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D5BC.DE vs. IBCA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D5BC.DE vs. IBCA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.DE) and iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.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, D5BC.DE achieves a 0.01% return, which is significantly lower than IBCA.DE's 0.16% return. Over the past 10 years, D5BC.DE has underperformed IBCA.DE with an annualized return of -0.22%, while IBCA.DE has yielded a comparatively higher 0.36% annualized return.


D5BC.DE

1D
0.03%
1M
0.22%
YTD
0.01%
6M
0.06%
1Y
0.50%
3Y*
2.03%
5Y*
0.22%
10Y*
-0.22%

IBCA.DE

1D
0.06%
1M
0.22%
YTD
0.16%
6M
0.27%
1Y
0.96%
3Y*
2.71%
5Y*
0.81%
10Y*
0.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BC.DE vs. IBCA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
D5BC.DE
Xtrackers II Germany Government Bond 1-3 UCITS ETF
0.01%1.69%2.24%2.60%-4.78%-0.95%-0.76%-0.89%-0.01%-1.07%
IBCA.DE
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
0.16%2.31%3.05%3.50%-4.26%-0.84%-0.15%0.14%-0.27%0.02%

Correlation

The correlation between D5BC.DE and IBCA.DE is 0.80, 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

0.80

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

0.86

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

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jan 20, 2010

0.45

Over the past year, D5BC.DE and IBCA.DE have become more correlated (0.80) than their long-term average of 0.45, meaning their price movements have been converging.

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Return for Risk

D5BC.DE vs. IBCA.DE — Risk / Return Rank

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

D5BC.DE
D5BC.DE Risk / Return Rank: 1616
Overall Rank
D5BC.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
D5BC.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
D5BC.DE Omega Ratio Rank: 1616
Omega Ratio Rank
D5BC.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
D5BC.DE Martin Ratio Rank: 1616
Martin Ratio Rank

IBCA.DE
IBCA.DE Risk / Return Rank: 2121
Overall Rank
IBCA.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IBCA.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IBCA.DE Omega Ratio Rank: 2323
Omega Ratio Rank
IBCA.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBCA.DE Martin Ratio Rank: 2222
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.

D5BC.DE vs. IBCA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.DE) and iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.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.


D5BC.DEIBCA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.09

1.15

-0.06

Calmar ratioReturn relative to maximum drawdown

0.46

0.84

-0.38

Martin ratioReturn relative to average drawdown

1.39

2.70

-1.31

D5BC.DE vs. IBCA.DE - Sharpe Ratio Comparison

The current D5BC.DE Sharpe Ratio is 0.45, which is lower than the IBCA.DE Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of D5BC.DE and IBCA.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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Sharpe Ratios by Period


D5BC.DEIBCA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.71

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.52

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.18

0.09

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.25

-0.11

Drawdowns

D5BC.DE vs. IBCA.DE - Drawdown Comparison

The maximum D5BC.DE drawdown since its inception was -9.22%, which is greater than IBCA.DE's maximum drawdown of -8.31%. Use the drawdown chart below to compare losses from any high point for D5BC.DE and IBCA.DE.


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Drawdown Indicators


D5BC.DEIBCA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.22%

-8.31%

-0.91%

Max Drawdown (1Y)

Largest decline over 1 year

-1.08%

-1.14%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-1.08%

-1.14%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-6.12%

-5.21%

-0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-9.22%

-8.31%

-0.91%

Current Drawdown

Current decline from peak

-2.33%

-0.45%

-1.88%

Average Drawdown

Average peak-to-trough decline

-2.32%

-1.03%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

0.36%

0.00%

Volatility

D5BC.DE vs. IBCA.DE - Volatility Comparison

The current volatility for Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.DE) is 0.42%, while iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.DE) has a volatility of 0.64%. This indicates that D5BC.DE experiences smaller price fluctuations and is considered to be less risky than IBCA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


D5BC.DEIBCA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.42%

0.64%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

1.01%

1.27%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

1.11%

1.36%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.57%

1.55%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.21%

3.81%

-2.60%

D5BC.DE vs. IBCA.DE - Expense Ratio Comparison

Both D5BC.DE and IBCA.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

D5BC.DE vs. IBCA.DE - Dividend Comparison

D5BC.DE's dividend yield for the trailing twelve months is around 1.26%, less than IBCA.DE's 2.18% yield.


PositionTTM20252024202320222021202020192018201720162015
D5BC.DE
Xtrackers II Germany Government Bond 1-3 UCITS ETF
1.26%1.05%0.35%0.62%1.27%0.76%0.00%0.00%0.47%0.00%0.46%0.54%
IBCA.DE
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
2.18%2.45%2.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.29%

Frequently Asked Questions


D5BC.DE and IBCA.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

D5BC.DE and IBCA.DE have the same expense ratio: 0.15% per year.

D5BC.DE tracks iBoxx® EUR Germany 1-3, while IBCA.DE tracks Bloomberg Euro Government Bond 1-3. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

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