PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EL49.DE vs. IG35.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EL49.DE vs. IG35.DE

Last updated Jun 5, 2026

EL49.DE (Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF) and IG35.DE (iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)) are both European Corporate Bonds funds - EL49.DE tracks the iBoxx® EUR Liquid Corporates Diversified while IG35.DE tracks the Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. Both are passively managed. Their correlation of 0.83 suggests significant overlap in exposure. EL49.DE charges 0.20%/yr vs 0.12%/yr for IG35.DE.

Performance

EL49.DE vs. IG35.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) and iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) (IG35.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EL49.DE achieves a 0.49% return, which is significantly lower than IG35.DE's 0.90% return.

EL49.DE

1D
0.02%
1M
0.71%
YTD
0.49%
6M
0.04%
1Y
1.39%
3Y*
4.31%
5Y*
-0.16%
10Y*
0.63%

IG35.DE

1D
0.25%
1M
1.23%
YTD
0.90%
6M
0.47%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL49.DE vs. IG35.DE - Yearly Performance Comparison

2026 (YTD)2025
EL49.DE
Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF		0.49%-0.47%
IG35.DE
iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)		0.90%-0.54%

Correlation

The correlation between EL49.DE and IG35.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 15, 2025

0.83

Compare stocks, funds, or ETFs

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

Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF

iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)

Often compared with EL49.DE:
EL49.DE vs. VOOEL49.DE vs. PR1C.DEEL49.DE vs. D6RP.DEEL49.DE vs. IE3E.DEEL49.DE vs. D6RQ.DEEL49.DE vs. EL4F.DEEL49.DE vs. SPPS.DE
Often compared with IG35.DE:
IG35.DE vs. IBCS.DEIG35.DE vs. EUN5.DEIG35.DE vs. JREB.DEIG35.DE vs. PR1C.DEIG35.DE vs. COVR.DEIG35.DE vs. SYBD.DEIG35.DE vs. EFRN.DE

Return for Risk

EL49.DE vs. IG35.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EL49.DE
EL49.DE Risk / Return Rank: 1515
Overall Rank
EL49.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EL49.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EL49.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EL49.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EL49.DE Martin Ratio Rank: 1616
Martin Ratio Rank
IG35.DE
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.

EL49.DE vs. IG35.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF (EL49.DE) and iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc) (IG35.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.

EL49.DEIG35.DEDifference
Sharpe ratioReturn per unit of total volatility
0.36

—

—

Sortino ratioReturn per unit of downside risk
0.57

—

—

Omega ratioGain probability vs. loss probability

1.07

—

—

Calmar ratioReturn relative to maximum drawdown

0.46

—

—

Martin ratioReturn relative to average drawdown

1.52

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EL49.DE vs. IG35.DE - Sharpe Ratio Comparison

Loading charts...

Sharpe Ratios by Period

EL49.DEIG35.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.11

+0.37

Drawdowns

EL49.DE vs. IG35.DE - Drawdown Comparison

The maximum EL49.DE drawdown since its inception was -16.77%, which is greater than IG35.DE's maximum drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for EL49.DE and IG35.DE.

Loading charts...

Drawdown Indicators

EL49.DEIG35.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.77%

-4.08%

-12.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-3.05%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-16.77%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-16.77%

—

—

Current Drawdown

Current decline from peak

-1.87%

-1.08%

-0.79%

Average Drawdown

Average peak-to-trough decline

-3.21%

-1.38%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

—

—

Volatility

EL49.DE vs. IG35.DE - Volatility Comparison

Loading charts...

Volatility by Period

EL49.DEIG35.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

3.42%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

5.22%

-1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.88%

5.22%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.25%

5.22%

+0.03%

EL49.DE vs. IG35.DE - Expense Ratio Comparison

EL49.DE has a 0.20% expense ratio, which is higher than IG35.DE's 0.12% 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

EL49.DE vs. IG35.DE - Dividend Comparison

EL49.DE's dividend yield for the trailing twelve months is around 3.49%, while IG35.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
EL49.DE
Deka iBoxx EUR Liquid Corporates Diversified UCITS ETF		3.49%3.50%3.24%3.04%0.75%0.69%0.69%0.88%0.75%1.15%1.52%1.82%
IG35.DE
iShares iBonds December 2035 Term EUR Corporate UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EL49.DE and IG35.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IG35.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IG35.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for EL49.DE.

EL49.DE tracks iBoxx® EUR Liquid Corporates Diversified, while IG35.DE tracks Bloomberg MSCI December 2035 Maturity EUR Corporate ESG Screened Index. They also come from different issuers: Deka and iShares. Their fees differ too: 0.20% for EL49.DE and 0.12% for IG35.DE.

Portfolio Optimizer

Find the right allocation for EL49.DE and IG35.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