PortfoliosLab logoPortfoliosLab logo
EIBX.DE vs. EIB3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIBX.DE vs. EIB3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Euro Government Bond 7-10 Year UCITS ETF Dist (EIBX.DE) and Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EIBX.DE achieves a -0.50% return, which is significantly lower than EIB3.DE's 0.17% return.


EIBX.DE

1D
-0.13%
1M
-1.31%
6M
-1.02%
YTD
-0.50%
1Y
0.46%
3Y*
2.68%
5Y*
-2.61%
10Y*

EIB3.DE

1D
0.03%
1M
-0.13%
6M
0.06%
YTD
0.17%
1Y
0.76%
3Y*
2.75%
5Y*
0.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
EIBX.DE
Invesco Euro Government Bond 7-10 Year UCITS ETF Dist
-0.50%1.88%0.91%8.83%-19.82%-2.95%4.27%-3.35%
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
0.17%2.28%3.03%3.41%-4.93%-0.78%-0.13%-0.45%

Correlation

The correlation between EIBX.DE and EIB3.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.67

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

0.77

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

0.72

Over the past year, the correlation between EIBX.DE and EIB3.DE has dropped to 0.32 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

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

EIB3.DE
EIB3.DE Risk / Return Rank: 1616
Overall Rank
EIB3.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EIB3.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
EIB3.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EIB3.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
EIB3.DE 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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Euro Government Bond 7-10 Year UCITS ETF Dist (EIBX.DE) and Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.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.


EIBX.DEEIB3.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.02

1.07

-0.05

Calmar ratioReturn relative to maximum drawdown

0.11

0.53

-0.42

Martin ratioReturn relative to average drawdown

0.28

1.84

-1.55

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

The current EIBX.DE Sharpe Ratio is 0.09, which is lower than the EIB3.DE Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of EIBX.DE and EIB3.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.


Loading charts...

Drawdowns

EIBX.DE vs. EIB3.DE - Drawdown Comparison

The maximum EIBX.DE drawdown since its inception was -23.08%, which is greater than EIB3.DE's maximum drawdown of -6.78%. Use the drawdown chart below to compare losses from any high point for EIBX.DE and EIB3.DE.


Loading charts...

Drawdown Indicators


EIBX.DEEIB3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.08%

-6.78%

-16.30%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-1.43%

-2.64%

Max Drawdown (3Y)

Largest decline over 3 years

-4.43%

-1.43%

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-5.91%

-16.87%

Current Drawdown

Current decline from peak

-13.74%

-0.36%

-13.38%

Average Drawdown

Average peak-to-trough decline

-11.09%

-2.01%

-9.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

0.42%

+1.19%

Volatility

EIBX.DE vs. EIB3.DE - Volatility Comparison

Invesco Euro Government Bond 7-10 Year UCITS ETF Dist (EIBX.DE) has a higher volatility of 1.55% compared to Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE) at 0.81%. This indicates that EIBX.DE's price experiences larger fluctuations and is considered to be riskier than EIB3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EIBX.DEEIB3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

0.81%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

4.25%

2.06%

+2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

5.14%

2.39%

+2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.43%

1.93%

+5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.56%

1.73%

+4.83%

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

Both EIBX.DE and EIB3.DE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EIBX.DE vs. EIB3.DE - Dividend Comparison

EIBX.DE's dividend yield for the trailing twelve months is around 3.01%, more than EIB3.DE's 2.34% yield.


PositionTTM2025202420232022
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
2.34%2.51%2.80%2.24%0.23%
EIBX.DE
Invesco Euro Government Bond 7-10 Year UCITS ETF Dist
3.01%2.89%2.87%2.43%0.12%

Frequently Asked Questions


EIBX.DE and EIB3.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.10% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EIBX.DE and EIB3.DE have the same expense ratio: 0.10% per year.

EIBX.DE tracks Bloomberg Euro Government Select 7-10, while EIB3.DE tracks Bloomberg Euro Government Select 1-3.

Portfolio Optimizer

Find the right allocation for EIBX.DE and EIB3.DE

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

Open Portfolio Optimizer