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

Performance

SLXX.L vs. CBS5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core £ Corp Bond UCITS ETF (SLXX.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

SLXX.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, SLXX.L achieves a -0.09% return, which is significantly lower than CBS5.L's 0.50% return.


SLXX.L

1D
0.21%
1M
1.02%
YTD
-0.09%
6M
0.31%
1Y
4.74%
3Y*
5.83%
5Y*
-0.77%
10Y*
1.80%

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)

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


2026 (YTD)2025202420232022
SLXX.L
iShares Core £ Corp Bond UCITS ETF
-0.09%6.50%1.60%8.54%-9.49%
CBS5.L
UBS ETF (LU) Bloomberg MSCI US Liquid Corporates 1-5 Year Sustainable UCITS ETF (USD) A-acc
0.50%-0.23%6.03%0.27%2.22%

Correlation

The correlation between SLXX.L and CBS5.L is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.20

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

-0.04

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

-0.07

The correlation between SLXX.L and CBS5.L shifts across timeframes, from -0.20 (1 year) to -0.04 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

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

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core £ Corp Bond UCITS ETF (SLXX.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.


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

-0.04

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.16

1.16

0.00

Calmar ratioReturn relative to maximum drawdown

1.11

1.18

-0.07

Martin ratioReturn relative to average drawdown

3.47

3.05

+0.41

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

The current SLXX.L Sharpe Ratio is 0.85, which is comparable to the CBS5.L Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SLXX.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


SLXX.LCBS5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.88

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.27

+0.17

Drawdowns

SLXX.L vs. CBS5.L - Drawdown Comparison

The maximum SLXX.L drawdown since its inception was -30.27%, which is greater than CBS5.L's maximum drawdown of -14.59%. Use the drawdown chart below to compare losses from any high point for SLXX.L and CBS5.L.


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Drawdown Indicators


SLXX.LCBS5.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.27%

-14.59%

-15.68%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-4.35%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-4.25%

-8.03%

+3.78%

Max Drawdown (5Y)

Largest decline over 5 years

-29.34%

Max Drawdown (10Y)

Largest decline over 10 years

-30.27%

Current Drawdown

Current decline from peak

-8.12%

-3.08%

-5.04%

Average Drawdown

Average peak-to-trough decline

-5.61%

-6.29%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

1.69%

-0.32%

Volatility

SLXX.L vs. CBS5.L - Volatility Comparison

iShares Core £ Corp Bond UCITS ETF (SLXX.L) has a higher volatility of 2.11% compared to UBS ETF (LU) Bloomberg MSCI US Liquid Corporates 1-5 Year Sustainable UCITS ETF (USD) A-acc (CBS5.L) at 1.56%. This indicates that SLXX.L's price experiences larger fluctuations and is considered to be riskier than CBS5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLXX.LCBS5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.11%

1.56%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

4.81%

4.28%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

5.59%

5.82%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.06%

7.94%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.08%

7.94%

+0.14%

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

Both SLXX.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

SLXX.L vs. CBS5.L - Dividend Comparison

SLXX.L's dividend yield for the trailing twelve months is around 4.93%, 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%
SLXX.L
iShares Core £ Corp Bond UCITS ETF
4.93%4.82%4.68%4.06%2.75%2.06%2.12%2.44%2.71%2.73%2.99%3.39%

Frequently Asked Questions


SLXX.L and CBS5.L have a correlation of -0.20, 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 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

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

SLXX.L tracks Markit iBoxx GBP Liquid Corporates Large Cap Index, while CBS5.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: iShares and UBS.

Portfolio Optimizer

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