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Issuer
iShares
Inception Date
Nov 18, 2005
Leveraged
1x (No leverage)
Index Tracked
iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc)
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

IBCI.L Performance Chart

iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc) (IBCI.L) is down 0.5% since the beginning of the year. IBCI.L is currently trading at £200 per share. Investors who bought £1,000 worth of IBCI.L shares 5 years ago would now be looking at an investment worth £1,011.


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S&P 500 Index

Returns By Period

iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc) (IBCI.L) has returned -0.50% so far this year and 0.53% over the past 12 months. Over the last ten years, IBCI.L has returned 1.54% per year, falling short of the S&P 500 Index benchmark, which averaged 13.06% annually.


iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc)

1D
-0.23%
1M
-2.45%
6M
-0.49%
YTD
-0.50%
1Y
0.53%
3Y*
1.66%
5Y*
0.22%
10Y*
1.54%

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)

IBCI.L Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2008, IBCI.L's average daily return is +0.01%, while the average monthly return is +0.18%. At this rate, an investment would double in approximately 32.1 years.

Historically, 54% of months were positive and 46% were negative. The best month was Oct 2014 with a return of +28.2%, while the worst month was Nov 2014 at -20.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, IBCI.L closed higher 50% of trading days. The best single day was May 2, 2008 with a return of +27.0%, while the worst single day was May 1, 2008 at -21.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.63%2.46%-1.63%0.26%0.75%-0.77%-2.14%-0.50%
20250.92%-0.74%-0.12%2.82%-0.57%2.13%0.77%-0.77%1.10%1.90%-0.44%-1.04%6.03%
2024-2.93%-0.24%0.84%-0.67%-0.54%-1.14%1.22%-0.57%0.08%0.58%0.29%-1.49%-4.55%
20230.66%-0.79%1.80%0.13%-1.26%-0.56%0.40%-0.45%-2.17%0.56%1.51%3.73%3.48%
2022-1.11%0.37%2.89%-1.59%-2.53%-1.91%2.75%-1.35%-4.32%0.83%3.89%-2.00%-4.33%
2021-1.22%-3.19%0.37%1.55%-0.69%0.18%2.11%0.29%0.35%-1.51%2.29%-1.17%-0.79%

Benchmark Metrics

iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc) has an annualized alpha of 2.23%, beta of 0.06, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 02, 2008.

  • This ETF participated in 42.49% of S&P 500 Index downside but only 23.46% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.06 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
2.23%
Beta
0.06
0.00
Upside Capture
23.46%
Downside Capture
42.49%

Expense Ratio

IBCI.L has an expense ratio of 0.09%, which is considered low.


Return for Risk

Risk / Return Rank

IBCI.L ranks 10 for risk / return — in the bottom 10% 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.


IBCI.L Risk / Return Rank: 1010
Overall Rank
IBCI.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IBCI.L Sortino Ratio Rank: 99
Sortino Ratio Rank
IBCI.L Omega Ratio Rank: 99
Omega Ratio Rank
IBCI.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
IBCI.L Martin Ratio Rank: 1111
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 € Inflation Linked Govt Bond UCITS ETF EUR (Acc) (IBCI.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.


IBCI.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.58

Sortino ratioReturn per unit of downside risk

-2.07

Omega ratioGain probability vs. loss probability

1.02

1.31

-0.29

Calmar ratioReturn relative to maximum drawdown

0.13

2.50

-2.37

Martin ratioReturn relative to average drawdown

0.29

9.11

-8.81

Dividends

Dividend History


iShares € Inflation Linked Govt Bond UCITS ETF EUR (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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares € Inflation Linked Govt Bond UCITS ETF EUR (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 € Inflation Linked Govt Bond UCITS ETF EUR (Acc) was 30.47%, occurring on Jul 17, 2015. Recovery took 490 trading sessions.

The current iShares € Inflation Linked Govt Bond UCITS ETF EUR (Acc) drawdown is 8.97%.


Drawdown

Fall

Recovery

Underwater

Related event

-30.47%Jul 2015
8mo 8d1y 11mo
2y 7moNov 2014 - Jun 2017
-22.77%May 2008
1mo 21d3mo 8d
4mo 29dMar 2008 - Aug 2008
Financial crisis2007–2009
-22.30%Nov 2011
10mo 15d1y 3mo
2y 2moJan 2011 - Mar 2013
-20.52%Jan 2014
9mo 25d8mo 25d
1y 6moApr 2013 - Oct 2014
-15.06%Feb 2009
6mo 6d1y 10mo
2y 4moAug 2008 - Dec 2010
Financial crisis2007–2009

Drawdown Indicators


IBCI.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-30.47%

-37.07%

+6.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.49%

-8.03%

+4.54%

Max Drawdown (3Y)

Largest decline over 3 years

-14.28%

-22.15%

+7.87%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

-22.15%

+7.87%

Max Drawdown (10Y)

Largest decline over 10 years

-14.53%

-26.01%

+11.48%

Current Drawdown

Current decline from peak

-8.97%

-1.42%

-7.55%

Average Drawdown

Average peak-to-trough decline

-10.76%

-5.29%

-5.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

2.20%

-0.67%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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