y)

Largest decline over 10 years

-34.13%

Current Drawdown

Current decline from peak

-3.90%

-6.11%

+2.21%

Average Drawdown

Average peak-to-trough decline

-21.87%

-9.35%

-12.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

1.90%

+0.70%

Volatility

ISF.L vs. IB01.L - Volatility Comparison

iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) has a higher volatility of 3.85% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 1.81%. This indicates that ISF.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.


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Volatility by Period


ISF.LIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

1.81%

+2.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

4.97%

+4.34%

Volatility (1Y)

Calculated over the trailing 1-year period

10.73%

6.60%

+4.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.56%

8.47%

+4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

8.81%

+6.03%

ISF.L vs. IB01.L - Expense Ratio Comparison

Both ISF.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

ISF.L vs. IB01.L - Dividend Comparison

ISF.L's dividend yield for the trailing twelve months is around 2.86%, while IB01.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
2.86%3.01%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%

Frequently Asked Questions


ISF.L and IB01.L have a correlation of -0.07, 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.

ISF.L and IB01.L have the same expense ratio: 0.07% per year.

ISF.L is categorized as Europe Equities, while IB01.L is Government Bonds. ISF.L tracks FTSE AllSh TR GBP, while IB01.L tracks ICE U.S. Treasury Short Bond Index.

Portfolio Optimizer

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