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EIB5.DE vs. IBCA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIB5.DE vs. IBCA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Euro Government Bond 3-5 Year UCITS ETF Dist (EIB5.DE) and iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.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, EIB5.DE achieves a -0.71% return, which is significantly lower than IBCA.DE's 0.25% return.


EIB5.DE

1D
-0.06%
1M
-0.61%
6M
-0.87%
YTD
-0.71%
1Y
0.23%
3Y*
2.75%
5Y*
-0.40%
10Y*

IBCA.DE

1D
-0.01%
1M
-0.09%
6M
0.11%
YTD
0.25%
1Y
0.88%
3Y*
2.72%
5Y*
0.84%
10Y*
0.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIB5.DE vs. IBCA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EIB5.DE
Invesco Euro Government Bond 3-5 Year UCITS ETF Dist
-0.71%2.92%2.22%5.31%-10.04%-1.25%1.21%-1.13%
IBCA.DE
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
0.25%2.32%3.06%3.49%-4.26%-0.84%-0.15%-0.42%

Correlation

The correlation between EIB5.DE and IBCA.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.76

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

0.85

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2019

0.81

Over the past year, the correlation between EIB5.DE and IBCA.DE has dropped to 0.46 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

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Return for Risk

EIB5.DE vs. IBCA.DE — Risk / Return Rank

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

EIB5.DE
EIB5.DE Risk / Return Rank: 1111
Overall Rank
EIB5.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EIB5.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
EIB5.DE Omega Ratio Rank: 1010
Omega Ratio Rank
EIB5.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
EIB5.DE Martin Ratio Rank: 1111
Martin Ratio Rank

IBCA.DE
IBCA.DE Risk / Return Rank: 2323
Overall Rank
IBCA.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IBCA.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
IBCA.DE Omega Ratio Rank: 2424
Omega Ratio Rank
IBCA.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
IBCA.DE Martin Ratio Rank: 2424
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.

EIB5.DE vs. IBCA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Euro Government Bond 3-5 Year UCITS ETF Dist (EIB5.DE) and iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.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.

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.


EIB5.DEIBCA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.01

1.13

-0.12

Calmar ratioReturn relative to maximum drawdown

0.09

0.77

-0.68

Martin ratioReturn relative to average drawdown

0.21

2.37

-2.17

EIB5.DE vs. IBCA.DE - Sharpe Ratio Comparison

The current EIB5.DE Sharpe Ratio is 0.06, which is lower than the IBCA.DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of EIB5.DE and IBCA.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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Drawdowns

EIB5.DE vs. IBCA.DE - Drawdown Comparison

The maximum EIB5.DE drawdown since its inception was -12.19%, which is greater than IBCA.DE's maximum drawdown of -8.31%. Use the drawdown chart below to compare losses from any high point for EIB5.DE and IBCA.DE.


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Drawdown Indicators


EIB5.DEIBCA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.19%

-8.31%

-3.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-1.14%

-1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-2.54%

-1.14%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-12.06%

-5.21%

-6.85%

Max Drawdown (10Y)

Largest decline over 10 years

-8.31%

Current Drawdown

Current decline from peak

-2.50%

-0.37%

-2.13%

Average Drawdown

Average peak-to-trough decline

-4.30%

-0.84%

-3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

0.37%

+0.72%

Volatility

EIB5.DE vs. IBCA.DE - Volatility Comparison

Invesco Euro Government Bond 3-5 Year UCITS ETF Dist (EIB5.DE) has a higher volatility of 1.39% compared to iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.DE) at 0.34%. This indicates that EIB5.DE's price experiences larger fluctuations and is considered to be riskier than IBCA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIB5.DEIBCA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

0.34%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.16%

1.31%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

1.40%

+2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.84%

1.56%

+2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.44%

3.81%

-0.37%

EIB5.DE vs. IBCA.DE - Expense Ratio Comparison

EIB5.DE has a 0.10% expense ratio, which is lower than IBCA.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

EIB5.DE vs. IBCA.DE - Dividend Comparison

EIB5.DE's dividend yield for the trailing twelve months is around 2.49%, more than IBCA.DE's 2.18% yield.


PositionTTM20252024202320222021202020192018201720162015
EIB5.DE
Invesco Euro Government Bond 3-5 Year UCITS ETF Dist
2.49%2.50%2.73%1.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBCA.DE
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
2.18%2.45%2.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.29%

Frequently Asked Questions


EIB5.DE and IBCA.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EIB5.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EIB5.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for IBCA.DE.

EIB5.DE tracks Bloomberg Euro Government Select 3-5, while IBCA.DE tracks Bloomberg Euro Government Bond 1-3. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.10% for EIB5.DE and 0.15% for IBCA.DE.

Portfolio Optimizer

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