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TIGB.L vs. CBE3.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIGB.L vs. CBE3.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist (TIGB.L) and iShares € Govt Bond 1-3yr UCITS ETF EUR (Acc) (CBE3.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TIGB.L is traded in GBp, while CBE3.L is traded in EUR. To make them comparable, the CBE3.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, TIGB.L achieves a 1.32% return, which is significantly higher than CBE3.L's -0.74% return.


TIGB.L

1D
0.01%
1M
0.25%
YTD
1.32%
6M
1.67%
1Y
3.76%
3Y*
4.45%
5Y*
10Y*

CBE3.L

1D
-0.09%
1M
0.41%
YTD
-0.74%
6M
-0.90%
1Y
3.65%
3Y*
2.82%
5Y*
0.92%
10Y*
1.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIGB.L vs. CBE3.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
TIGB.L
Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist
1.32%4.10%4.94%4.27%0.03%
CBE3.L
iShares € Govt Bond 1-3yr UCITS ETF EUR (Acc)
-0.74%7.75%-1.57%1.39%0.78%

Correlation

The correlation between TIGB.L and CBE3.L is -0.02, 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

-0.02

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

0.06

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2022

0.05

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Return for Risk

TIGB.L vs. CBE3.L — Risk / Return Rank

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

TIGB.L
TIGB.L Risk / Return Rank: 9797
Overall Rank
TIGB.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TIGB.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
TIGB.L Omega Ratio Rank: 9898
Omega Ratio Rank
TIGB.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
TIGB.L Martin Ratio Rank: 9898
Martin Ratio Rank

CBE3.L
CBE3.L Risk / Return Rank: 2121
Overall Rank
CBE3.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
CBE3.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
CBE3.L Omega Ratio Rank: 2323
Omega Ratio Rank
CBE3.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
CBE3.L Martin Ratio Rank: 2121
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.

TIGB.L vs. CBE3.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist (TIGB.L) and iShares € Govt Bond 1-3yr UCITS ETF EUR (Acc) (CBE3.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.


TIGB.LCBE3.LDifference
Sharpe ratioReturn per unit of total volatility

+2.96

Sortino ratioReturn per unit of downside risk

+4.65

Omega ratioGain probability vs. loss probability

2.33

1.16

+1.18

Calmar ratioReturn relative to maximum drawdown

12.43

1.43

+10.99

Martin ratioReturn relative to average drawdown

73.02

3.10

+69.92

TIGB.L vs. CBE3.L - Sharpe Ratio Comparison

The current TIGB.L Sharpe Ratio is 3.85, which is higher than the CBE3.L Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of TIGB.L and CBE3.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


TIGB.LCBE3.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.85

0.89

+2.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

5.45

0.09

+5.36

Drawdowns

TIGB.L vs. CBE3.L - Drawdown Comparison

The maximum TIGB.L drawdown since its inception was -0.50%, smaller than the maximum CBE3.L drawdown of -18.42%. Use the drawdown chart below to compare losses from any high point for TIGB.L and CBE3.L.


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Drawdown Indicators


TIGB.LCBE3.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.50%

-18.42%

+17.92%

Max Drawdown (1Y)

Largest decline over 1 year

-0.30%

-2.54%

+2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-0.30%

-3.11%

+2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-5.75%

Max Drawdown (10Y)

Largest decline over 10 years

-12.98%

Current Drawdown

Current decline from peak

-0.01%

-3.89%

+3.88%

Average Drawdown

Average peak-to-trough decline

-0.03%

-7.26%

+7.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

1.17%

-1.12%

Volatility

TIGB.L vs. CBE3.L - Volatility Comparison

The current volatility for Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist (TIGB.L) is 0.44%, while iShares € Govt Bond 1-3yr UCITS ETF EUR (Acc) (CBE3.L) has a volatility of 1.07%. This indicates that TIGB.L experiences smaller price fluctuations and is considered to be less risky than CBE3.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIGB.LCBE3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

1.07%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

0.70%

2.80%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

0.97%

4.11%

-3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.74%

5.29%

-4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.74%

7.10%

-6.36%

TIGB.L vs. CBE3.L - Expense Ratio Comparison

TIGB.L has a 0.10% expense ratio, which is lower than CBE3.L's 0.20% 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%.


Dividends

TIGB.L vs. CBE3.L - Dividend Comparison

TIGB.L's dividend yield for the trailing twelve months is around 3.92%, while CBE3.L has not paid dividends to shareholders.


PositionTTM2025202420232022
CBE3.L
iShares € Govt Bond 1-3yr UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%
TIGB.L
Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist
3.92%4.11%4.93%4.53%1.46%

Frequently Asked Questions


TIGB.L and CBE3.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TIGB.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TIGB.L is cheaper with a 0.10% expense ratio, compared with 0.20% for CBE3.L.

TIGB.L tracks Bloomberg US Treasury Coupons Index, while CBE3.L tracks Bloomberg Euro Government Bond 1-3 Year Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for TIGB.L and 0.20% for CBE3.L.

Portfolio Optimizer

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