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UC81.L vs. IEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UC81.L vs. IEF - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L) and iShares 7-10 Year Treasury Bond ETF (IEF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UC81.L is traded in GBp, while IEF is traded in USD. To make them comparable, the IEF values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC81.L achieves a 0.48% return, which is significantly higher than IEF's -0.13% return. Over the past 10 years, UC81.L has outperformed IEF with an annualized return of 3.31%, while IEF has yielded a comparatively lower 1.42% annualized return.


UC81.L

1D
0.17%
1M
1.13%
YTD
0.48%
6M
0.19%
1Y
5.34%
3Y*
2.64%
5Y*
3.20%
10Y*
3.31%

IEF

1D
0.13%
1M
0.82%
YTD
-0.13%
6M
-1.42%
1Y
4.44%
3Y*
-0.05%
5Y*
-0.04%
10Y*
1.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC81.L vs. IEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UC81.L
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
0.48%-0.20%6.44%0.38%4.76%0.32%1.51%4.23%6.12%-6.53%
IEF
iShares 7-10 Year Treasury Bond ETF
-0.13%0.34%1.10%-1.54%-5.07%-2.41%6.78%3.92%6.98%-6.31%

Correlation

The correlation between UC81.L and IEF is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.64

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

0.64

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

0.68

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2014

0.69

The correlation between UC81.L and IEF has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.

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Return for Risk

UC81.L vs. IEF — Risk / Return Rank

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

UC81.L
UC81.L Risk / Return Rank: 2626
Overall Rank
UC81.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
UC81.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
UC81.L Omega Ratio Rank: 2525
Omega Ratio Rank
UC81.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
UC81.L Martin Ratio Rank: 2525
Martin Ratio Rank

IEF
IEF Risk / Return Rank: 2121
Overall Rank
IEF Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2121
Sortino Ratio Rank
IEF Omega Ratio Rank: 2020
Omega Ratio Rank
IEF Calmar Ratio Rank: 2020
Calmar Ratio Rank
IEF 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.

UC81.L vs. IEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L) and iShares 7-10 Year Treasury Bond ETF (IEF). 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.


UC81.LIEFDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.16

1.12

+0.04

Calmar ratioReturn relative to maximum drawdown

1.24

0.73

+0.51

Martin ratioReturn relative to average drawdown

3.19

1.81

+1.37

UC81.L vs. IEF - Sharpe Ratio Comparison

The current UC81.L Sharpe Ratio is 0.91, which is higher than the IEF Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of UC81.L and IEF, 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


UC81.LIEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.67

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

-0.00

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.13

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.48

-0.04

Drawdowns

UC81.L vs. IEF - Drawdown Comparison

The maximum UC81.L drawdown since its inception was -14.94%, smaller than the maximum IEF drawdown of -26.56%. Use the drawdown chart below to compare losses from any high point for UC81.L and IEF.


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Drawdown Indicators


UC81.LIEFDifference

Max Drawdown

Largest peak-to-trough decline

-14.94%

-26.56%

+11.62%

Max Drawdown (1Y)

Largest decline over 1 year

-4.29%

-6.12%

+1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-8.01%

-7.75%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-14.31%

-16.26%

+1.95%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

-26.56%

+11.62%

Current Drawdown

Current decline from peak

-2.57%

-21.69%

+19.12%

Average Drawdown

Average peak-to-trough decline

-5.56%

-11.03%

+5.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.46%

-0.79%

Volatility

UC81.L vs. IEF - Volatility Comparison

UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis (UC81.L) and iShares 7-10 Year Treasury Bond ETF (IEF) have volatilities of 1.51% 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


UC81.LIEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.45%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.27%

5.14%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

6.69%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.78%

9.69%

-1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.16%

10.74%

-1.58%

UC81.L vs. IEF - Expense Ratio Comparison

UC81.L has a 0.18% expense ratio, which is higher than IEF's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

UC81.L vs. IEF - Dividend Comparison

UC81.L's dividend yield for the trailing twelve months is around 4.67%, more than IEF's 3.90% yield.


PositionTTM20252024202320222021202020192018201720162015
IEF
iShares 7-10 Year Treasury Bond ETF
3.90%3.77%3.62%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%
UC81.L
UBS ETF (LU) Bloomberg US Liquid Corporates 1-5 Year UCITS ETF (USD) A-dis
4.67%5.59%4.77%3.28%1.36%1.58%2.75%2.90%2.20%2.16%1.86%0.84%

Frequently Asked Questions


UC81.L and IEF have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEF is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEF is cheaper with a 0.15% expense ratio, compared with 0.18% for UC81.L.

UC81.L is categorized as Corporate Bonds, while IEF is Government Bonds. UC81.L tracks Bloomberg US Corp 1-3 Yr TR USD, while IEF tracks ICE U.S. Treasury 7-10 Year Bond Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.18% for UC81.L and 0.15% for IEF.

Portfolio Optimizer

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