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2B7S.DE vs. EXHC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2B7S.DE vs. EXHC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) and iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 2B7S.DE achieves a -0.20% return, which is significantly higher than EXHC.DE's -0.23% return.


2B7S.DE

1D
0.00%
1M
0.00%
6M
-0.20%
YTD
-0.20%
1Y
1.40%
3Y*
2.34%
5Y*
0.04%
10Y*

EXHC.DE

1D
0.03%
1M
-0.36%
6M
-0.63%
YTD
-0.23%
1Y
-0.10%
3Y*
2.10%
5Y*
-1.02%
10Y*
-0.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B7S.DE vs. EXHC.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
2B7S.DE
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc
-0.20%3.04%2.49%1.90%-5.78%-1.18%
EXHC.DE
iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)
-0.23%1.16%1.57%4.17%-10.23%-1.03%

Correlation

The correlation between 2B7S.DE and EXHC.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.41

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

0.50

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2021

0.50

Over the past year, the correlation between 2B7S.DE and EXHC.DE has dropped to 0.25 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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Return for Risk

2B7S.DE vs. EXHC.DE — Risk / Return Rank

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

2B7S.DE
2B7S.DE Risk / Return Rank: 2424
Overall Rank
2B7S.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
2B7S.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
2B7S.DE Omega Ratio Rank: 2121
Omega Ratio Rank
2B7S.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
2B7S.DE Martin Ratio Rank: 2929
Martin Ratio Rank

EXHC.DE
EXHC.DE Risk / Return Rank: 88
Overall Rank
EXHC.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EXHC.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EXHC.DE Omega Ratio Rank: 88
Omega Ratio Rank
EXHC.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EXHC.DE Martin Ratio Rank: 99
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.

2B7S.DE vs. EXHC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) and iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.DE). 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.


2B7S.DEEXHC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.12

1.00

+0.13

Calmar ratioReturn relative to maximum drawdown

1.42

-0.05

+1.47

Martin ratioReturn relative to average drawdown

3.37

-0.11

+3.48

2B7S.DE vs. EXHC.DE - Sharpe Ratio Comparison

The current 2B7S.DE Sharpe Ratio is 0.55, which is higher than the EXHC.DE Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of 2B7S.DE and EXHC.DE, 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

2B7S.DE vs. EXHC.DE - Drawdown Comparison

The maximum 2B7S.DE drawdown since its inception was -7.68%, smaller than the maximum EXHC.DE drawdown of -14.39%. Use the drawdown chart below to compare losses from any high point for 2B7S.DE and EXHC.DE.


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Drawdown Indicators


2B7S.DEEXHC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-7.68%

-14.39%

+6.71%

Max Drawdown (1Y)

Largest decline over 1 year

-0.98%

-2.06%

+1.08%

Max Drawdown (3Y)

Largest decline over 3 years

-1.03%

-2.33%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-7.50%

-12.55%

+5.05%

Max Drawdown (10Y)

Largest decline over 10 years

-14.39%

Current Drawdown

Current decline from peak

-0.59%

-7.34%

+6.75%

Average Drawdown

Average peak-to-trough decline

-3.24%

-2.91%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

0.89%

-0.48%

Volatility

2B7S.DE vs. EXHC.DE - Volatility Comparison

The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) is 0.57%, while iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.DE) has a volatility of 0.66%. This indicates that 2B7S.DE experiences smaller price fluctuations and is considered to be less risky than EXHC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2B7S.DEEXHC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.57%

0.66%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

2.11%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

2.52%

2.44%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.51%

3.59%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.45%

2.77%

-0.32%

2B7S.DE vs. EXHC.DE - Expense Ratio Comparison

2B7S.DE has a 0.10% expense ratio, which is lower than EXHC.DE's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

2B7S.DE vs. EXHC.DE - Dividend Comparison

2B7S.DE has not paid dividends to shareholders, while EXHC.DE's dividend yield for the trailing twelve months is around 1.41%.


PositionTTM20252024202320222021202020192018201720162015
2B7S.DE
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXHC.DE
iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)
1.41%1.38%1.11%0.81%0.41%0.68%0.86%1.08%0.91%1.34%1.65%1.82%

Frequently Asked Questions


2B7S.DE and EXHC.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 2B7S.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

2B7S.DE is cheaper with a 0.10% expense ratio, compared with 0.16% for EXHC.DE.

2B7S.DE tracks ICE US Treasury 1-3 Year (EUR Hedged) Index, while EXHC.DE tracks eb.rexx Government Germany 2.5-5.5 Index. Their fees differ too: 0.10% for 2B7S.DE and 0.16% for EXHC.DE.

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