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UB74.L vs. TSY3.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UB74.L vs. TSY3.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) and SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF (TSY3.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UB74.L is traded in GBp, while TSY3.L is traded in GBP. To make them comparable, the TSY3.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UB74.L achieves a 0.81% return, which is significantly lower than TSY3.L's 0.90% return. Over the past 10 years, UB74.L has underperformed TSY3.L with an annualized return of 1.43%, while TSY3.L has yielded a comparatively higher 1.54% annualized return.


UB74.L

1D
0.28%
1M
-0.21%
6M
0.35%
YTD
0.81%
1Y
2.87%
3Y*
3.20%
5Y*
2.35%
10Y*
1.43%

TSY3.L

1D
0.29%
1M
-0.24%
6M
0.49%
YTD
0.90%
1Y
2.97%
3Y*
3.27%
5Y*
2.37%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UB74.L vs. TSY3.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UB74.L
UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis
0.81%-2.06%5.76%-1.66%7.62%0.57%-0.46%0.26%7.13%-8.67%
TSY3.L
SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF
0.90%-2.01%5.77%-1.64%7.59%0.49%-0.43%0.21%7.82%-8.39%

Correlation

The correlation between UB74.L and TSY3.L is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

1.00

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

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2013

0.99

The correlation between UB74.L and TSY3.L has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

UB74.L vs. TSY3.L — Risk / Return Rank

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

UB74.L
UB74.L Risk / Return Rank: 1818
Overall Rank
UB74.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
UB74.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
UB74.L Omega Ratio Rank: 1717
Omega Ratio Rank
UB74.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
UB74.L Martin Ratio Rank: 1919
Martin Ratio Rank

TSY3.L
TSY3.L Risk / Return Rank: 1919
Overall Rank
TSY3.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TSY3.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
TSY3.L Omega Ratio Rank: 1717
Omega Ratio Rank
TSY3.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
TSY3.L Martin Ratio Rank: 2020
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.

UB74.L vs. TSY3.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) and SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF (TSY3.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UB74.LTSY3.LDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.08

1.09

0.00

Calmar ratioReturn relative to maximum drawdown

0.62

0.66

-0.04

Martin ratioReturn relative to average drawdown

1.55

1.66

-0.11

UB74.L vs. TSY3.L - Sharpe Ratio Comparison

The current UB74.L Sharpe Ratio is 0.47, which is comparable to the TSY3.L Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of UB74.L and TSY3.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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Drawdowns

UB74.L vs. TSY3.L - Drawdown Comparison

The maximum UB74.L drawdown since its inception was -41.53%, roughly equal to the maximum TSY3.L drawdown of -41.41%. Use the drawdown chart below to compare losses from any high point for UB74.L and TSY3.L.


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Drawdown Indicators


UB74.LTSY3.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.53%

-41.41%

-0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-4.48%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-8.93%

-8.93%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-16.34%

-16.38%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-18.81%

-18.75%

-0.06%

Current Drawdown

Current decline from peak

-10.45%

-8.67%

-1.78%

Average Drawdown

Average peak-to-trough decline

-21.33%

-19.38%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

1.79%

+0.06%

Volatility

UB74.L vs. TSY3.L - Volatility Comparison

UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis (UB74.L) and SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF (TSY3.L) have volatilities of 1.22% and 1.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UB74.LTSY3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

1.23%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

4.50%

4.51%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

6.07%

6.08%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.06%

8.05%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.59%

8.53%

+0.06%

UB74.L vs. TSY3.L - Expense Ratio Comparison

Both UB74.L and TSY3.L have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

UB74.L vs. TSY3.L - Dividend Comparison

UB74.L's dividend yield for the trailing twelve months is around 3.69%, less than TSY3.L's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
TSY3.L
SPDR Bloomberg 1-3 Year US Treasury Bond UCITS ETF
3.91%4.25%4.06%3.02%0.61%0.56%1.84%2.14%1.78%1.34%0.87%0.80%
UB74.L
UBS ETF (LU) Bloomberg US 1-3 Year Treasury Bond UCITS ETF (USD) A-dis
3.69%4.94%3.67%2.22%0.41%0.36%1.68%2.28%1.10%0.65%0.62%0.41%

Frequently Asked Questions


With a correlation of 1.00, UB74.L and TSY3.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

UB74.L and TSY3.L have the same expense ratio: 0.05% per year.

Both ETFs track Bloomberg US 1-3 Year Treasury Bond Index. They also come from different issuers: UBS and State Street.

Portfolio Optimizer

Find the right allocation for UB74.L and TSY3.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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