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EGV3.DE vs. IBCM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGV3.DE vs. IBCM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Bond 1-3Y UCITS ETF Dist (EGV3.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

Over the past 10 years, EGV3.DE has outperformed IBCM.DE with an annualized return of 0.19%, while IBCM.DE has yielded a comparatively lower -0.17% annualized return.


EGV3.DE

1D
0.04%
1M
0.23%
YTD
0.00%
6M
0.10%
1Y
0.65%
3Y*
2.53%
5Y*
0.55%
10Y*
0.19%

IBCM.DE

1D
0.06%
1M
0.50%
YTD
0.27%
6M
-0.09%
1Y
0.13%
3Y*
2.61%
5Y*
-2.34%
10Y*
-0.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGV3.DE vs. IBCM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EGV3.DE
Amundi Euro Government Bond 1-3Y UCITS ETF Dist
-0.00%2.11%3.01%3.26%-4.93%-0.90%-0.43%0.21%0.06%-0.44%
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 EGV3.DE and IBCM.DE is 0.80, 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

0.80

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

0.82

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

0.85

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

0.77

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2009

0.62

The correlation between EGV3.DE and IBCM.DE shifts across timeframes, from 0.62 (all time) to 0.85 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EGV3.DE vs. IBCM.DE — Risk / Return Rank

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

EGV3.DE
EGV3.DE Risk / Return Rank: 1616
Overall Rank
EGV3.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
EGV3.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
EGV3.DE Omega Ratio Rank: 1717
Omega Ratio Rank
EGV3.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
EGV3.DE Martin Ratio Rank: 1717
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.

EGV3.DE vs. IBCM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 1-3Y UCITS ETF Dist (EGV3.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.


EGV3.DEIBCM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.10

1.01

+0.09

Calmar ratioReturn relative to maximum drawdown

0.54

0.03

+0.51

Martin ratioReturn relative to average drawdown

1.68

0.08

+1.60

EGV3.DE vs. IBCM.DE - Sharpe Ratio Comparison

The current EGV3.DE Sharpe Ratio is 0.49, which is higher than the IBCM.DE Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of EGV3.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


EGV3.DEIBCM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.03

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

-0.31

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

-0.03

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.59

-0.17

Drawdowns

EGV3.DE vs. IBCM.DE - Drawdown Comparison

The maximum EGV3.DE drawdown since its inception was -8.42%, smaller than the maximum IBCM.DE drawdown of -23.25%. Use the drawdown chart below to compare losses from any high point for EGV3.DE and IBCM.DE.


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Drawdown Indicators


EGV3.DEIBCM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.42%

-23.25%

+14.83%

Max Drawdown (1Y)

Largest decline over 1 year

-1.20%

-4.08%

+2.88%

Max Drawdown (3Y)

Largest decline over 3 years

-1.20%

-4.53%

+3.33%

Max Drawdown (5Y)

Largest decline over 5 years

-6.05%

-22.90%

+16.85%

Max Drawdown (10Y)

Largest decline over 10 years

-8.42%

-23.25%

+14.83%

Current Drawdown

Current decline from peak

-0.56%

-13.71%

+13.15%

Average Drawdown

Average peak-to-trough decline

-1.56%

-5.23%

+3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

1.53%

-1.14%

Volatility

EGV3.DE vs. IBCM.DE - Volatility Comparison

The current volatility for Amundi Euro Government Bond 1-3Y UCITS ETF Dist (EGV3.DE) is 0.53%, while iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.DE) has a volatility of 1.94%. This indicates that EGV3.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


EGV3.DEIBCM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

1.94%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

1.22%

4.20%

-2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

1.33%

5.00%

-3.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.67%

7.39%

-5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.13%

6.03%

-3.90%

EGV3.DE vs. IBCM.DE - Expense Ratio Comparison

EGV3.DE has a 0.17% expense ratio, which is higher than IBCM.DE's 0.15% 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

EGV3.DE vs. IBCM.DE - Dividend Comparison

EGV3.DE's dividend yield for the trailing twelve months is around 1.57%, less than IBCM.DE's 2.92% yield.


PositionTTM20252024202320222021202020192018201720162015
EGV3.DE
Amundi Euro Government Bond 1-3Y UCITS ETF Dist
1.57%1.57%1.36%1.13%1.46%2.49%1.11%0.65%0.89%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


EGV3.DE and IBCM.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.

On fees, IBCM.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBCM.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for EGV3.DE.

EGV3.DE tracks Bloomberg Euro Treasury 50bn 1-3 Year Bond, while IBCM.DE tracks Bloomberg Euro Government Bond 10. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.17% for EGV3.DE and 0.15% for IBCM.DE.

Portfolio Optimizer

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