ECR1.DE vs. IG35.DE
ECR1.DE (Amundi Euro Corporate 0-1Y ESG UCITS ETF) and IG35.DE (iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)) are both European Corporate Bonds funds - ECR1.DE tracks the iBoxx® MSCI ESG EUR Corporates 0-1 while IG35.DE tracks the Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. Both are passively managed. At a 0.19 correlation, their price movements are largely independent. ECR1.DE charges 0.08%/yr vs 0.12%/yr for IG35.DE.
Performance
ECR1.DE vs. IG35.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ECR1.DE achieves a 0.81% return, which is significantly lower than IG35.DE's 0.90% return.
ECR1.DE
- 1D
- -0.04%
- 1M
- 0.15%
- YTD
- 0.81%
- 6M
- 0.98%
- 1Y
- 2.05%
- 3Y*
- 3.16%
- 5Y*
- 1.93%
- 10Y*
- —
IG35.DE
- 1D
- 0.25%
- 1M
- 0.47%
- YTD
- 0.90%
- 6M
- 0.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ECR1.DE vs. IG35.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ECR1.DE Amundi Euro Corporate 0-1Y ESG UCITS ETF | 0.81% | 0.42% |
IG35.DE iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) | 0.90% | -0.54% |
Correlation
The correlation between ECR1.DE and IG35.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025 | 0.19 |
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Return for Risk
ECR1.DE vs. IG35.DE — Risk / Return Rank
ECR1.DE
IG35.DE
ECR1.DE vs. IG35.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Corporate 0-1Y ESG UCITS ETF (ECR1.DE) and iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) (IG35.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.
| ECR1.DE | IG35.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.80 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 22.26 | — | — |
| Martin ratioReturn relative to average drawdown | 77.85 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ECR1.DE | IG35.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.75 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 3.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.86 | 0.11 | +2.75 |
Drawdowns
ECR1.DE vs. IG35.DE - Drawdown Comparison
The maximum ECR1.DE drawdown since its inception was -1.49%, smaller than the maximum IG35.DE drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for ECR1.DE and IG35.DE.
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Drawdown Indicators
| ECR1.DE | IG35.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.49% | -4.08% | +2.59% |
Max Drawdown (1Y)Largest decline over 1 year | -0.09% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -0.18% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -1.32% | — | — |
Current DrawdownCurrent decline from peak | -0.05% | -1.08% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -0.27% | -1.38% | +1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | — | — |
Volatility
ECR1.DE vs. IG35.DE - Volatility Comparison
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Volatility by Period
| ECR1.DE | IG35.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.11% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 0.37% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.54% | 5.22% | -4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.63% | 5.22% | -4.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.63% | 5.22% | -4.59% |
ECR1.DE vs. IG35.DE - Expense Ratio Comparison
ECR1.DE has a 0.08% expense ratio, which is lower than IG35.DE's 0.12% 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
ECR1.DE vs. IG35.DE - Dividend Comparison
Neither ECR1.DE nor IG35.DE has paid dividends to shareholders.
Frequently Asked Questions
ECR1.DE and IG35.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ECR1.DE is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ECR1.DE is cheaper with a 0.08% expense ratio, compared with 0.12% for IG35.DE.
ECR1.DE tracks iBoxx® MSCI ESG EUR Corporates 0-1, while IG35.DE tracks Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.08% for ECR1.DE and 0.12% for IG35.DE.
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