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DE5A.DE vs. IBCM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DE5A.DE vs. IBCM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) and iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with DE5A.DE at 0.27% and IBCM.DE at 0.27%. Over the past 10 years, DE5A.DE has underperformed IBCM.DE with an annualized return of -1.18%, while IBCM.DE has yielded a comparatively higher -0.17% annualized return.


DE5A.DE

1D
0.08%
1M
-0.09%
YTD
0.27%
6M
0.19%
1Y
-0.43%
3Y*
1.24%
5Y*
-3.17%
10Y*
-1.18%

IBCM.DE

1D
0.06%
1M
0.02%
YTD
0.27%
6M
0.03%
1Y
0.68%
3Y*
2.61%
5Y*
-2.34%
10Y*
-0.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DE5A.DE vs. IBCM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DE5A.DE
Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR
0.27%-0.65%-0.40%5.80%-19.06%-3.67%3.70%4.28%1.66%-0.73%
IBCM.DE
iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)
0.27%1.53%0.84%8.74%-19.91%-3.09%4.08%6.64%1.32%0.88%

Correlation

The correlation between DE5A.DE and IBCM.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.97

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

0.97

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

0.91

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2011

0.89

The correlation between DE5A.DE and IBCM.DE has been stable across timeframes, ranging from 0.89 to 0.97 - a consistent structural relationship.

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Return for Risk

DE5A.DE vs. IBCM.DE — Risk / Return Rank

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

DE5A.DE
DE5A.DE Risk / Return Rank: 77
Overall Rank
DE5A.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DE5A.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
DE5A.DE Omega Ratio Rank: 66
Omega Ratio Rank
DE5A.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
DE5A.DE Martin Ratio Rank: 66
Martin Ratio Rank

IBCM.DE
IBCM.DE Risk / Return Rank: 99
Overall Rank
IBCM.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
IBCM.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
IBCM.DE Omega Ratio Rank: 99
Omega Ratio Rank
IBCM.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
IBCM.DE Martin Ratio Rank: 99
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.

DE5A.DE vs. IBCM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) and iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.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.


DE5A.DEIBCM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

0.97

1.01

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.26

0.03

-0.29

Martin ratioReturn relative to average drawdown

-0.58

0.08

-0.66

DE5A.DE vs. IBCM.DE - Sharpe Ratio Comparison

The current DE5A.DE Sharpe Ratio is -0.20, which is lower than the IBCM.DE Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of DE5A.DE and IBCM.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


DE5A.DEIBCM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

0.03

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

-0.31

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.22

-0.03

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.59

-0.36

Drawdowns

DE5A.DE vs. IBCM.DE - Drawdown Comparison

The maximum DE5A.DE drawdown since its inception was -24.92%, which is greater than IBCM.DE's maximum drawdown of -23.25%. Use the drawdown chart below to compare losses from any high point for DE5A.DE and IBCM.DE.


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Drawdown Indicators


DE5A.DEIBCM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.92%

-23.25%

-1.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.13%

-4.08%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-4.45%

-4.53%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-22.90%

+0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-24.92%

-23.25%

-1.67%

Current Drawdown

Current decline from peak

-19.43%

-13.71%

-5.72%

Average Drawdown

Average peak-to-trough decline

-7.30%

-5.23%

-2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

1.53%

-0.11%

Volatility

DE5A.DE vs. IBCM.DE - Volatility Comparison

The current volatility for Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) is 1.71%, while iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.DE) has a volatility of 1.94%. This indicates that DE5A.DE experiences smaller price fluctuations and is considered to be less risky than IBCM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DE5A.DEIBCM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

1.94%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.44%

4.20%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

4.19%

5.00%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.45%

7.39%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.37%

6.03%

-0.66%

DE5A.DE vs. IBCM.DE - Expense Ratio Comparison

DE5A.DE has a 0.14% expense ratio, which is lower than IBCM.DE's 0.15% 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

DE5A.DE vs. IBCM.DE - Dividend Comparison

DE5A.DE has not paid dividends to shareholders, while IBCM.DE's dividend yield for the trailing twelve months is around 2.92%.


PositionTTM20252024202320222021202020192018201720162015
DE5A.DE
Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBCM.DE
iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)
2.92%2.82%2.73%1.97%0.13%0.00%0.09%0.63%0.75%0.76%0.80%1.09%

Frequently Asked Questions


With a correlation of 0.94, DE5A.DE and IBCM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, DE5A.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DE5A.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for IBCM.DE.

DE5A.DE tracks FTSE Highest-Rated Eurozone Government Bond, while IBCM.DE tracks Bloomberg Euro Government Bond 10. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.14% for DE5A.DE and 0.15% for IBCM.DE.

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