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EIB3.DE vs. IBCM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIB3.DE vs. IBCM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.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

In the year-to-date period, EIB3.DE achieves a 0.19% return, which is significantly lower than IBCM.DE's 0.27% return.


EIB3.DE

1D
0.93%
1M
0.27%
YTD
0.19%
6M
0.55%
1Y
0.81%
3Y*
2.63%
5Y*
0.63%
10Y*

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)

EIB3.DE vs. IBCM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
0.19%2.14%3.03%3.39%-4.93%-0.76%-0.13%-0.51%
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%-3.24%

Correlation

The correlation between EIB3.DE and IBCM.DE is 0.56, 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

0.56

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

0.76

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

0.82

Correlation (All Time)
Calculated using the full available price history since Sep 3, 2019

0.80

Over the past year, the correlation between EIB3.DE and IBCM.DE has dropped to 0.56 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

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Return for Risk

EIB3.DE vs. IBCM.DE — Risk / Return Rank

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

EIB3.DE
EIB3.DE Risk / Return Rank: 1414
Overall Rank
EIB3.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EIB3.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
EIB3.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EIB3.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EIB3.DE Martin Ratio Rank: 1616
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.

EIB3.DE vs. IBCM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.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.


EIB3.DEIBCM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.06

1.01

+0.05

Calmar ratioReturn relative to maximum drawdown

0.50

0.03

+0.47

Martin ratioReturn relative to average drawdown

1.50

0.08

+1.41

EIB3.DE vs. IBCM.DE - Sharpe Ratio Comparison

The current EIB3.DE Sharpe Ratio is 0.26, which is higher than the IBCM.DE Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of EIB3.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


EIB3.DEIBCM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.03

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

-0.31

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.59

-0.42

Drawdowns

EIB3.DE vs. IBCM.DE - Drawdown Comparison

The maximum EIB3.DE drawdown since its inception was -6.78%, smaller than the maximum IBCM.DE drawdown of -23.25%. Use the drawdown chart below to compare losses from any high point for EIB3.DE and IBCM.DE.


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Drawdown Indicators


EIB3.DEIBCM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.78%

-23.25%

+16.47%

Max Drawdown (1Y)

Largest decline over 1 year

-1.60%

-4.08%

+2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-1.60%

-4.53%

+2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-5.91%

-22.90%

+16.99%

Max Drawdown (10Y)

Largest decline over 10 years

-23.25%

Current Drawdown

Current decline from peak

-0.68%

-13.71%

+13.03%

Average Drawdown

Average peak-to-trough decline

-2.06%

-5.23%

+3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

1.53%

-0.99%

Volatility

EIB3.DE vs. IBCM.DE - Volatility Comparison

The current volatility for Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE) is 1.50%, while iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist) (IBCM.DE) has a volatility of 1.94%. This indicates that EIB3.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


EIB3.DEIBCM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

1.94%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

4.20%

-1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

5.00%

-1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.11%

7.39%

-5.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.89%

6.03%

-4.14%

EIB3.DE vs. IBCM.DE - Expense Ratio Comparison

EIB3.DE has a 0.10% expense ratio, which is lower than IBCM.DE's 0.15% 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

EIB3.DE vs. IBCM.DE - Dividend Comparison

EIB3.DE's dividend yield for the trailing twelve months is around 2.41%, less than IBCM.DE's 2.92% yield.


PositionTTM20252024202320222021202020192018201720162015
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
2.41%2.51%2.80%2.24%0.23%0.00%0.00%0.00%0.00%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


EIB3.DE and IBCM.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EIB3.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EIB3.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for IBCM.DE.

EIB3.DE tracks Bloomberg Euro Government Select 1-3, while IBCM.DE tracks Bloomberg Euro Government Bond 10. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for EIB3.DE and 0.15% for IBCM.DE.

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