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CEBD.DE vs. IS3F.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEBD.DE vs. IS3F.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares iBonds Dec 2027 Term € Corp UCITS ETF EUR (Dist) (CEBD.DE) and iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.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, CEBD.DE achieves a 0.83% return, which is significantly lower than IS3F.DE's 5.49% return.


CEBD.DE

1D
0.00%
1M
0.31%
6M
0.83%
YTD
0.83%
1Y
1.92%
3Y*
5Y*
10Y*

IS3F.DE

1D
0.34%
1M
1.62%
6M
5.29%
YTD
5.49%
1Y
8.12%
3Y*
5.78%
5Y*
6.07%
10Y*
4.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEBD.DE vs. IS3F.DE - Yearly Performance Comparison


Correlation

The correlation between CEBD.DE and IS3F.DE is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2023

-0.07

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Return for Risk

CEBD.DE vs. IS3F.DE — Risk / Return Rank

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

CEBD.DE
CEBD.DE Risk / Return Rank: 1414
Overall Rank
CEBD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CEBD.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
CEBD.DE Omega Ratio Rank: 1515
Omega Ratio Rank
CEBD.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
CEBD.DE Martin Ratio Rank: 1515
Martin Ratio Rank

IS3F.DE
IS3F.DE Risk / Return Rank: 4848
Overall Rank
IS3F.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IS3F.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
IS3F.DE Omega Ratio Rank: 3939
Omega Ratio Rank
IS3F.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
IS3F.DE Martin Ratio Rank: 5050
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.

CEBD.DE vs. IS3F.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2027 Term € Corp UCITS ETF EUR (Dist) (CEBD.DE) and iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.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.


CEBD.DEIS3F.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.09

1.22

-0.13

Calmar ratioReturn relative to maximum drawdown

0.55

2.76

-2.21

Martin ratioReturn relative to average drawdown

1.23

7.08

-5.85

CEBD.DE vs. IS3F.DE - Sharpe Ratio Comparison

The current CEBD.DE Sharpe Ratio is 0.33, which is lower than the IS3F.DE Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of CEBD.DE and IS3F.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

CEBD.DE vs. IS3F.DE - Drawdown Comparison

The maximum CEBD.DE drawdown since its inception was -3.47%, smaller than the maximum IS3F.DE drawdown of -27.25%. Use the drawdown chart below to compare losses from any high point for CEBD.DE and IS3F.DE.


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Drawdown Indicators


CEBD.DEIS3F.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.47%

-27.25%

+23.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.47%

-2.93%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-11.67%

Max Drawdown (5Y)

Largest decline over 5 years

-11.67%

Max Drawdown (10Y)

Largest decline over 10 years

-20.78%

Current Drawdown

Current decline from peak

-1.84%

-3.40%

+1.56%

Average Drawdown

Average peak-to-trough decline

-0.82%

-8.18%

+7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

1.14%

+0.42%

Volatility

CEBD.DE vs. IS3F.DE - Volatility Comparison

The current volatility for iShares iBonds Dec 2027 Term € Corp UCITS ETF EUR (Dist) (CEBD.DE) is 0.97%, while iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.DE) has a volatility of 1.90%. This indicates that CEBD.DE experiences smaller price fluctuations and is considered to be less risky than IS3F.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEBD.DEIS3F.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

1.90%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

5.13%

4.53%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

5.87%

6.38%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.35%

7.66%

-2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

8.21%

-2.86%

CEBD.DE vs. IS3F.DE - Expense Ratio Comparison

CEBD.DE has a 0.12% expense ratio, which is lower than IS3F.DE's 0.25% 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

CEBD.DE vs. IS3F.DE - Dividend Comparison

CEBD.DE's dividend yield for the trailing twelve months is around 2.89%, less than IS3F.DE's 4.25% yield.


PositionTTM20252024202320222021202020192018201720162015
CEBD.DE
iShares iBonds Dec 2027 Term € Corp UCITS ETF EUR (Dist)
2.89%3.05%3.48%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IS3F.DE
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
4.25%4.77%5.36%4.95%2.10%1.50%2.62%3.52%2.81%2.25%2.36%3.21%

Frequently Asked Questions


CEBD.DE and IS3F.DE have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

CEBD.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for IS3F.DE.

CEBD.DE tracks Bloomberg MSCI December 2027 Maturity EUR Corporate ESG Screened Index, while IS3F.DE tracks Markit iBoxx USD Liquid Investment Grade Interest Rate Hedged Index. Their fees differ too: 0.12% for CEBD.DE and 0.25% for IS3F.DE.

Portfolio Optimizer

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