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CCEP vs. IBDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CCEP vs. IBDT

Last updated Jun 13, 2026

CCEP (Coca-Cola European Partners plc) is a stock, while IBDT (iShares iBonds Dec 2028 Term Corporate ETF) is Corporate Bonds fund tracking the Bloomberg December 2028 Maturity Corporate Index. Over the past 5 years, CCEP returned 13.46%/yr vs 1.25%/yr for IBDT. At a 0.13 correlation, their price movements are largely independent.

Performance

CCEP vs. IBDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coca-Cola European Partners plc (CCEP) and iShares iBonds Dec 2028 Term Corporate ETF (IBDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CCEP achieves a 10.70% return, which is significantly higher than IBDT's 0.92% return.

CCEP

1D
1.69%
1M
11.17%
YTD
10.70%
6M
10.57%
1Y
9.85%
3Y*
18.61%
5Y*
13.46%
10Y*
13.47%

IBDT

1D
0.02%
1M
0.45%
YTD
0.92%
6M
1.33%
1Y
4.61%
3Y*
5.76%
5Y*
1.25%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCEP vs. IBDT - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
CCEP
Coca-Cola European Partners plc		10.70%21.20%18.35%24.50%2.33%15.61%0.48%13.85%1.03%
IBDT
iShares iBonds Dec 2028 Term Corporate ETF		0.92%7.02%3.97%7.72%-11.42%-1.90%9.62%15.15%1.47%

Correlation

The correlation between CCEP and IBDT is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.20

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

0.19

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

0.17

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2018

0.13

Compare stocks, funds, or ETFs

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

Coca-Cola European Partners plc

iShares iBonds Dec 2028 Term Corporate ETF

Often compared with CCEP:
CCEP vs. KOCCEP vs. QQQCCEP vs. CCEP.LCCEP vs. PEPCCEP vs. SPYCCEP vs. AAPLCCEP vs. SCHD
Often compared with IBDT:
IBDT vs. BSCSIBDT vs. BSCTIBDT vs. ERNA.LIBDT vs. DODIXIBDT vs. IBDUIBDT vs. SGOVIBDT vs. IBDR

Return for Risk

CCEP vs. IBDT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CCEP
CCEP Risk / Return Rank: 5252
Overall Rank
CCEP Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
CCEP Sortino Ratio Rank: 4949
Sortino Ratio Rank
CCEP Omega Ratio Rank: 4949
Omega Ratio Rank
CCEP Calmar Ratio Rank: 5555
Calmar Ratio Rank
CCEP Martin Ratio Rank: 5252
Martin Ratio Rank
IBDT
IBDT Risk / Return Rank: 9292
Overall Rank
IBDT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IBDT Sortino Ratio Rank: 9494
Sortino Ratio Rank
IBDT Omega Ratio Rank: 9393
Omega Ratio Rank
IBDT Calmar Ratio Rank: 8787
Calmar Ratio Rank
IBDT Martin Ratio Rank: 9292
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.

CCEP vs. IBDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coca-Cola European Partners plc (CCEP) and iShares iBonds Dec 2028 Term Corporate ETF (IBDT). 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.

CCEPIBDTDifference
Sharpe ratioReturn per unit of total volatility
0.40
2.81

-2.40

Sortino ratioReturn per unit of downside risk
0.69
4.51

-3.82

Omega ratioGain probability vs. loss probability

1.09

1.59

-0.50

Calmar ratioReturn relative to maximum drawdown

0.50

4.38

-3.88

Martin ratioReturn relative to average drawdown

0.90

20.12

-19.22

CCEP vs. IBDT - Sharpe Ratio Comparison

The current CCEP Sharpe Ratio is 0.40, which is lower than the IBDT Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of CCEP and IBDT, 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

CCEP vs. IBDT - Drawdown Comparison

The maximum CCEP drawdown since its inception was -79.40%, which is greater than IBDT's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for CCEP and IBDT.

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Drawdown Indicators

CCEPIBDTDifference

Max Drawdown

Largest peak-to-trough decline

-79.40%

-17.79%

-61.61%

Max Drawdown (1Y)

Largest decline over 1 year

-18.22%

-1.03%

-17.19%

Max Drawdown (3Y)

Largest decline over 3 years

-18.22%

-3.19%

-15.03%

Max Drawdown (5Y)

Largest decline over 5 years

-29.52%

-17.68%

-11.84%

Max Drawdown (10Y)

Largest decline over 10 years

-48.76%

—

—

Current Drawdown

Current decline from peak

-9.08%

0.00%

-9.08%

Average Drawdown

Average peak-to-trough decline

-24.34%

-4.15%

-20.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.03%

0.22%

+9.81%

Volatility

CCEP vs. IBDT - Volatility Comparison

Coca-Cola European Partners plc (CCEP) has a higher volatility of 6.82% compared to iShares iBonds Dec 2028 Term Corporate ETF (IBDT) at 0.44%. This indicates that CCEP's price experiences larger fluctuations and is considered to be riskier than IBDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CCEPIBDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

0.44%

+6.38%

Volatility (6M)

Calculated over the trailing 6-month period

16.68%

1.07%

+15.61%

Volatility (1Y)

Calculated over the trailing 1-year period

22.46%

1.61%

+20.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.20%

5.07%

+18.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.38%

6.36%

+20.02%

Dividends

CCEP vs. IBDT - Dividend Comparison

CCEP's dividend yield for the trailing twelve months is around 2.41%, less than IBDT's 4.54% yield.

PositionTTM20252024202320222021202020192018201720162015
CCEP
Coca-Cola European Partners plc		2.41%2.57%2.77%2.95%3.07%2.90%2.01%2.71%2.73%2.97%3.65%2.27%
IBDT
iShares iBonds Dec 2028 Term Corporate ETF		4.54%4.56%4.67%4.10%3.25%2.45%2.80%3.32%1.47%0.00%0.00%0.00%

Frequently Asked Questions

CCEP and IBDT have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CCEP has higher volatility (6.82%) compared to IBDT (0.44%). In terms of maximum drawdown, CCEP dropped -79.40% vs IBDT's -17.79%.

IBDT currently has the higher Sharpe Ratio (2.81 vs 0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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