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WFSPX vs. IB01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WFSPX vs. IB01.L

Last updated Jun 13, 2026

WFSPX (iShares S&P 500 Index Fund) and IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) are both funds - WFSPX is a S&P 500 fund tracking the S&P 500 Index, while IB01.L is a Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index. Both are passively managed. Over the past 5 years, WFSPX returned 13.30%/yr vs 3.22%/yr for IB01.L. At a correlation of -0.01, they often move in opposite directions. WFSPX charges 0.03%/yr vs 0.07%/yr for IB01.L.

Performance

WFSPX vs. IB01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Index Fund (WFSPX) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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, WFSPX achieves a 8.57% return, which is significantly higher than IB01.L's 1.53% return.

WFSPX

1D
1.75%
1M
-0.09%
YTD
8.57%
6M
8.91%
1Y
25.13%
3Y*
21.02%
5Y*
13.30%
10Y*
15.32%

IB01.L

1D
0.00%
1M
0.25%
YTD
1.53%
6M
1.75%
1Y
3.93%
3Y*
4.72%
5Y*
3.22%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFSPX vs. IB01.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
WFSPX
iShares S&P 500 Index Fund		8.57%17.83%24.94%26.25%-18.14%28.63%18.43%18.24%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)		1.53%4.34%5.25%4.92%1.08%-0.85%0.88%2.06%

Correlation

The correlation between WFSPX and IB01.L is -0.01, 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

-0.01

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

-0.04

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

0.03

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

-0.01

Compare stocks, funds, or ETFs

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

iShares S&P 500 Index Fund

iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)

Often compared with WFSPX:
WFSPX vs. JLGMXWFSPX vs. VOOWFSPX vs. FSPGXWFSPX vs. FXAIXWFSPX vs. BRMKXWFSPX vs. IVVWFSPX vs. APGYX
Often compared with IB01.L:
IB01.L vs. VDST.LIB01.L vs. IBTA.LIB01.L vs. BOXXIB01.L vs. FLOA.LIB01.L vs. ERNA.LIB01.L vs. XEON.DEIB01.L vs. VGSH

Return for Risk

WFSPX vs. IB01.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WFSPX
WFSPX Risk / Return Rank: 7272
Overall Rank
WFSPX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 6767
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 6868
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 7373
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 8383
Martin Ratio Rank
IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 9999
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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.

WFSPX vs. IB01.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund (WFSPX) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.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.

WFSPXIB01.LDifference
Sharpe ratioReturn per unit of total volatility
1.97
11.90

-9.93

Sortino ratioReturn per unit of downside risk
2.67
36.72

-34.05

Omega ratioGain probability vs. loss probability

1.36

7.97

-6.62

Calmar ratioReturn relative to maximum drawdown

2.73

114.57

-111.84

Martin ratioReturn relative to average drawdown

12.42

566.04

-553.62

WFSPX vs. IB01.L - Sharpe Ratio Comparison

The current WFSPX Sharpe Ratio is 1.97, which is lower than the IB01.L Sharpe Ratio of 11.90. The chart below compares the historical Sharpe Ratios of WFSPX and IB01.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

WFSPX vs. IB01.L - Drawdown Comparison

The maximum WFSPX drawdown since its inception was -58.21%, which is greater than IB01.L's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for WFSPX and IB01.L.

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Drawdown Indicators

WFSPXIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.21%

-1.28%

-56.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-0.03%

-8.87%

Max Drawdown (3Y)

Largest decline over 3 years

-18.74%

-0.09%

-18.65%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

-1.15%

-23.36%

Max Drawdown (10Y)

Largest decline over 10 years

-33.74%

—

—

Current Drawdown

Current decline from peak

-2.79%

0.00%

-2.79%

Average Drawdown

Average peak-to-trough decline

-12.76%

-0.24%

-12.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

0.01%

+1.94%

Volatility

WFSPX vs. IB01.L - Volatility Comparison

iShares S&P 500 Index Fund (WFSPX) has a higher volatility of 4.43% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 0.10%. This indicates that WFSPX's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WFSPXIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

0.10%

+4.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

0.23%

+9.47%

Volatility (1Y)

Calculated over the trailing 1-year period

12.36%

0.33%

+12.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

0.54%

+16.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

0.79%

+17.26%

WFSPX vs. IB01.L - Expense Ratio Comparison

WFSPX has a 0.03% expense ratio, which is lower than IB01.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

WFSPX vs. IB01.L - Dividend Comparison

WFSPX's dividend yield for the trailing twelve months is around 1.61%, while IB01.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WFSPX
iShares S&P 500 Index Fund		1.61%1.72%1.41%1.50%2.02%1.82%1.66%1.99%2.00%1.62%2.37%2.49%

Frequently Asked Questions

WFSPX and IB01.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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