PQTSX vs. CU71.L
Compare and contrast key facts about PGIM TIPS Fund (PQTSX) and iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L).
PQTSX is managed by PGIM. It was launched on Nov 14, 2016. CU71.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jun 3, 2009.
Performance
PQTSX vs. CU71.L - Performance Comparison
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PQTSX vs. CU71.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PQTSX PGIM TIPS Fund | 0.12% | 6.58% | 1.74% | 2.34% | -13.56% | 7.91% | 10.20% | 8.19% | -1.64% | 0.92% |
CU71.L iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | 0.02% | 7.47% | 2.04% | 3.77% | -9.39% | -2.00% | 6.49% | 6.88% | 0.97% | 1.31% |
Different Trading Currencies
PQTSX is traded in USD, while CU71.L is traded in GBp. To make them comparable, the CU71.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, PQTSX achieves a 0.12% return, which is significantly higher than CU71.L's 0.02% return.
PQTSX
- 1D
- 0.60%
- 1M
- -1.64%
- YTD
- 0.12%
- 6M
- 0.04%
- 1Y
- 2.55%
- 3Y*
- 2.37%
- 5Y*
- 1.01%
- 10Y*
- —
CU71.L
- 1D
- 0.31%
- 1M
- -1.40%
- YTD
- 0.02%
- 6M
- 1.19%
- 1Y
- 4.39%
- 3Y*
- 3.86%
- 5Y*
- 0.62%
- 10Y*
- 1.42%
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PQTSX vs. CU71.L - Expense Ratio Comparison
PQTSX has a 0.39% expense ratio, which is higher than CU71.L's 0.07% expense ratio.
Return for Risk
PQTSX vs. CU71.L — Risk / Return Rank
PQTSX
CU71.L
PQTSX vs. CU71.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM TIPS Fund (PQTSX) and iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.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.
| PQTSX | CU71.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.86 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.30 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.15 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.71 | -0.20 |
Martin ratioReturn relative to average drawdown | 4.50 | 5.63 | -1.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PQTSX | CU71.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.86 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.10 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.23 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.26 | +0.13 |
Correlation
The correlation between PQTSX and CU71.L is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PQTSX vs. CU71.L - Dividend Comparison
PQTSX's dividend yield for the trailing twelve months is around 3.84%, while CU71.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PQTSX PGIM TIPS Fund | 3.84% | 4.95% | 4.39% | 3.25% | 6.51% | 9.54% | 2.60% | 2.48% | 3.26% | 1.11% |
CU71.L iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PQTSX vs. CU71.L - Drawdown Comparison
The maximum PQTSX drawdown since its inception was -16.40%, which is greater than CU71.L's maximum drawdown of -14.89%. Use the drawdown chart below to compare losses from any high point for PQTSX and CU71.L.
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Drawdown Indicators
| PQTSX | CU71.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.40% | -20.50% | +4.10% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -6.49% | +3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -16.40% | -15.69% | -0.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.50% | — |
Current DrawdownCurrent decline from peak | -4.31% | -11.51% | +7.20% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -10.07% | +5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 3.67% | -2.72% |
Volatility
PQTSX vs. CU71.L - Volatility Comparison
The current volatility for PGIM TIPS Fund (PQTSX) is 1.43%, while iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) has a volatility of 1.74%. This indicates that PQTSX experiences smaller price fluctuations and is considered to be less risky than CU71.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PQTSX | CU71.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 1.74% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 2.39% | 3.25% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.42% | 5.08% | -0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.32% | 6.41% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.69% | 6.07% | -0.38% |