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COVR.DE vs. IEXA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COVR.DE vs. IEXA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in PIMCO Covered Bond UCITS ETF Dist (COVR.DE) and iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.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, COVR.DE achieves a 0.53% return, which is significantly lower than IEXA.DE's 1.30% return.


COVR.DE

1D
0.02%
1M
0.61%
YTD
0.53%
6M
0.69%
1Y
1.33%
3Y*
3.83%
5Y*
-0.34%
10Y*
0.61%

IEXA.DE

1D
0.00%
1M
0.74%
YTD
1.30%
6M
1.48%
1Y
2.24%
3Y*
4.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COVR.DE vs. IEXA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
COVR.DE
PIMCO Covered Bond UCITS ETF Dist
0.53%2.66%3.80%6.12%-6.72%
IEXA.DE
iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc
1.30%2.47%3.54%7.38%-5.39%

Correlation

The correlation between COVR.DE and IEXA.DE is 0.66, 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

0.66

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

0.73

Correlation (All Time)
Calculated using the full available price history since May 27, 2022

0.78

The correlation between COVR.DE and IEXA.DE shifts across timeframes, from 0.66 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

COVR.DE vs. IEXA.DE — Risk / Return Rank

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

COVR.DE
COVR.DE Risk / Return Rank: 1515
Overall Rank
COVR.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
COVR.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
COVR.DE Omega Ratio Rank: 1616
Omega Ratio Rank
COVR.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
COVR.DE Martin Ratio Rank: 1515
Martin Ratio Rank

IEXA.DE
IEXA.DE Risk / Return Rank: 2121
Overall Rank
IEXA.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IEXA.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IEXA.DE Omega Ratio Rank: 2121
Omega Ratio Rank
IEXA.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
IEXA.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.

COVR.DE vs. IEXA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Covered Bond UCITS ETF Dist (COVR.DE) and iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.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.


COVR.DEIEXA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.10

1.14

-0.05

Calmar ratioReturn relative to maximum drawdown

0.46

0.87

-0.41

Martin ratioReturn relative to average drawdown

1.26

2.79

-1.54

COVR.DE vs. IEXA.DE - Sharpe Ratio Comparison

The current COVR.DE Sharpe Ratio is 0.53, which is comparable to the IEXA.DE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of COVR.DE and IEXA.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

COVR.DE vs. IEXA.DE - Drawdown Comparison

The maximum COVR.DE drawdown since its inception was -16.37%, which is greater than IEXA.DE's maximum drawdown of -9.06%. Use the drawdown chart below to compare losses from any high point for COVR.DE and IEXA.DE.


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Drawdown Indicators


COVR.DEIEXA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.37%

-9.06%

-7.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-2.56%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-2.85%

-2.56%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-15.70%

Max Drawdown (10Y)

Largest decline over 10 years

-16.37%

Current Drawdown

Current decline from peak

-3.48%

0.00%

-3.48%

Average Drawdown

Average peak-to-trough decline

-3.82%

-2.24%

-1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.80%

+0.25%

Volatility

COVR.DE vs. IEXA.DE - Volatility Comparison

The current volatility for PIMCO Covered Bond UCITS ETF Dist (COVR.DE) is 0.64%, while iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.DE) has a volatility of 0.78%. This indicates that COVR.DE experiences smaller price fluctuations and is considered to be less risky than IEXA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COVR.DEIEXA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

0.78%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.11%

2.77%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

2.49%

3.26%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.78%

4.77%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.98%

4.77%

-1.79%

COVR.DE vs. IEXA.DE - Expense Ratio Comparison

COVR.DE has a 0.43% expense ratio, which is higher than IEXA.DE's 0.20% expense ratio.


Dividends

COVR.DE vs. IEXA.DE - Dividend Comparison

COVR.DE's dividend yield for the trailing twelve months is around 2.47%, while IEXA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
COVR.DE
PIMCO Covered Bond UCITS ETF Dist
2.47%2.43%1.66%0.56%0.00%0.00%0.42%1.20%0.78%0.57%0.74%0.86%
IEXA.DE
iShares EUR Corporate Bond ex-Financials 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%

Frequently Asked Questions


COVR.DE and IEXA.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEXA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEXA.DE is cheaper with a 0.20% expense ratio, compared with 0.43% for COVR.DE.

COVR.DE tracks PIMCO Covered Bond, while IEXA.DE tracks Bloomberg Euro Corporate ex-Financials Bond. They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.43% for COVR.DE and 0.20% for IEXA.DE.

Portfolio Optimizer

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