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0UCF.L vs. XBLC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

0UCF.L vs. XBLC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.L) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with 0UCF.L having a 0.50% return and XBLC.L slightly higher at 0.52%.


0UCF.L

1D
-0.14%
1M
-0.41%
6M
0.21%
YTD
0.50%
1Y
1.25%
3Y*
5.01%
5Y*
0.34%
10Y*
1.09%

XBLC.L

1D
-0.07%
1M
-0.48%
6M
0.10%
YTD
0.52%
1Y
1.54%
3Y*
4.44%
5Y*
-0.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

0UCF.L vs. XBLC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
0UCF.L
iShares € Corp Bond Financials UCITS ETF EUR (Dist)
0.50%3.07%5.54%7.93%-13.17%0.25%1.64%5.28%-1.78%0.60%
XBLC.L
Xtrackers II EUR Corporate Bond UCITS ETF 1C
0.52%2.95%4.36%7.50%-13.29%-1.05%2.52%6.28%-1.53%0.63%

Correlation

The correlation between 0UCF.L and XBLC.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

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

0.17

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

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2017

0.29

The correlation between 0UCF.L and XBLC.L shifts across timeframes, from 0.14 (5 years) to 0.34 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

0UCF.L vs. XBLC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

0UCF.L
0UCF.L Risk / Return Rank: 1515
Overall Rank
0UCF.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
0UCF.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
0UCF.L Omega Ratio Rank: 1515
Omega Ratio Rank
0UCF.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
0UCF.L Martin Ratio Rank: 1616
Martin Ratio Rank

XBLC.L
XBLC.L Risk / Return Rank: 1818
Overall Rank
XBLC.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XBLC.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
XBLC.L Omega Ratio Rank: 1717
Omega Ratio Rank
XBLC.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
XBLC.L Martin Ratio Rank: 2121
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.

0UCF.L vs. XBLC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.L) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.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.


0UCF.LXBLC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.08

1.10

-0.02

Calmar ratioReturn relative to maximum drawdown

0.42

0.58

-0.15

Martin ratioReturn relative to average drawdown

1.09

1.95

-0.87

0UCF.L vs. XBLC.L - Sharpe Ratio Comparison

The current 0UCF.L Sharpe Ratio is 0.31, which is lower than the XBLC.L Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of 0UCF.L and XBLC.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

0UCF.L vs. XBLC.L - Drawdown Comparison

The maximum 0UCF.L drawdown since its inception was -16.46%, roughly equal to the maximum XBLC.L drawdown of -17.18%. Use the drawdown chart below to compare losses from any high point for 0UCF.L and XBLC.L.


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Drawdown Indicators


0UCF.LXBLC.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.46%

-17.18%

+0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-2.67%

-0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-2.95%

-2.67%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-16.46%

-17.18%

+0.72%

Max Drawdown (10Y)

Largest decline over 10 years

-16.46%

Current Drawdown

Current decline from peak

-1.01%

-1.08%

+0.07%

Average Drawdown

Average peak-to-trough decline

-2.91%

-4.45%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

0.79%

+0.36%

Volatility

0UCF.L vs. XBLC.L - Volatility Comparison

iShares € Corp Bond Financials UCITS ETF EUR (Dist) (0UCF.L) has a higher volatility of 1.05% compared to Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) at 0.77%. This indicates that 0UCF.L's price experiences larger fluctuations and is considered to be riskier than XBLC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


0UCF.LXBLC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

0.77%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.18%

2.72%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

3.98%

3.06%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.01%

4.39%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.94%

4.68%

-0.74%

0UCF.L vs. XBLC.L - Expense Ratio Comparison

0UCF.L has a 0.20% expense ratio, which is higher than XBLC.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

0UCF.L vs. XBLC.L - Dividend Comparison

0UCF.L's dividend yield for the trailing twelve months is around 3.18%, while XBLC.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
0UCF.L
iShares € Corp Bond Financials UCITS ETF EUR (Dist)
3.18%3.08%2.94%2.42%1.00%0.75%0.98%0.55%1.10%1.12%1.52%1.70%
XBLC.L
Xtrackers II EUR Corporate Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


0UCF.L and XBLC.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XBLC.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XBLC.L is cheaper with a 0.12% expense ratio, compared with 0.20% for 0UCF.L.

0UCF.L tracks Bloomberg Euro-Aggregate: Financials Index, while XBLC.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for 0UCF.L and 0.12% for XBLC.L.

Portfolio Optimizer

Find the right allocation for 0UCF.L and XBLC.L

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