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UB82.L vs. CU71.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UB82.L vs. CU71.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UB82.L) and iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UB82.L achieves a -0.11% return, which is significantly higher than CU71.L's -0.39% return.


UB82.L

1D
0.14%
1M
1.11%
YTD
-0.11%
6M
-1.72%
1Y
4.20%
3Y*
-0.32%
5Y*
0.01%
10Y*

CU71.L

1D
0.05%
1M
0.94%
YTD
-0.39%
6M
-1.09%
1Y
3.97%
3Y*
1.07%
5Y*
1.42%
10Y*
2.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UB82.L vs. CU71.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UB82.L
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
-0.11%0.56%0.48%-3.11%-6.16%-0.72%4.31%7.61%4.05%0.00%
CU71.L
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
-0.39%-0.08%3.77%-1.43%1.45%-1.10%3.33%2.76%7.03%-2.59%

Correlation

The correlation between UB82.L and CU71.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.64

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

0.50

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2017

0.40

Over the past year, UB82.L and CU71.L have become more correlated (0.90) than their long-term average of 0.40, meaning their price movements have been converging.

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Return for Risk

UB82.L vs. CU71.L — Risk / Return Rank

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

UB82.L
UB82.L Risk / Return Rank: 2121
Overall Rank
UB82.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
UB82.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
UB82.L Omega Ratio Rank: 2020
Omega Ratio Rank
UB82.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
UB82.L Martin Ratio Rank: 2121
Martin Ratio Rank

CU71.L
CU71.L Risk / Return Rank: 1919
Overall Rank
CU71.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CU71.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
CU71.L Omega Ratio Rank: 1818
Omega Ratio Rank
CU71.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
CU71.L Martin Ratio Rank: 1818
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.

UB82.L vs. CU71.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UB82.L) 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.


UB82.LCU71.LDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.13

1.12

+0.01

Calmar ratioReturn relative to maximum drawdown

0.97

0.79

+0.18

Martin ratioReturn relative to average drawdown

2.37

1.94

+0.43

UB82.L vs. CU71.L - Sharpe Ratio Comparison

The current UB82.L Sharpe Ratio is 0.72, which is comparable to the CU71.L Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of UB82.L and CU71.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


UB82.LCU71.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.66

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.17

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.26

-0.14

Drawdowns

UB82.L vs. CU71.L - Drawdown Comparison

The maximum UB82.L drawdown since its inception was -23.85%, which is greater than CU71.L's maximum drawdown of -20.50%. Use the drawdown chart below to compare losses from any high point for UB82.L and CU71.L.


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Drawdown Indicators


UB82.LCU71.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.85%

-20.50%

-3.35%

Max Drawdown (1Y)

Largest decline over 1 year

-4.86%

-5.02%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-7.79%

-7.33%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-16.39%

-15.69%

-0.70%

Max Drawdown (10Y)

Largest decline over 10 years

-20.50%

Current Drawdown

Current decline from peak

-19.32%

-13.34%

-5.98%

Average Drawdown

Average peak-to-trough decline

-16.83%

-10.11%

-6.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.04%

+0.11%

Volatility

UB82.L vs. CU71.L - Volatility Comparison

UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis (UB82.L) and iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) have volatilities of 1.50% and 1.45%, 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


UB82.LCU71.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

1.45%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.44%

4.32%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

6.57%

5.96%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.54%

8.27%

+4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

9.55%

+6.45%

UB82.L vs. CU71.L - Expense Ratio Comparison

UB82.L has a 0.05% expense ratio, which is lower than CU71.L's 0.07% 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

UB82.L vs. CU71.L - Dividend Comparison

UB82.L's dividend yield for the trailing twelve months is around 3.10%, while CU71.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
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%
UB82.L
UBS ETF (LU) Bloomberg US 7-10 Year Treasury Bond UCITS ETF (USD) A-dis
3.10%2.20%2.52%2.82%1.33%0.99%1.81%1.93%2.69%

Frequently Asked Questions


With a correlation of 0.90, UB82.L and CU71.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.

On fees, UB82.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UB82.L is cheaper with a 0.05% expense ratio, compared with 0.07% for CU71.L.

UB82.L tracks Bloomberg US 7-10 Year Treasury Bond Index, while CU71.L tracks ICE U.S. Treasury 3-7 Year Bond Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.05% for UB82.L and 0.07% for CU71.L.

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