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EEXF.L vs. XBLC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EEXF.L vs. XBLC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares € Corp Bond ex-Financials UCITS ETF EUR (Dist) (EEXF.L) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EEXF.L is traded in GBP, while XBLC.L is traded in EUR. To make them comparable, the XBLC.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EEXF.L achieves a -3.85% return, which is significantly lower than XBLC.L's -2.21% return.


EEXF.L

1D
-0.68%
1M
-2.20%
6M
-3.46%
YTD
-3.85%
1Y
-2.30%
3Y*
3.04%
5Y*
-0.93%
10Y*
0.60%

XBLC.L

1D
-0.66%
1M
-2.35%
6M
-1.98%
YTD
-2.21%
1Y
-0.65%
3Y*
4.05%
5Y*
-0.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEXF.L vs. XBLC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EEXF.L
iShares € Corp Bond ex-Financials UCITS ETF EUR (Dist)
-3.85%7.88%-1.05%5.23%-8.74%-7.78%8.67%1.04%-0.32%0.71%
XBLC.L
Xtrackers II EUR Corporate Bond UCITS ETF 1C
-2.21%8.46%-0.38%5.36%-8.81%-6.92%8.32%0.25%-0.55%1.65%

Correlation

The correlation between EEXF.L and XBLC.L is 0.84, 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

0.84

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

0.86

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

0.87

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2017

0.86

The correlation between EEXF.L and XBLC.L has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.

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Return for Risk

EEXF.L vs. XBLC.L — Risk / Return Rank

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

EEXF.L
EEXF.L Risk / Return Rank: 55
Overall Rank
EEXF.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EEXF.L Sortino Ratio Rank: 55
Sortino Ratio Rank
EEXF.L Omega Ratio Rank: 55
Omega Ratio Rank
EEXF.L Calmar Ratio Rank: 55
Calmar Ratio Rank
EEXF.L Martin Ratio Rank: 55
Martin Ratio Rank

XBLC.L
XBLC.L Risk / Return Rank: 1818
Overall Rank
XBLC.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XBLC.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
XBLC.L Omega Ratio Rank: 1717
Omega Ratio Rank
XBLC.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
XBLC.L Martin Ratio Rank: 2121
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.

EEXF.L vs. XBLC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond ex-Financials UCITS ETF EUR (Dist) (EEXF.L) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L). 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.


EEXF.LXBLC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

0.92

0.98

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.48

-0.17

-0.32

Martin ratioReturn relative to average drawdown

-0.98

-0.39

-0.59

EEXF.L vs. XBLC.L - Sharpe Ratio Comparison

The current EEXF.L Sharpe Ratio is -0.51, which is lower than the XBLC.L Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of EEXF.L and XBLC.L, 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

EEXF.L vs. XBLC.L - Drawdown Comparison

The maximum EEXF.L drawdown since its inception was -21.79%, roughly equal to the maximum XBLC.L drawdown of -21.28%. Use the drawdown chart below to compare losses from any high point for EEXF.L and XBLC.L.


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Drawdown Indicators


EEXF.LXBLC.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.79%

-21.28%

-0.51%

Max Drawdown (1Y)

Largest decline over 1 year

-5.22%

-3.94%

-1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-5.22%

-3.94%

-1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-16.74%

-0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-21.79%

Current Drawdown

Current decline from peak

-10.99%

-7.79%

-3.20%

Average Drawdown

Average peak-to-trough decline

-8.24%

-8.79%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

1.67%

+0.89%

Volatility

EEXF.L vs. XBLC.L - Volatility Comparison

iShares € Corp Bond ex-Financials UCITS ETF EUR (Dist) (EEXF.L) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) have volatilities of 1.22% and 1.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EEXF.LXBLC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

1.24%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.02%

3.74%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

4.88%

4.78%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.29%

6.23%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.36%

6.87%

+0.49%

EEXF.L vs. XBLC.L - Expense Ratio Comparison

EEXF.L has a 0.20% expense ratio, which is higher than XBLC.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EEXF.L vs. XBLC.L - Dividend Comparison

EEXF.L's dividend yield for the trailing twelve months is around 2.85%, while XBLC.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EEXF.L
iShares € Corp Bond ex-Financials UCITS ETF EUR (Dist)
2.85%2.59%2.30%1.49%0.86%0.84%0.86%1.31%1.34%1.40%1.70%1.00%
XBLC.L
Xtrackers II EUR Corporate Bond UCITS ETF 1C
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


EEXF.L and XBLC.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XBLC.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XBLC.L is cheaper with a 0.12% expense ratio, compared with 0.20% for EEXF.L.

EEXF.L tracks Bloomberg Euro Corporate ex-Financials Bond Index (EUR), while XBLC.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for EEXF.L and 0.12% for XBLC.L.

Portfolio Optimizer

Find the right allocation for EEXF.L and XBLC.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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