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SXRL.DE vs. CBU0.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SXRL.DE and CBU0.DE is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

SXRL.DE vs. CBU0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) and iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE). The values are adjusted to include any dividend payments, if applicable.

-2.00%-1.00%0.00%1.00%SeptemberOctoberNovemberDecember2025February
-0.98%
0.37%
SXRL.DE
CBU0.DE

Key characteristics

Sharpe Ratio

SXRL.DE:

0.99

CBU0.DE:

0.78

Sortino Ratio

SXRL.DE:

1.47

CBU0.DE:

1.14

Omega Ratio

SXRL.DE:

1.18

CBU0.DE:

1.13

Calmar Ratio

SXRL.DE:

0.38

CBU0.DE:

1.05

Martin Ratio

SXRL.DE:

2.38

CBU0.DE:

2.86

Ulcer Index

SXRL.DE:

1.63%

CBU0.DE:

1.26%

Daily Std Dev

SXRL.DE:

3.94%

CBU0.DE:

4.64%

Max Drawdown

SXRL.DE:

-14.03%

CBU0.DE:

-6.02%

Current Drawdown

SXRL.DE:

-5.67%

CBU0.DE:

-0.59%

Returns By Period

In the year-to-date period, SXRL.DE achieves a 0.66% return, which is significantly lower than CBU0.DE's 1.22% return.


SXRL.DE

YTD

0.66%

1M

0.37%

6M

-0.97%

1Y

3.59%

5Y*

-0.13%

10Y*

N/A

CBU0.DE

YTD

1.22%

1M

1.17%

6M

0.36%

1Y

2.85%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SXRL.DE vs. CBU0.DE - Expense Ratio Comparison

SXRL.DE has a 0.07% expense ratio, which is lower than CBU0.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


CBU0.DE
iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc
Expense ratio chart for CBU0.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for SXRL.DE: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

SXRL.DE vs. CBU0.DE — Risk-Adjusted Performance Rank

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

SXRL.DE
The Risk-Adjusted Performance Rank of SXRL.DE is 3232
Overall Rank
The Sharpe Ratio Rank of SXRL.DE is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of SXRL.DE is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SXRL.DE is 3838
Omega Ratio Rank
The Calmar Ratio Rank of SXRL.DE is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SXRL.DE is 2626
Martin Ratio Rank

CBU0.DE
The Risk-Adjusted Performance Rank of CBU0.DE is 2929
Overall Rank
The Sharpe Ratio Rank of CBU0.DE is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of CBU0.DE is 2626
Sortino Ratio Rank
The Omega Ratio Rank of CBU0.DE is 2424
Omega Ratio Rank
The Calmar Ratio Rank of CBU0.DE is 4141
Calmar Ratio Rank
The Martin Ratio Rank of CBU0.DE is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SXRL.DE vs. CBU0.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) and iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for SXRL.DE, currently valued at 0.99, compared to the broader market0.002.004.000.990.78
The chart of Sortino ratio for SXRL.DE, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.0010.0012.001.471.14
The chart of Omega ratio for SXRL.DE, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.13
The chart of Calmar ratio for SXRL.DE, currently valued at 1.07, compared to the broader market0.005.0010.0015.001.071.05
The chart of Martin ratio for SXRL.DE, currently valued at 2.38, compared to the broader market0.0020.0040.0060.0080.00100.002.382.86
SXRL.DE
CBU0.DE

The current SXRL.DE Sharpe Ratio is 0.99, which is comparable to the CBU0.DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of SXRL.DE and CBU0.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.99
0.78
SXRL.DE
CBU0.DE

Dividends

SXRL.DE vs. CBU0.DE - Dividend Comparison

Neither SXRL.DE nor CBU0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SXRL.DE vs. CBU0.DE - Drawdown Comparison

The maximum SXRL.DE drawdown since its inception was -14.03%, which is greater than CBU0.DE's maximum drawdown of -6.02%. Use the drawdown chart below to compare losses from any high point for SXRL.DE and CBU0.DE. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.30%
-0.59%
SXRL.DE
CBU0.DE

Volatility

SXRL.DE vs. CBU0.DE - Volatility Comparison

The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) is 1.00%, while iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) has a volatility of 1.30%. This indicates that SXRL.DE experiences smaller price fluctuations and is considered to be less risky than CBU0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%SeptemberOctoberNovemberDecember2025February
1.00%
1.30%
SXRL.DE
CBU0.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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