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4UBF.DE vs. IBCS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

4UBF.DE vs. IBCS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.DE) and iShares Euro Corporate Bond Large Cap UCITS ETF (IBCS.DE). 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 4UBF.DE having a 1.38% return and IBCS.DE slightly higher at 1.40%.


4UBF.DE

1D
0.00%
1M
0.56%
YTD
1.38%
6M
1.46%
1Y
2.46%
3Y*
5.09%
5Y*
-0.09%
10Y*

IBCS.DE

1D
0.10%
1M
0.70%
YTD
1.40%
6M
1.59%
1Y
2.39%
3Y*
4.46%
5Y*
-0.10%
10Y*
0.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

4UBF.DE vs. IBCS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
4UBF.DE
UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc
1.38%3.23%4.51%8.22%-15.67%-0.31%
IBCS.DE
iShares Euro Corporate Bond Large Cap UCITS ETF
1.40%2.83%3.66%7.36%-14.02%-0.48%

Correlation

The correlation between 4UBF.DE and IBCS.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.80

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

0.87

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2021

0.87

The correlation between 4UBF.DE and IBCS.DE shifts across timeframes, from 0.72 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

4UBF.DE vs. IBCS.DE — Risk / Return Rank

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

4UBF.DE
4UBF.DE Risk / Return Rank: 2121
Overall Rank
4UBF.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
4UBF.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
4UBF.DE Omega Ratio Rank: 1919
Omega Ratio Rank
4UBF.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
4UBF.DE Martin Ratio Rank: 2424
Martin Ratio Rank

IBCS.DE
IBCS.DE Risk / Return Rank: 2121
Overall Rank
IBCS.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IBCS.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IBCS.DE Omega Ratio Rank: 2020
Omega Ratio Rank
IBCS.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBCS.DE Martin Ratio Rank: 2323
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.

4UBF.DE vs. IBCS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.DE) and iShares Euro Corporate Bond Large Cap UCITS ETF (IBCS.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.


4UBF.DEIBCS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.12

1.13

-0.01

Calmar ratioReturn relative to maximum drawdown

0.86

0.86

0.00

Martin ratioReturn relative to average drawdown

2.79

2.92

-0.13

4UBF.DE vs. IBCS.DE - Sharpe Ratio Comparison

The current 4UBF.DE Sharpe Ratio is 0.67, which is comparable to the IBCS.DE Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of 4UBF.DE and IBCS.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

4UBF.DE vs. IBCS.DE - Drawdown Comparison

The maximum 4UBF.DE drawdown since its inception was -19.99%, which is greater than IBCS.DE's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for 4UBF.DE and IBCS.DE.


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Drawdown Indicators


4UBF.DEIBCS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.99%

-17.87%

-2.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-2.78%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-2.88%

-2.78%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-19.99%

-17.87%

-2.12%

Max Drawdown (10Y)

Largest decline over 10 years

-17.87%

Current Drawdown

Current decline from peak

-2.18%

-2.06%

-0.12%

Average Drawdown

Average peak-to-trough decline

-8.47%

-2.98%

-5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.82%

+0.06%

Volatility

4UBF.DE vs. IBCS.DE - Volatility Comparison

UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) Acc (4UBF.DE) and iShares Euro Corporate Bond Large Cap UCITS ETF (IBCS.DE) have volatilities of 0.79% and 0.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


4UBF.DEIBCS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.79%

0.83%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.03%

2.94%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.68%

3.38%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.09%

4.74%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

4.47%

+0.53%

4UBF.DE vs. IBCS.DE - Expense Ratio Comparison

4UBF.DE has a 0.13% expense ratio, which is lower than IBCS.DE's 0.20% 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

4UBF.DE vs. IBCS.DE - Dividend Comparison

4UBF.DE has not paid dividends to shareholders, while IBCS.DE's dividend yield for the trailing twelve months is around 3.11%.


PositionTTM20252024202320222021202020192018201720162015
4UBF.DE
UBS ETF (LU) Bloomberg MSCI Euro Area Liquid Corporates Sustainable UCITS ETF (EUR) 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%
IBCS.DE
iShares Euro Corporate Bond Large Cap UCITS ETF
3.11%3.03%2.74%2.31%1.05%0.73%0.85%0.99%1.10%1.09%1.27%1.57%

Frequently Asked Questions


4UBF.DE and IBCS.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 4UBF.DE is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

4UBF.DE is cheaper with a 0.13% expense ratio, compared with 0.20% for IBCS.DE.

4UBF.DE tracks Bloomberg MSCI Euro Area Liquid Corporates Sustainable, while IBCS.DE tracks iBoxx® EUR Liquid Corporates Large Cap. They also come from different issuers: UBS and iShares. Their fees differ too: 0.13% for 4UBF.DE and 0.20% for IBCS.DE.

Portfolio Optimizer

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