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EHYB.L vs. IBCX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EHYB.L vs. IBCX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Euro Corporate Hybrid Bond UCITS ETF EUR (Dist) (EHYB.L) and iShares Euro Corporate Bond Large Cap UCITS ETF (IBCX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EHYB.L is traded in GBp, while IBCX.L is traded in EUR. To make them comparable, the IBCX.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with EHYB.L having a -2.20% return and IBCX.L slightly lower at -2.29%.


EHYB.L

1D
-0.89%
1M
-2.24%
6M
-1.74%
YTD
-2.20%
1Y
0.65%
3Y*
7.55%
5Y*
1.48%
10Y*

IBCX.L

1D
-0.67%
1M
-2.31%
6M
-1.98%
YTD
-2.29%
1Y
-0.66%
3Y*
3.77%
5Y*
-0.65%
10Y*
0.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EHYB.L vs. IBCX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EHYB.L
Invesco Euro Corporate Hybrid Bond UCITS ETF EUR (Dist)
-2.20%10.94%5.36%7.67%-10.29%-5.42%-6.81%
IBCX.L
iShares Euro Corporate Bond Large Cap UCITS ETF
-2.29%8.67%-1.22%5.19%-9.51%-7.32%-0.03%

Correlation

The correlation between EHYB.L and IBCX.L is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.62

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

0.65

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2020

0.66

The correlation between EHYB.L and IBCX.L shifts across timeframes, from 0.62 (3 years) to 0.73 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EHYB.L vs. IBCX.L — Risk / Return Rank

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

EHYB.L
EHYB.L Risk / Return Rank: 1111
Overall Rank
EHYB.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EHYB.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
EHYB.L Omega Ratio Rank: 1010
Omega Ratio Rank
EHYB.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
EHYB.L Martin Ratio Rank: 1212
Martin Ratio Rank

IBCX.L
IBCX.L Risk / Return Rank: 1818
Overall Rank
IBCX.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IBCX.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
IBCX.L Omega Ratio Rank: 1717
Omega Ratio Rank
IBCX.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
IBCX.L Martin Ratio Rank: 2020
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.

EHYB.L vs. IBCX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Euro Corporate Hybrid Bond UCITS ETF EUR (Dist) (EHYB.L) and iShares Euro Corporate Bond Large Cap UCITS ETF (IBCX.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.


EHYB.LIBCX.LDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.03

0.98

+0.04

Calmar ratioReturn relative to maximum drawdown

0.16

-0.17

+0.32

Martin ratioReturn relative to average drawdown

0.43

-0.40

+0.82

EHYB.L vs. IBCX.L - Sharpe Ratio Comparison

The current EHYB.L Sharpe Ratio is 0.13, which is higher than the IBCX.L Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of EHYB.L and IBCX.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

EHYB.L vs. IBCX.L - Drawdown Comparison

The maximum EHYB.L drawdown since its inception was -27.17%, which is greater than IBCX.L's maximum drawdown of -22.27%. Use the drawdown chart below to compare losses from any high point for EHYB.L and IBCX.L.


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Drawdown Indicators


EHYB.LIBCX.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.17%

-22.27%

-4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-4.15%

-3.89%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-4.15%

-4.03%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-20.05%

-17.46%

-2.59%

Max Drawdown (10Y)

Largest decline over 10 years

-22.27%

Current Drawdown

Current decline from peak

-3.50%

-9.76%

+6.26%

Average Drawdown

Average peak-to-trough decline

-12.42%

-6.94%

-5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.64%

-0.12%

Volatility

EHYB.L vs. IBCX.L - Volatility Comparison

Invesco Euro Corporate Hybrid Bond UCITS ETF EUR (Dist) (EHYB.L) has a higher volatility of 1.47% compared to iShares Euro Corporate Bond Large Cap UCITS ETF (IBCX.L) at 1.29%. This indicates that EHYB.L's price experiences larger fluctuations and is considered to be riskier than IBCX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EHYB.LIBCX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

1.29%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.99%

3.80%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.92%

4.86%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.89%

6.46%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.66%

7.39%

+0.27%

EHYB.L vs. IBCX.L - Expense Ratio Comparison

EHYB.L has a 0.39% expense ratio, which is higher than IBCX.L's 0.20% expense ratio.


Dividends

EHYB.L vs. IBCX.L - Dividend Comparison

EHYB.L's dividend yield for the trailing twelve months is around 3.55%, more than IBCX.L's 3.13% yield.


PositionTTM20252024202320222021202020192018201720162015
EHYB.L
Invesco Euro Corporate Hybrid Bond UCITS ETF EUR (Dist)
3.55%3.24%3.12%2.80%2.27%1.66%0.39%0.00%0.00%0.00%0.00%0.00%
IBCX.L
iShares Euro Corporate Bond Large Cap UCITS ETF
3.13%3.02%2.74%2.31%1.05%0.73%0.84%0.99%1.10%1.09%1.27%1.57%

Frequently Asked Questions


EHYB.L and IBCX.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBCX.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBCX.L is cheaper with a 0.20% expense ratio, compared with 0.39% for EHYB.L.

EHYB.L tracks Bloomberg Euro Universal Corporate ex Financials Hybrid Capital Securities 8% Capped Bond Index (EUR), while IBCX.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for EHYB.L and 0.20% for IBCX.L.

Portfolio Optimizer

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