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E15H.DE vs. IBCI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

E15H.DE vs. IBCI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.DE) and iShares € Inflation Linked Govt Bond UCITS ETF (IBCI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with E15H.DE having a 2.91% return and IBCI.DE slightly higher at 2.98%.


E15H.DE

1D
-0.20%
1M
-0.14%
6M
3.29%
YTD
2.91%
1Y
2.34%
3Y*
2.00%
5Y*
0.64%
10Y*

IBCI.DE

1D
-0.27%
1M
-0.24%
6M
3.28%
YTD
2.98%
1Y
2.36%
3Y*
1.99%
5Y*
0.64%
10Y*
1.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

E15H.DE vs. IBCI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
E15H.DE
Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist)
2.91%0.86%-0.10%5.42%-9.40%6.32%2.91%
IBCI.DE
iShares € Inflation Linked Govt Bond UCITS ETF
2.98%0.81%-0.17%5.41%-9.30%6.19%2.70%

Correlation

The correlation between E15H.DE and IBCI.DE is 0.86, 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

0.86

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

0.90

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

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.93

The correlation between E15H.DE and IBCI.DE has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.

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Return for Risk

E15H.DE vs. IBCI.DE — Risk / Return Rank

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

E15H.DE
E15H.DE Risk / Return Rank: 2222
Overall Rank
E15H.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
E15H.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
E15H.DE Omega Ratio Rank: 1818
Omega Ratio Rank
E15H.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
E15H.DE Martin Ratio Rank: 2929
Martin Ratio Rank

IBCI.DE
IBCI.DE Risk / Return Rank: 2323
Overall Rank
IBCI.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IBCI.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
IBCI.DE Omega Ratio Rank: 1818
Omega Ratio Rank
IBCI.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
IBCI.DE Martin Ratio Rank: 2727
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.

E15H.DE vs. IBCI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.DE) and iShares € Inflation Linked Govt Bond UCITS ETF (IBCI.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.


E15H.DEIBCI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.11

1.11

0.00

Calmar ratioReturn relative to maximum drawdown

1.17

1.26

-0.09

Martin ratioReturn relative to average drawdown

3.55

3.32

+0.23

E15H.DE vs. IBCI.DE - Sharpe Ratio Comparison

The current E15H.DE Sharpe Ratio is 0.61, which is comparable to the IBCI.DE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of E15H.DE and IBCI.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

E15H.DE vs. IBCI.DE - Drawdown Comparison

The maximum E15H.DE drawdown since its inception was -15.98%, roughly equal to the maximum IBCI.DE drawdown of -16.37%. Use the drawdown chart below to compare losses from any high point for E15H.DE and IBCI.DE.


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Drawdown Indicators


E15H.DEIBCI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.98%

-16.37%

+0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-2.00%

-1.87%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-5.43%

-5.34%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-15.98%

-16.37%

+0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-16.37%

Current Drawdown

Current decline from peak

-5.61%

-5.69%

+0.08%

Average Drawdown

Average peak-to-trough decline

-7.16%

-3.77%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.70%

-0.05%

Volatility

E15H.DE vs. IBCI.DE - Volatility Comparison

Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.DE) has a higher volatility of 0.81% compared to iShares € Inflation Linked Govt Bond UCITS ETF (IBCI.DE) at 0.77%. This indicates that E15H.DE's price experiences larger fluctuations and is considered to be riskier than IBCI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


E15H.DEIBCI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

0.77%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

2.97%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

3.73%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.66%

6.85%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.34%

6.15%

+0.19%

E15H.DE vs. IBCI.DE - Expense Ratio Comparison

Both E15H.DE and IBCI.DE have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

E15H.DE vs. IBCI.DE - Dividend Comparison

E15H.DE's dividend yield for the trailing twelve months is around 0.94%, while IBCI.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
E15H.DE
Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist)
0.94%0.97%0.82%0.74%0.94%0.86%0.36%
IBCI.DE
iShares € Inflation Linked Govt Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


E15H.DE and IBCI.DE have a correlation of 0.86, 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 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

E15H.DE and IBCI.DE have the same expense ratio: 0.09% per year.

Both ETFs track Bloomberg Euro Government Inflation-Linked Bond Index. They also come from different issuers: Amundi and iShares.

Portfolio Optimizer

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