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CBE3.L vs. VWCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBE3.L vs. VWCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Govt Bond 1-3yr UCITS ETF EUR (Acc) (CBE3.L) and Vanguard FTSE All-World UCITS ETF (VWCE.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, CBE3.L achieves a 0.48% return, which is significantly lower than VWCE.DE's 12.91% return.


CBE3.L

1D
0.03%
1M
0.30%
YTD
0.48%
6M
0.60%
1Y
1.25%
3Y*
2.87%
5Y*
0.90%
10Y*
0.41%

VWCE.DE

1D
-0.36%
1M
1.00%
YTD
12.91%
6M
13.38%
1Y
27.21%
3Y*
18.35%
5Y*
11.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBE3.L vs. VWCE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CBE3.L
iShares € Govt Bond 1-3yr UCITS ETF EUR (Acc)
0.48%2.28%3.10%3.46%-4.26%-0.83%-0.15%-0.33%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
12.91%9.16%24.41%18.18%-13.47%28.62%5.36%7.08%

Correlation

The correlation between CBE3.L and VWCE.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.14

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2019

0.08

Over the past year, CBE3.L and VWCE.DE have become more correlated (0.28) than their long-term average of 0.08, meaning their price movements have been converging.

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Return for Risk

CBE3.L vs. VWCE.DE — Risk / Return Rank

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

CBE3.L
CBE3.L Risk / Return Rank: 3030
Overall Rank
CBE3.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
CBE3.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
CBE3.L Omega Ratio Rank: 3434
Omega Ratio Rank
CBE3.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
CBE3.L Martin Ratio Rank: 2828
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 8585
Overall Rank
VWCE.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 8383
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8989
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.

CBE3.L vs. VWCE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 1-3yr UCITS ETF EUR (Acc) (CBE3.L) and Vanguard FTSE All-World UCITS ETF (VWCE.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.


CBE3.LVWCE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.22

1.43

-0.21

Calmar ratioReturn relative to maximum drawdown

1.13

4.14

-3.01

Martin ratioReturn relative to average drawdown

3.62

16.98

-13.35

CBE3.L vs. VWCE.DE - Sharpe Ratio Comparison

The current CBE3.L Sharpe Ratio is 1.05, which is lower than the VWCE.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of CBE3.L and VWCE.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

CBE3.L vs. VWCE.DE - Drawdown Comparison

The maximum CBE3.L drawdown since its inception was -6.13%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for CBE3.L and VWCE.DE.


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Drawdown Indicators


CBE3.LVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.13%

-33.43%

+27.30%

Max Drawdown (1Y)

Largest decline over 1 year

-1.11%

-6.55%

+5.44%

Max Drawdown (3Y)

Largest decline over 3 years

-1.11%

-21.07%

+19.96%

Max Drawdown (5Y)

Largest decline over 5 years

-5.19%

-21.07%

+15.88%

Max Drawdown (10Y)

Largest decline over 10 years

-6.13%

Current Drawdown

Current decline from peak

-0.07%

-1.11%

+1.04%

Average Drawdown

Average peak-to-trough decline

-1.02%

-4.66%

+3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

1.60%

-1.26%

Volatility

CBE3.L vs. VWCE.DE - Volatility Comparison

The current volatility for iShares € Govt Bond 1-3yr UCITS ETF EUR (Acc) (CBE3.L) is 0.30%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 3.43%. This indicates that CBE3.L experiences smaller price fluctuations and is considered to be less risky than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBE3.LVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.30%

3.43%

-3.13%

Volatility (6M)

Calculated over the trailing 6-month period

1.09%

8.47%

-7.38%

Volatility (1Y)

Calculated over the trailing 1-year period

1.19%

11.65%

-10.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.51%

13.81%

-12.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.28%

16.14%

-14.86%

CBE3.L vs. VWCE.DE - Expense Ratio Comparison

CBE3.L has a 0.20% expense ratio, which is higher than VWCE.DE's 0.19% 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

CBE3.L vs. VWCE.DE - Dividend Comparison

Neither CBE3.L nor VWCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CBE3.L and VWCE.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for CBE3.L.

CBE3.L is categorized as Short-Term Bond, while VWCE.DE is Global Equities. CBE3.L tracks Bloomberg Euro Government Bond 1-3 Year Index, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for CBE3.L and 0.19% for VWCE.DE.

Portfolio Optimizer

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