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Issuer
iShares
Inception Date
Sep 25, 2009
Category
Global Bonds
Leveraged
1x (No leverage)
Index Tracked
iShares € Corp Bond ex-Financials UCITS ETF EUR (Dist)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

EEXF.L Performance Chart

iShares € Corp Bond ex-Financials UCITS ETF EUR (Dist) (EEXF.L) is down 3.9% since the beginning of the year. EEXF.L is currently trading at £91 per share. Investors who bought £1,000 worth of EEXF.L shares 5 years ago would now be looking at an investment worth £954.


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S&P 500 Index

Returns By Period

iShares € Corp Bond ex-Financials UCITS ETF EUR (Dist) (EEXF.L) has returned -3.85% so far this year and -2.30% over the past 12 months. Over the last ten years, EEXF.L has returned 0.60% per year, falling short of the S&P 500 Index benchmark, which averaged 13.06% annually.


iShares € Corp Bond ex-Financials UCITS ETF EUR (Dist)

1D
-0.68%
1M
-2.20%
6M
-3.46%
YTD
-3.85%
1Y
-2.30%
3Y*
3.04%
5Y*
-0.93%
10Y*
0.60%

Benchmark (S&P 500 Index)

1D
-0.66%
1M
-0.64%
6M
8.66%
YTD
10.17%
1Y
19.99%
3Y*
17.60%
5Y*
12.23%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEXF.L Monthly Returns History

Based on dividend-adjusted daily data since Sep 25, 2009, EEXF.L's average daily return is +0.01%, while the average monthly return is +0.14%. At this rate, an investment would double in approximately 41.3 years.

Historically, 52% of months were positive and 48% were negative. The best month was Jun 2016 with a return of +11.0%, while the worst month was Sep 2009 at -8.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EEXF.L closed higher 49% of trading days. The best single day was Feb 3, 2010 with a return of +14.4%, while the worst single day was Jan 19, 2010 at -12.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.62%1.90%-2.85%-0.09%1.33%-0.33%-2.17%-3.85%
20251.11%-0.69%0.11%2.72%-0.48%1.97%1.31%0.03%1.25%1.32%-0.45%-0.52%7.88%
2024-2.19%-0.70%1.15%-1.17%-0.18%0.29%1.12%0.09%-0.02%0.97%0.23%-0.59%-1.05%
20231.04%-2.52%2.21%0.43%-1.93%-0.54%0.34%-0.09%0.15%0.85%1.62%3.70%5.23%
2022-2.23%-2.01%-0.67%-3.51%0.31%-2.48%2.80%-2.08%-1.38%-2.04%3.74%0.70%-8.74%
2021-1.77%-2.81%-1.61%2.14%-1.51%0.30%0.54%0.09%-0.74%-2.28%1.10%-1.41%-7.78%

Benchmark Metrics

iShares € Corp Bond ex-Financials UCITS ETF EUR (Dist) has an annualized alpha of -0.40%, beta of 0.10, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since September 25, 2009.

  • This ETF participated in 28.91% of S&P 500 Index downside but only 11.20% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.10 may look defensive, but with R2 of 0.02 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.02 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-0.40%
Beta
0.10
0.02
Upside Capture
11.20%
Downside Capture
28.91%

Expense Ratio

EEXF.L has an expense ratio of 0.20%, which is considered low.


Return for Risk

Risk / Return Rank

EEXF.L ranks 5 for risk / return — in the bottom 5% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


EEXF.L Risk / Return Rank: 55
Overall Rank
EEXF.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EEXF.L Sortino Ratio Rank: 55
Sortino Ratio Rank
EEXF.L Omega Ratio Rank: 55
Omega Ratio Rank
EEXF.L Calmar Ratio Rank: 55
Calmar Ratio Rank
EEXF.L Martin Ratio Rank: 55
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares € Corp Bond ex-Financials UCITS ETF EUR (Dist) (EEXF.L) and compare them to S&P 500 Index.

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.


EEXF.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.18

Sortino ratioReturn per unit of downside risk

-2.89

Omega ratioGain probability vs. loss probability

0.92

1.31

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.48

2.50

-2.98

Martin ratioReturn relative to average drawdown

-0.98

9.11

-10.09

Dividends

Dividend History

iShares € Corp Bond ex-Financials UCITS ETF EUR (Dist) provided a 2.85% dividend yield over the last twelve months, with an annual payout of £2.60 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%1.50%2.00%2.50%£0.00£0.50£1.00£1.50£2.00£2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend£2.60£2.49£2.11£1.42£0.78£0.85£0.95£1.34£1.38£1.47£1.71£0.83

Dividend yield

2.85%2.59%2.30%1.49%0.86%0.84%0.86%1.31%1.34%1.40%1.70%1.00%

Monthly Dividends

The table displays the monthly dividend distributions for iShares € Corp Bond ex-Financials UCITS ETF EUR (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026£0.00£0.00£0.00£0.00£0.00£0.00£1.32£1.32
2025£1.22£0.00£0.00£0.00£0.00£0.00£1.27£0.00£0.00£0.00£0.00£0.00£2.49
2024£1.03£0.00£0.00£0.00£0.00£0.00£1.08£0.00£0.00£0.00£0.00£0.00£2.11
2023£0.59£0.00£0.00£0.00£0.00£0.00£0.83£0.00£0.00£0.00£0.00£0.00£1.42
2022£0.38£0.00£0.00£0.00£0.00£0.00£0.40£0.00£0.00£0.00£0.00£0.00£0.78
2021£0.46£0.00£0.00£0.00£0.00£0.00£0.39£0.00£0.00£0.00£0.00£0.00£0.85

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares € Corp Bond ex-Financials UCITS ETF EUR (Dist). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares € Corp Bond ex-Financials UCITS ETF EUR (Dist) was 21.79%, occurring on Oct 17, 2022. The portfolio has not yet recovered.

The current iShares € Corp Bond ex-Financials UCITS ETF EUR (Dist) drawdown is 10.99%.


Drawdown

Fall

Recovery

Underwater

Related event

-21.79%Oct 2022
1y 10mo
5y 7moDec 2020 - now
Bear market2022
-16.58%Jun 2010
4mo 25d2y 7mo
2y 11moFeb 2010 - Jan 2013
-13.84%Jul 2015
1y 11mo7mo 28d
2y 7moAug 2013 - Mar 2016
-13.68%Mar 2020
7mo 7d8mo 27d
1y 3moAug 2019 - Dec 2020
COVID crash2020
-13.39%Jan 2010
1d14d
15dJan 2010 - Feb 2010

Drawdown Indicators


EEXF.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.79%

-37.07%

+15.28%

Max Drawdown (1Y)

Largest decline over 1 year

-5.22%

-8.03%

+2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-5.22%

-22.15%

+16.93%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-22.15%

+5.06%

Max Drawdown (10Y)

Largest decline over 10 years

-21.79%

-26.01%

+4.22%

Current Drawdown

Current decline from peak

-10.99%

-1.42%

-9.57%

Average Drawdown

Average peak-to-trough decline

-8.24%

-5.29%

-2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.20%

+0.36%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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