PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares Euro Government Bond 7-10yr UCITS ETF EUR ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B1FZS806
WKNA0LGQA
IssueriShares
Inception DateDec 8, 2006
CategoryEuropean Government Bonds
Leveraged1x
Index TrackedBloomberg Euro Government Bond 10
DomicileIreland
Distribution PolicyDistributing
Asset ClassBond

Expense Ratio

IBCM.DE has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for IBCM.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons: IBCM.DE vs. VUAA.L, IBCM.DE vs. SGOV, IBCM.DE vs. QDTE, IBCM.DE vs. SMH

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%200.00%300.00%400.00%JuneJulyAugustSeptemberOctoberNovember
78.08%
411.08%
IBCM.DE (iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist))
Benchmark (^GSPC)

Returns By Period

iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) had a return of 0.53% year-to-date (YTD) and 6.68% in the last 12 months. Over the past 10 years, iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) had an annualized return of 0.43%, while the S&P 500 had an annualized return of 11.41%, indicating that iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.53%25.70%
1 month-0.43%3.51%
6 months2.70%14.80%
1 year6.68%37.91%
5 years (annualized)-2.54%14.18%
10 years (annualized)0.43%11.41%

Monthly Returns

The table below presents the monthly returns of IBCM.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.71%-1.41%1.13%-1.65%-0.23%0.44%2.43%0.30%1.47%-1.35%0.53%
20232.81%-2.52%3.00%-0.09%0.61%-0.46%-0.19%0.40%-3.14%0.75%3.32%4.19%8.74%
2022-1.49%-1.91%-2.92%-3.91%-1.61%-1.84%4.60%-5.86%-4.52%0.60%2.11%-4.74%-19.91%
2021-0.34%-1.92%0.58%-0.99%-0.02%0.46%1.81%-0.63%-1.31%-1.37%1.98%-1.30%-3.09%
20202.29%0.18%-2.24%0.10%0.20%1.10%0.89%-0.77%1.25%0.85%0.11%0.10%4.08%
20191.13%-0.14%2.02%0.02%1.18%1.94%1.70%1.98%-0.46%-1.04%-1.03%-0.77%6.64%
2018-0.82%0.24%1.96%-0.39%-1.15%0.80%-0.41%-0.39%-0.39%0.05%0.86%0.99%1.32%
2017-2.22%1.20%-0.47%0.64%0.80%-0.54%0.32%0.97%-0.49%1.25%0.42%-0.94%0.88%
20162.37%0.87%0.57%-1.11%1.07%1.85%0.90%-0.17%0.49%-2.18%-1.85%1.20%3.98%
20151.75%0.77%0.73%-1.27%-1.56%-2.50%2.50%-1.11%1.74%1.27%0.89%-1.37%1.71%
20143.20%0.68%1.00%1.14%1.32%1.25%0.89%2.08%0.27%0.49%1.56%1.15%16.08%
2013-1.72%1.36%1.19%2.22%-1.78%-1.78%0.84%-0.83%1.21%1.62%0.11%-1.44%0.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IBCM.DE is 21, indicating that it is in the bottom 21% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of IBCM.DE is 2121
Combined Rank
The Sharpe Ratio Rank of IBCM.DE is 2525Sharpe Ratio Rank
The Sortino Ratio Rank of IBCM.DE is 2626Sortino Ratio Rank
The Omega Ratio Rank of IBCM.DE is 2020Omega Ratio Rank
The Calmar Ratio Rank of IBCM.DE is 1414Calmar Ratio Rank
The Martin Ratio Rank of IBCM.DE is 1919Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


IBCM.DE
Sharpe ratio
The chart of Sharpe ratio for IBCM.DE, currently valued at 1.02, compared to the broader market-2.000.002.004.006.001.02
Sortino ratio
The chart of Sortino ratio for IBCM.DE, currently valued at 1.54, compared to the broader market0.005.0010.001.54
Omega ratio
The chart of Omega ratio for IBCM.DE, currently valued at 1.17, compared to the broader market1.001.502.002.503.001.17
Calmar ratio
The chart of Calmar ratio for IBCM.DE, currently valued at 0.30, compared to the broader market0.005.0010.0015.000.30
Martin ratio
The chart of Martin ratio for IBCM.DE, currently valued at 2.78, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.78
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-2.000.002.004.006.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.00120.0019.39

Sharpe Ratio

The current iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) Sharpe ratio is 1.02. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.02
2.85
IBCM.DE (iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist))
Benchmark (^GSPC)

Dividends

Dividend History

iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) provided a 2.51% dividend yield over the last twelve months, with an annual payout of €4.78 per share.


0.00%0.50%1.00%1.50%2.00%€0.00€1.00€2.00€3.00€4.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend€4.78€3.78€0.24€0.00€0.21€1.40€1.59€1.60€1.68€2.22€3.64€3.60

Dividend yield

2.51%1.97%0.13%0.00%0.09%0.63%0.75%0.76%0.80%1.09%1.80%2.03%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.00€0.00€0.00€0.00€2.50€0.00€0.00€0.00€0.00€0.00€0.00€2.50
2023€0.00€0.00€0.00€0.00€1.50€0.00€0.00€0.00€0.00€0.00€2.28€0.00€3.78
2022€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.24€0.00€0.24
2021€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2020€0.00€0.00€0.00€0.00€0.18€0.00€0.00€0.00€0.00€0.00€0.03€0.00€0.21
2019€0.00€0.00€0.00€0.00€0.81€0.00€0.00€0.00€0.00€0.00€0.59€0.00€1.40
2018€0.00€0.00€0.00€0.00€0.80€0.00€0.00€0.00€0.00€0.00€0.79€0.00€1.59
2017€0.00€0.00€0.00€0.00€0.77€0.00€0.00€0.00€0.00€0.00€0.83€0.00€1.60
2016€0.00€0.00€0.00€0.00€0.91€0.00€0.00€0.00€0.00€0.00€0.77€0.00€1.68
2015€0.00€0.00€0.00€1.20€0.00€0.00€0.00€0.00€0.00€0.00€1.02€0.00€2.22
2014€0.00€0.00€0.00€1.86€0.00€0.00€0.00€0.00€0.00€1.79€0.00€0.00€3.64
2013€1.76€0.00€0.00€0.00€0.00€0.00€1.84€0.00€0.00€3.60

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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.50%
0
IBCM.DE (iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Euro Government Bond 7-10yr 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 Euro Government Bond 7-10yr UCITS ETF EUR (Dist) was 23.25%, occurring on Mar 2, 2023. The portfolio has not yet recovered.

The current iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) drawdown is 15.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.25%Dec 16, 2020565Mar 2, 2023
-7.26%Sep 1, 2010152Apr 8, 201176Aug 4, 2011228
-7.22%Sep 4, 2019134Mar 17, 2020146Oct 13, 2020280
-6.32%Apr 16, 201541Jun 15, 2015160Jan 29, 2016201
-5.84%Sep 29, 2016115Mar 10, 2017470Jan 24, 2019585

Volatility

Volatility Chart

The current iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) volatility is 1.64%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
1.64%
5.50%
IBCM.DE (iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist))
Benchmark (^GSPC)