PortfoliosLab logoPortfoliosLab logo
ISIN
IE00BDZVH966
Issuer
iShares
Inception Date
Dec 8, 2006
Leveraged
1x (No leverage)
Index Tracked
Bloomberg US Government Inflation-Linked Bond Index (EUR Hedged)
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

IBC5.DE Performance Chart

iShares $ TIPS UCITS ETF EUR Hedged (Acc) (IBC5.DE) is up 0.4% since the beginning of the year. IBC5.DE is currently trading at €5 per share. Investors who bought €1,000 worth of IBC5.DE shares 5 years ago would now be looking at an investment worth €941.


Loading charts...

S&P 500 Index

Returns By Period

iShares $ TIPS UCITS ETF EUR Hedged (Acc) (IBC5.DE) has returned 0.37% so far this year and 1.69% over the past 12 months.


iShares $ TIPS UCITS ETF EUR Hedged (Acc)

1D
0.00%
1M
-0.37%
6M
0.56%
YTD
0.37%
1Y
1.69%
3Y*
1.86%
5Y*
-1.21%
10Y*

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBC5.DE Monthly Returns History

Based on dividend-adjusted daily data since Mar 5, 2018, IBC5.DE's average daily return is 0.00%, while the average monthly return is +0.09%. At this rate, an investment would double in approximately 64.2 years.

Historically, 58% of months were positive and 42% were negative. The best month was Jul 2022 with a return of +3.9%, while the worst month was Sep 2022 at -7.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, IBC5.DE closed higher 38% of trading days. The best single day was Mar 23, 2020 with a return of +5.1%, while the worst single day was Mar 18, 2020 at -3.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.37%1.30%-1.65%0.93%-0.00%-0.18%-0.37%0.37%
20251.17%1.54%1.13%-0.19%-1.12%0.95%0.19%1.12%0.19%0.18%0.18%-0.92%4.47%
20240.00%-1.17%0.79%-1.75%1.39%1.17%0.77%1.15%1.33%-2.25%0.19%-1.53%0.00%
20231.57%-1.74%2.56%0.19%-1.15%-0.97%0.20%-1.17%-1.98%-0.81%2.44%2.39%1.38%
2022-2.36%0.52%-0.86%-2.43%-1.78%-3.07%3.92%-2.33%-7.35%0.79%0.00%0.00%-14.33%
20210.71%-3.16%0.73%1.26%1.25%0.70%2.62%-0.17%-1.02%1.20%0.85%-0.00%4.96%

Benchmark Metrics

iShares $ TIPS UCITS ETF EUR Hedged (Acc) has an annualized alpha of 0.52%, beta of 0.02, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since March 05, 2018.

  • This ETF participated in 20.21% of S&P 500 Index downside but only 9.29% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.02 may look defensive, but with R2 of 0.00 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 0.00 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
0.52%
Beta
0.02
0.00
Upside Capture
9.29%
Downside Capture
20.21%

Expense Ratio

IBC5.DE has an expense ratio of 0.12%, which is considered low.


Return for Risk

Risk / Return Rank

IBC5.DE ranks 16 for risk / return — in the bottom 16% 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.


IBC5.DE Risk / Return Rank: 1616
Overall Rank
IBC5.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IBC5.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
IBC5.DE Omega Ratio Rank: 1313
Omega Ratio Rank
IBC5.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBC5.DE 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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares $ TIPS UCITS ETF EUR Hedged (Acc) (IBC5.DE) 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.


IBC5.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.51

Sortino ratioReturn per unit of downside risk

-1.89

Omega ratioGain probability vs. loss probability

1.07

1.35

-0.28

Calmar ratioReturn relative to maximum drawdown

0.77

3.18

-2.41

Martin ratioReturn relative to average drawdown

1.73

11.76

-10.03

Dividends

Dividend History


iShares $ TIPS UCITS ETF EUR Hedged (Acc) doesn't pay dividends

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares $ TIPS UCITS ETF EUR Hedged (Acc). 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 $ TIPS UCITS ETF EUR Hedged (Acc) was 18.53%, occurring on Oct 5, 2023. The portfolio has not yet recovered.

The current iShares $ TIPS UCITS ETF EUR Hedged (Acc) drawdown is 9.85%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 correction2023
-18.53%Oct 2023
1y 10mo
4y 7moNov 2021 - now
COVID crash2020
-10.87%Mar 2020
10d3mo 5d
3mo 15dMar 2020 - Jun 2020
Rate-hike selloffLate 2018
-4.35%Nov 2018
4mo 22d6mo 3d
10mo 25dJul 2018 - May 2019
2021 pullback2021
-3.16%Feb 2021
25d2mo 10d
3mo 5dFeb 2021 - May 2021
2019 pullback2019
-2.66%Oct 2019
1mo 27d3mo 4d
5mo 1dSep 2019 - Jan 2020

Drawdown Indicators


IBC5.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.53%

-51.62%

+33.09%

Max Drawdown (1Y)

Largest decline over 1 year

-2.19%

-7.57%

+5.38%

Max Drawdown (3Y)

Largest decline over 3 years

-5.06%

-23.99%

+18.93%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

-23.99%

+5.46%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-9.85%

-0.43%

-9.42%

Average Drawdown

Average peak-to-trough decline

-7.03%

-9.08%

+2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

2.04%

-1.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with IBC5.DE

Add iShares $ TIPS UCITS ETF EUR Hedged (Acc) to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with IBC5.DE